Keywords: G12; G11; G12; G13Volatility risk premia; Stochastic discount factor; Consumption-based models; Linear factor models; Default premium
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; Fiscal crisis; Safe asset; Risk premium; SustainabilityE00; G12; H63
Keywords: G12; Repurchase agreement (repo); Call markets; Monetary policy implementation; Financial crisis; Market segmentationE43; E52; E58; G01; G12
Keywords: G12; Stock market autocorrelation; Peer effects; DisagreementG11; G12; G23
Keywords: G12; G11; G12; G14; M41Accounting-based anomalies; Long-short strategies; Short selling; Market efficiency; Sharpe ratio; Short interest rebates
Keywords: G12; Contagion; Liquidity; Spillover; Financial stability; Global financial crisis; Flight to quality; Eurozone equity; Financial integration; Eurozone crisis; F3; F21; F42; E3; P4; O52; O47; P51; G10; G12; G14; G15; G22; G33;
Keywords: G12; Operating profitability; Accruals; Cash flows; Anomalies; Asset pricingG11; G12; M41
Keywords: G12; G12; G14; M41FSCORE; Book-to-market; Size; Risk-adjusted return; Portfolio; Cross-section of stock returns
Keywords: G12; G12; M41; Financial statement comparability; Expected crash risk; Bad news hoarding;
Keywords: G12; G10; G12; G14Behavioral finance; Financial markets; Investor sentiment; Mood; Pre-holiday effect; Risk aversion; Short trading day; Stock returns
Keywords: G12; G11; G12; G14Momentum; Stock market anomalies; Performance persistence; Investor learning; Emerging markets; Poland; Market efficiency; Return predictability
Keywords: G12; Equity risk premium; Predictive regression; Short interest; Cash flow channel; Informed tradersC58; G12; G14
Keywords: G12; G12; G15; F36; Market integration; Corporate bond markets; Factor decomposition; Sovereign debt crisis;
Keywords: G12; G12; G14; G35; Special dividends; Market driven; Business cycle;
Keywords: G12; Implied volatility surface; Option realized volatility; Expected volatility surface; Volatility risk premium; Vega-gamma-vanna-volga; Proportional variance dynamicsC13; C51; G12; G13
Keywords: G12; G11; G12; G14Price and earnings momentum; Bull and bear markets; Market rebounds; Momentum crashes; Time-varying performance measurement
Keywords: G12; G12; G14; M41; Higher-order-beliefs; Earnings response; Price volatility; Pricing bubbles;
Keywords: G12; Dynamic volatility spillovers; VAR models; Shipping freight marketsG11; G12; G13; G20
Keywords: G12; G12; G15Free float; Liquidity; Liquidity risk; Strategic shareholder; Financial crisis
Keywords: G12; G12; G13; G14Option trading volume; Stock return predictability; Information; Leverage
Keywords: G12; G12; G14; G21; G28; K22Abnormal returns; Fail-to-deliver; Fama-French; Event study; Short selling
Keywords: G12; G12; G13; G14Momentum; Futures pricing; International asset allocation
Keywords: G12; G12; G14; L20; M41; Earnings announcements; Timing; Friday evening; Inattention; Hiding news; Post-earnings announcement drift;
Keywords: G12; C23; E44; F34; G12; H63Fiscal vulnerability; Euro area; Leading indicators; Macro-financial imbalances; Signal models; Probit models
Keywords: G12; Pension funds; Asset management; Management costs; Performance feesG11; G12; G23
Keywords: G12; Arithmetic Asian option; Edgworth series expansion; Cumulant; Elasticity; HedgeG10; G12; G13
Keywords: G12; F31; F33; G12; O53Foreign exchange; International currency; Network effects; Financial development; Renminbi; Critical transition
Keywords: G12; G10; G12; G14ETF; Excess comovement; Correlated demand; Liquidity clientele; Style investing
Keywords: G12; Market price risks; Jump betas; High-frequency data; Cross-sectional return variationC13; C14; G11; G12
Keywords: G12; C22; G01; G10; G12; Q4Commodity financialization; Style effect; Cross-market linkages; Financial crisis; RSDC model
Keywords: G12; E44; G12; G17Firm volatility; Idiosyncratic risk; Cross section of stock returns
Keywords: G12; D42; D53; D82; G12; G18Market making; Illiquidity; Bid–ask spread; Asymmetric information; Imperfect competition
Keywords: G12; G12; G14; G30; Initial public offerings; CEO equity incentives; Corporate governance;
Keywords: G12; Spanish stock market returns; Monetary policy; International open – economyE32; E44; E52; G12
Keywords: G12; G11; G12; G14; G20Mutual funds; Skill; Volatility; Market efficiency; Anomaly
Keywords: G12; G12; G14; G15Investment freedom; ADRs; Mispricing; Information asymmetry
Keywords: G12; C2; C3; C58; E5; G12; G14Generalized conditional heteroskedasticity (GARCH) models; Irrational investors; Investors sentiment; Noise traders; Stock market volatility; Volatility asymmetry
Keywords: G12; G12; G14Earnings announcement premium; Liquidity
Keywords: G12; G1; G12; G17Feedback trading; Arbitrage opportunities; Emissions and energy markets; Conditional volatility
Keywords: G12; C52; G12; G33; M41Credit spread; Credit risk analysis; Distance-to-default; Accounting data; Value relevance
Keywords: G12; C43; D44; G11; G12; Q11; Z11Wine prices; Alternative investments; Price indexes; Psychic return; Bubbles
Keywords: G12; G12; G31Corporate investment; NPV; IRR; Payback; Real options; Survey
Keywords: G12; D14; G11; G12; G15; G17; G23; H55retirement savings; long-term investments; investment horizon; stock and bond returns; stock and bond investment risks; portfolio diversification
Keywords: G12; G11; G12; G14Cross section momentum effect; Long-short portfolios; Seasonal effect; Size and value effects; Japanese stock market; Japanese financial system; Ownership structure
Keywords: G12; G12; G14; G24; G32; D81; D83Initial public offerings underperformance; Individual investors sentiment; Institutional investors sentiment; Rational and irrational sentiment; Behavioral finance; Technology firms
Keywords: G12; G12; G2; E4Treasury supply; Monetary economics; Financial stability; Banking
Keywords: G12; G10; G12; C58Dynamic asset pricing; Fama-MacBeth regressions; Time-varying betas; Generalized method of moments; Minimum distance estimation; Reduced rank regression
Keywords: G12; G12; G15Order flow; Cross-border listing; American depository receipts; Delisting; SOX
Keywords: G12; G12; G13; G31; G32; G33Credit spreads; Credit rating; Stochastic volatility; Multifactor; Structural models
Keywords: G12; G12; G14; M41Asset pricing; Financial analysis; Risk factors; Stock duration