دانلود مقالات ISI درباره G11 + ترجمه فارسی

Tail dependence between oil and stocks of major oil-exporting countries using the CoVaR approach

Keywords: G11; Oil price shocks; Oil-exporting countries; Conditional VaR; C58; G11; Q4;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables

Keywords: G11; Bonos; Valuación de opciones; Productos estructurados; Distribuciones α-estables; Bonds; Option pricing; Structured products; α-Stable distributions; G11; G12, G13; D81; C46; G11; G12, G13; D81; C46;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2017 سفارش ترجمه

Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach

Keywords: G11; C24; G01; G10; G11; Islamic stock market; Gold; Markov switching; Hedge; Safe haven;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2017 سفارش ترجمه

Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets

Keywords: G11; G11; G15; F3; F65; Emerging and frontier markets; Equity returns; VECM; Co movements; Asia;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2017 سفارش ترجمه

Who is internationally diversified? Evidence from the 401(k) plans of 296 firms

Keywords: G11; International diversification; Micro data; 401(k) portfolios; G11; G15; G23;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2017 سفارش ترجمه

Understanding the decision-making process of sovereign wealth funds: The case of Temasek

Keywords: G11; F30; G11; G15; Sovereign Wealth Funds; Nested Logit model; Foreign Investment;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic CAPM under ambiguity-An experimental approach

Keywords: G11; G10; G11; G12; Experimental financial market; CAPM; Fundamentals; Sharpe ratio; Behavioral traits;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2017 سفارش ترجمه

The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test

Keywords: G11; C22; C58; G11; G12; G15; Islamic finance; Asset classes; Mean variance spanning test; Fat tails; Asset allocation;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2017 سفارش ترجمه

Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach

Keywords: G11; Stock markets volatility; CCC-MGARCH; Spillover; BEKK-MGARCH; DCC-with-skewed-t; Financial crises; G01; G11; G15;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2017 سفارش ترجمه

Differential equations connecting VaR and CVaR

Keywords: G11; C65; G11; G12; G22; 91B06; 91B30; 91G99; 90C90; 34A30; VaR and CVaR; Differential equations; VaR representation theorem; Risk optimization and probabilistic constraints; Risk and marginal risk estimation;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2017 سفارش ترجمه

Momentum returns, market states, and market dynamics: Is China different?

Keywords: G11; G11; G12; G14; Momentum returns; Market states; Market dynamics; China;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2017 سفارش ترجمه

Overreaction and the cross-section of returns: International evidence

Keywords: G11; F30; G02; G10; G11; G12; Return predictability; Overreaction; Long-term reversals; Market efficiency; Cross-section of returns; International asset pricing;

دانلود رایگان متن کامل مقاله ISI 37 صفحه سال انتشار : 2017 سفارش ترجمه

Hedging local volume risk using forward markets: Nordic case

Keywords: G11; Electricity markets; Fixed price contracts; Volume risk; Hedging; C500; G000; G100; G11; G170; G320; Q020; Q400; Q410; Q470;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2017 سفارش ترجمه

It's all in the name: Mutual fund name changes after SEC Rule 35d-1

Keywords: G11; Mutual funds; SEC Rule 35d-1; Name changes; Fund flows; G11; G14; G18;

دانلود رایگان متن کامل مقاله ISI 41 صفحه سال انتشار : 2017 سفارش ترجمه

The dynamic Black-Litterman approach to asset allocation

Keywords: G11; C22; C53; G11; Finance; Black-Litterman model; Multivariate conditional volatility; Portfolio optimization; Tail risk;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2017 سفارش ترجمه

The association between earnings forecast in IPOs prospectuses and earnings management: An empirical analysis

Keywords: G11; G2; G28; G17; G1; G11; Initial public offerings; Earnings forecasts; Earnings management; Long-run performance;

دانلود رایگان متن کامل مقاله ISI 44 صفحه سال انتشار : 2017 سفارش ترجمه

Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks

Keywords: G11; F34; F36; G11; Portfolio diversification; Contagion effects; Global banks; Regional market integration; Internal capital markets;

دانلود رایگان متن کامل مقاله ISI 50 صفحه سال انتشار : 2017 سفارش ترجمه

WSJ Category Kings - The impact of media attention on consumer and mutual fund investment decisions

Keywords: G11; Mutual funds; Investor attention; Incentives; Flows; Regression discontinuity; D14; D83; G11; G14; G23;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2017 سفارش ترجمه

What drives the “Smart-Money” effect? Evidence from investors' money flow to mutual fund classes

Keywords: G11; G10; G11; G14; G23; Fund flows; Smart-money effect; Persistent-flow explanation; Institutional funds; Retail funds; Fund classes;

دانلود رایگان متن کامل مقاله ISI 55 صفحه سال انتشار : 2017 سفارش ترجمه

Testing for prospect and Markowitz stochastic dominance efficiency

Keywords: G11; C12; C13; C15; C44; D81; G11; Non parametric test; Prospect stochastic dominance efficiency; Markowitz stochastic dominance efficiency; Simplicial complex; Extremal point; Linear programming; Mixed integer programming; Block bootstrap; Consistency;

دانلود رایگان متن کامل مقاله ISI 55 صفحه سال انتشار : 2017 سفارش ترجمه

The small IPO and the investing preferences of mutual funds

Keywords: G11; G01; G11; G12; G20; G24; G38; Initial public offerings; Liquidity; Flight-to-liquidity; Mutual funds; Institutional investors;

دانلود رایگان متن کامل مقاله ISI 61 صفحه سال انتشار : 2017 سفارش ترجمه

Newton meets Van Leeuwenhoek: Identifying international investors' common currency preferences

Keywords: G11; International portfolio choice; Gravity model; Euro currency; Securities holdings statistics; F15; F21; F36; F41; G11;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

The Joneses' income and debt market participation: Empirical evidence from bank account data

Keywords: G11; G11; D14; R2; Household debt; Comparison income; Keeping up with the Joneses; Behavioral finance; Conspicuous consumption; Peer effects;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Gender differences in financial risk taking: The role of financial literacy and risk tolerance

Keywords: G11; D91; G11; D83; J26; Financial risk taking; Financial literacy; Risk tolerance; Gender; Household finance;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective

Keywords: G11; Performance; Vice; Socially responsible; Investment behavior; G23; G11;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ

Keywords: G11; Market anomaly; Momentum; Return reversal; Return persistence; Trading strategy; G11; G12; G14; G17;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Does frequency matter for intraday technical trading?

Keywords: G11; Foreign exchange; Technical analysis; Intraday; Emerging markets; G11; G14; G17;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2016 سفارش ترجمه

A note on optimal portfolios under regime-switching

Keywords: G11; Portfolio selection; Regime-switching; Sharpe ratio; Stochastic dominance; C46; C58; G11;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

A stochastic Nash equilibrium portfolio game between two DC pension funds

Keywords: G11; C73; C61; G11; 91A15; 91A30; 91B51; 91G10; IB13; IB81; IE11; Defined contribution pension plan; Stochastic portfolio game; Nash equilibrium; Inflation risk; Dynamic programming method;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Solving the SRI puzzle? A note on the mainstreaming of ethical investment

Keywords: G11; Ethical investment; Sharpe ratios; volatility analysis; A13; C12; G11; G15; M14;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2016 سفارش ترجمه

Exuberance in China's renewable energy investment: Rationality, capital structure and implications with firm level evidence

Keywords: G11; Q20; G11; Renewable energy; Over-investment; Capital structure;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2016 سفارش ترجمه

Safe-haven demand for housing in London

Keywords: G11; Housing market; Hedge; Safe-haven; Uncertainty; Threshold models; Stock prices; C22; F21; G11; R21;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

A semiparametric factor model for CDO surfaces dynamics

Keywords: G11; C14; C51; G11; G17; 62Gxx; 62H12; 91G10; 62M20; CDO; Curve trade; Dynamic factor model; Semiparametric model; Surfaces dynamics;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models

Keywords: G11; G1; G10; G11; C32; Crude oil market; Stock market; Dynamic conditional correlation; VAR GARCH models;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Multiperiod portfolio optimization with multiple risky assets and general transaction costs

Keywords: G11; Portfolio optimization; Multiperiod utility; No-trade region; Market impact; G11;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation

Keywords: G11; G11; L94; Q40; C60; D81; Mean-risk electricity generation investment; Generation technologies portfolios; Frequency response and reserves; Power system economics; Power system security;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints

Keywords: G11; C61; G11; G32; G02; 91B16; 91B30; 91G10; 93E20; IE12; IE13; IE43; IB81; Defined contribution pension plan; Portfolio choice; Stochastic interest rate; Stochastic contribution rate; Loss aversion; Value-at-Risk; Martingale method;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

An evaluation of Altman's Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK

Keywords: G11; G01; G3; G11; G30; G32; G320; Z-score; Prediction models; UK companies; Cash flow ratio; Corporate failure; Univariate analysis;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه

Another January effect-Evidence from stock split announcements

Keywords: G11; G11; G12; G14; The January effect; The Halloween effect; Stock splits;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

The Christmas effect-Special dividend announcements

Keywords: G11; G11; G12; G14; The Halloween effect; The Christmas effect; Special dividends;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

Gold, oil, and stocks: Dynamic correlations

Keywords: G11; C01; C13; C58; F37; G11; G15; Financial markets; Time-frequency dynamics; High-frequency data; Dynamic correlation; Financial crisis; Wavelets;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets

Keywords: G11; C10; C58; G11; G14; G15; Volatility; Spillover; BRICS; Emerging markets; GARCH;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China

Keywords: G11; Institutional investors; Foreign investors; Mutual funds; Firm characteristics; Performance; G11; G15; G18; G23; G28;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

Can commodity returns forecast Canadian sector stock returns?

Keywords: G11; C53; G11; G17; Return forecasting; Commodities; Transaction costs; Forecast combinations; Canada;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?

Keywords: G11; G11; G12; G14; 52-week high; Momentum profits; Anchoring bias; Recency bias; Taiwan stock market;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures

Keywords: G11; C10; C58; G11; Tail dependence; REIT (real estate investment trust); Copula; Range-based volatility; Asset bust;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

Extreme risk modeling: An EVT-pair-copulas approach for financial stress tests

Keywords: G11; C5; G11; G17; Financial time series; EVT; Pair-copulas; R-vine; Stress testing; Scenario;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2016 سفارش ترجمه

Overreaction in ChiNext IPOs' initial returns: How much and what caused it?

Keywords: G11; G11; G12; G15; 1st day and 21st day initial returns; Overreaction; Short- and long-term factors; Internal and external conditions; Model specification;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2016 سفارش ترجمه

Mutual fund selection and performance persistence in 401(k) Plans

Keywords: G11; G11; G23; J26401(k) plans; Mutual funds; Performance persistence

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2016 سفارش ترجمه

Are U.S. investors blindly chasing returns in foreign countries?

Keywords: G11; Cross-border fund flows; Return chasing; Informed investors; G11; G15;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2016 سفارش ترجمه