Keywords: G12; G12; G02; C53; Shipping investor sentiment; Stock return predictability; Out-of-sample forecast performance;
مقالات ISI G12 (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G12; Durable consumption; Cointegration; Consumption asset pricing model; MCMC; C11; C22; G12;
Keywords: G12; G11; G12; G23; Hedge funds; Investment; Real options;
Keywords: G12; G02; G12; G17; Managerial sentiment; Consumer confidence; Investor sentiment; UK sector returns;
Keywords: G12; G10; G12; G13; G14; G15; Emerging markets; Derivatives; Risk management; Price discovery;
Keywords: G12; Short-term; Long-term; Wavelet approach; Dynamic correlation; Evolutionary co-spectral analysis; C14; C22; G12; G15; Q43;
Keywords: G12; C63; G22; G13; G12; Variable annuity; Guaranteed Minimum Benefits (GMB); Fourier Space Time-stepping (FST) algorithm; Mortality risk; Interest rate risk;
Keywords: G12; Ownership; Ownership structure; Liquidity; Thailand; Emerging markets; G34; G12;
Keywords: G12; G11; G12; G14; Mutual fund performance; Fund characteristics; Manager characteristics; Manager behavior biases;
Keywords: G12; G12; G14; G17; C58; E32; E52; Return predictability; Data snooping; Nonsynchronicity; Technical analysis; Trading rule; Market efficiency;
Keywords: G12; G11; G12; Contrarian performance; Industry; Long term;
Keywords: G12; C32; E44; G12; China; Stock market; Industrial sector; Mean and volatility spillovers; VAR-GARCH model;
Keywords: G12; G11; G12; Dynamic portfolio choice; Long-term investing; Time aggregation; Incomplete markets; Explicit solutions; Numerical solutions;
Keywords: G12; F34; G12; G15; O11; Sovereign bond issuance; Bond spreads; Developing countries; Africa;
Keywords: G12; G11; G12; G13; G14; Commodity futures; Basis; Momentum; Mean-reversion; Trend-following; Trading strategies;
Keywords: G12; G11; G12; G14; G15Informational efficiency; Market microstructures; Liquidity; Volatility; Emerging markets finance; Trinidad and Tobago Stock Exchange; GMM estimator
Keywords: G12; D43; G12; O32; Research and development investment; Product market competition; Risk premium; Stock returns;
Keywords: G12; G01; G11; G12; E21; E22; Heterogeneous beliefs; Disaster risk; Financial speculation; General equilibrium; Asset pricing; Real investment;
Keywords: G12; Algorithmic trading; High-frequency trading; Borsa Istanbul; Market microstructure; G10; G12; G14; G23;
Keywords: G12; G10; G12; G14; G19; Agent-based modelling; High frequency trading; Algorithmic trading; Market regulation; Market efficiency; Genetic programming;
Keywords: G12; Excess comovement; Correlated trades; G12; G14;
Keywords: G12; G10; G12; G13; Cash settled options; S&P 100 index; Option pricing; American-style; European-style;
Keywords: G12; Excess stock return; Directional predictability; Bivariate probit model; Market timing; C22; G12; G17;
Keywords: G12; G1; G10; G12; G15; Lead-lag effect; Cross correlation; Cointegration; Stock returns predictability; Size-sorted portfolios;
Keywords: G12; Calendar anomalies; Turn-of-the-month; Conditional volatility; Information-risk; G10; G12; G15;
Keywords: G12; E44; G12; G14; Asset pricing; Excess volatility; Variance bounds; Risk aversion;
Keywords: G12; G12; G14; G18; Short selling; Margin trading; Price efficiency; Corporate news; Authorized brokerages;
Keywords: G12; C13; G11; G12; Cross-sectional stock returns; Idiosyncratic risk; Illiquidity; Extreme returns; Skewness; Institutional holdings;
Keywords: G12; G12; D53; D83; Information friction; Heterogeneity; Endogeneity; Stock returns; Stylized facts;
Keywords: G12; M41; G1; G12; Credit default swap; Credit risk; News coverage; News sentiment; Risk factor disclosure;
Keywords: G12; G10; G12; ETFs; Liquidity; Immediacy;
Keywords: G12; M41; G12; G14; Management forecasts; Idiosyncratic risk; Information environment; Disclosure quality; Japanese stock market;
Keywords: G12; G11; G12; G14; Short selling; Information content; Short interest; Short flow;
Keywords: G12; C22; G12; G17; Bond return volatility; Predictive ability; Forecast combination; Forecast performance decomposition;
Keywords: G12; G12; G13; E44; E31; Commodity futures returns; Macroeconomic variables; Real exchange rate; Risk premium;
Keywords: G12; G12; G13; G14; G15; G18; Liquidity; Order flow; Market efficiency; Return predictability; European climate exchange; EU Emissions Trading Scheme (EU-ETS); Carbon futures;
Keywords: G12; C15; C22; C23; G1; G12; Panel data; Predictive regression; Multiple predictors; Sovereign credit risk; Credit default swap;
Keywords: G12; Mortgage servicing rights; Reduced-form model; Breakeven servicing fee; Numerical analyses; C10; G12; G18; G21; G28;
Keywords: G12; G12; International diversification; Oil shocks; Multivariate GARCH; Time-varying correlation; Structural breaks; Conditional diversification benefits (CDBs);
Keywords: G12; C51; C52; G12; High-frequency data; Occupation measure; Semimartingale; Specification test; Stochastic volatility;
Keywords: G12; G11; G12; G23; Hedge funds; Pension funds; Performance measurement; Certainty equivalent; Alpha;
Keywords: G12; Hedge funds; Limited attention; Marriage; Divorce; Disposition effect; G11; G12; G14; G23;
Keywords: G12; Financial crisis; Volatility dynamics; Wavelet-EGARCH; Markov regime shift; Hurst exponent; G10; G12; C14; C22; C51;
Keywords: G12; E43; G10; G12; Affine term structure model; Term premia; Bias correction; Interest rate surveys;
Keywords: G12; Corporate innovation; R&D expenditure; Stock price movements; Patents; G12; G31; O30; O32;
Keywords: G12; G12; G14; G20; Valuation uncertainty; Sentiment; Institutional trades; Short selling; Market efficiency;
Keywords: G12; Corporate bond; Debt covenants; Bond valuation; Bond pricing; Credit spread valuation; Risk pricing; G33; G34; G02; G31; K12; G12;
Keywords: G12; G12; G13; Life annuities; Longevity risk; q-forward; Mortality-linked derivatives; Instantaneous Sharpe ratio; Incomplete market;
Keywords: G12; C02; C18; C49; G12; G14; Stock market; Asset price; Drift; Wiener noise; Viscoelasticity; Work; Heat; Modulus; Golden ratio; Econophysics; Thermodynamics; Pattern;
Keywords: G12; Heterogeneous beliefs; Recursive utility; Equity premium; Equity volatility; Yield curve; E43; G12; G17;