دانلود مقالات ISI درباره G12 + ترجمه فارسی

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Keywords: G12; Sovereign credit risk; Credit default swaps; Price discovery; Intraday data; G12; G14; G15;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

Time variation of MAX-premium with market volatility: Evidence from Korean stock market

Keywords: G12; Salience; Attention; Lottery; Idiosyncratic volatility; Korea; G11; G12; G41;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

The relative pricing of cross-listed securities: The case of Chinese A- and H-share

Keywords: G12; G12; G14; G15; H-shares; A-shares; Market anomaly; Liquidity; Transparency;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2018 سفارش ترجمه

Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets

Keywords: G12; G12; G14; G28; Credit risk discovery; Determinants; Generalized information share;

دانلود رایگان متن کامل مقاله ISI 44 صفحه سال انتشار : 2018 سفارش ترجمه

Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets

Keywords: G12; E31; E42; G12; BitCoin; Altcoins; Virtual currencies; Price formation; Investment; Supply; Demand; Macroeconomic development;

دانلود رایگان متن کامل مقاله ISI 46 صفحه سال انتشار : 2018 سفارش ترجمه

Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks

Keywords: G12; E32; G12; G15; Economic policy uncertainty; Stock returns; A-shares; China; U.S.;

دانلود رایگان متن کامل مقاله ISI 47 صفحه سال انتشار : 2018 سفارش ترجمه

The impact of ECB monetary policy surprises on the German stock market

Keywords: G12; Monetary policy shocks; Stock market; Variance decomposition; VAR model; Unconventional monetary policy; C32; E44; G12;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2018 سفارش ترجمه

The profitability of trading NOA and accruals: One effect or two?

Keywords: G12; G12; G14; Anomaly; Mispricing; Market efficiency; Net operating assets; Accruals;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2018 سفارش ترجمه

An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns

Keywords: G12; C12; C14; C22; G12; Stochastic volatility; Generalized hyperbolic skew Student's t-distribution; Bayesian estimation; Markov Chain Monte Carlo; Latin American stock markets; S&P500;

دانلود رایگان متن کامل مقاله ISI 49 صفحه سال انتشار : 2018 سفارش ترجمه

Q-theory, mispricing, and profitability premium: Evidence from China

Keywords: G12; Profitability premium; Chinese stock market; Investment frictions; Q-theory; Mispricing; G12; G14;

دانلود رایگان متن کامل مقاله ISI 49 صفحه سال انتشار : 2018 سفارش ترجمه

The impact of IPO approval on the price of existing stocks: Evidence from China

Keywords: G12; IPO approval; Downward-sloping demand curve; Cross-stock price effect; G12; G14; G15;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2018 سفارش ترجمه

The microstructure of a U.S. Treasury ECN: The BrokerTec platform

Keywords: G12; G12; G14; C32; Microstructure; Treasury market; Bid-ask spread; Price impact; Information;

دانلود رایگان متن کامل مقاله ISI 54 صفحه سال انتشار : 2018 سفارش ترجمه

Extrapolation and bubbles

Keywords: G12; Bubble; Extrapolation; Volume; G02; G11; G12;

دانلود رایگان متن کامل مقاله ISI 59 صفحه سال انتشار : 2018 سفارش ترجمه

Bid- and ask-side liquidity in the NYSE limit order book

Keywords: G12; G01; G12; G14; G18; Market liquidity; Limit order book; Financial crisis; Short selling ban; Market microstructure; Asset pricing;

دانلود رایگان متن کامل مقاله ISI 67 صفحه سال انتشار : 2018 سفارش ترجمه

Monday effect in Fama-French's RMW factor

Keywords: G12; G14; G12; Fama-French five-factor model; The RMW factor; Monday effect; Mispricing;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2017 سفارش ترجمه

Option-implied volatility spillover indices for FX risk factors

Keywords: G12; G12; G14; Volatility spillovers; Currency markets; G10 currencies; Option-implied volatility; Risk factors; Expected volatility; Expected portfolio volatility;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2017 سفارش ترجمه

The forex fixing reform and its impact on cost and risk of forex trading banks

Keywords: G12; Foreign exchange markets; Fixing; D43; D47; F30; F31; F33; G12; G15;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

Solvency II reporting: How to interpret funds' aggregate solvency capital requirement figures

Keywords: G12; C630; G12; G22; Solvency II; Insurance companies; Funds; Solvency capital requirements; Worst-case analysis;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2017 سفارش ترجمه

High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares

Keywords: G12; G12; G14; Turnover; Price delay; Uncertainty; A-shares; China;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Stock market development and integration in SADC (Southern African Development Community)

Keywords: G12; Stock market; Mauritius; G12;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Horizon analysis of art investments: Evidence from the Chinese market

Keywords: G12; G11; G12; Z11; Art investment; Repeated sales; Horizon analysis; Chinese art market;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum

Keywords: G12; Volatility; Investors' sentiment; Brexit; U-Shaped pattern; G12; C52;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Exchange rate exposure of REITs

Keywords: G12; F3; G12; Exchange rate risk; REITs; International finance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Stock return autocorrelations and predictability in the Chinese stock market-Evidence from threshold quantile autoregressive models

Keywords: G12; C23; G12; G14; Stock return autocorrelations; Predictability; Chinese stock market; Threshold quantile autoregressive model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

The new issues puzzle revisited: The role of firm quality in explaining IPO returns

Keywords: G12; G12; G32; IPOs; Long-run performance; Firm quality;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots

Keywords: G12; Emissions allowances; China's emissions trading scheme; Price dynamics; Asymmetry effect; GARCH model; Regime-switching process; C32; G12; N55; Q21; Q56;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Modeling and predicting oil VIX: Internet search volume versus traditional mariables

Keywords: G12; C22; C53; G12; G17; Q41; Q47; Oil VIX; Internet search volume; Implied volatility; Heterogeneous autoregressive model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models

Keywords: G12; G12; G17; C51; C58; Continuous-time models; Forecasting; Gaussian estimation; Multi-factor diffusion models with feedbacks; Term structure of interest rates;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs

Keywords: G12; Investor attention; Google trend; Stock return; ADRs; G12; G14;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2017 سفارش ترجمه

Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach

Keywords: G12; C23; C52; G12; Q41; Q43; Oil price; Stock price; Asymmetry; Heterogenous panels; Oil exporting; Oil importing; Forecast evaluation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Brexit: Short-term stock price effects and the impact of firm-level internationalization

Keywords: G12; F65; G11; G12; G14; Internationalization; Brexit; International diversification; Stock returns; Stock price effect; Event study;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Financial regulations and price inconsistencies across Bitcoin markets

Keywords: G12; Bitcoin; Arbitrage; Cryptocurrency; Financial regulation; G12; G14; K42; L86;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Media sentiment and IPO underpricing

Keywords: G12; G12; G14; L82; Initial public offerings; Underpricing; Media;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks

Keywords: G12; G12; G14; Attention; Stock price; Trading volume; Behavioral finance; Investor sentiment;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market

Keywords: G12; G00; G01; G12; Bailout; Funding injection; Sub-prime crisis; Equity liquidity; Funding constraints;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

Keywords: G12; C1; E44; G11; G12; Systematic cojumps; Scheduled macroeconomic announcements; Market component portfolios; Federal Funds rate;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan

Keywords: G12; Initial public offering (IPO); Bookbuilding; Auction; Institutional investment; G12; G14; G23;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Mispricing and trader positions in the S&P 500 index futures market

Keywords: G12; G12; G14; G18; D82; Futures mispricing; Hedgers; Speculators; Net positions; Mean reversion;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks

Keywords: G12; G12; G15; C32; Dynamic conditional correlation; Sector portfolio; Investment-specific shock; Investment opportunity;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market

Keywords: G12; CAPM; Beta; Incomplete market; SML; Portfolio choice; Korean stock market; G11; G12;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Volatility Spillovers from Australia's major trading partners across the GFC

Keywords: G12; G12; C58; Volatility Spillover Index; VAR analysis; Variance decomposition; Cholesky-GARCH;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

The q-factors and expected bond returns

Keywords: G12; Anomalies; Corporate bonds; Credit markets; Expected returns; Factors; Market efficiency; G11; G12; G14;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey

Keywords: G12; REIT; CAPM; Fama-French model; Turkish REITs; Borsa Istanbul; R30; G12; G17;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Full length ArticleOil price shocks and American depositary receipt stock returns

Keywords: G12; F30; G12; G15; Q43; Oil price shocks; ADR returns; Financial crisis; Oil price volatility;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model

Keywords: G12; G12; G29; Hedge funds; Skewness; Kurtosis; EGARCH; Asymmetry; Cluster; Persistence; Crisis; Granger causality;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR

Keywords: G12; C31; C58; G12; Systemic risk; CoVaR; Islamic stock indexes; Hedging strategy;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

U.S. SPACs with a focus on China

Keywords: G12; G12; G14; G24; G30; G32; G34; Blank checks; China; Chinese reverse mergers; SEC; SPAC; Specified purpose acquisition companies; Spillover;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

Asset market response to monetary policy news from SNB press releases

Keywords: G12; E43; E52; G12; Monetary policy communication; Asset markets;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

Higher moment exchange rate exposure of S&P500 firms

Keywords: G12; F30; F31; G12; G15; U.S. large-cap; FX risk; FX skewness; FX kurtosis; Panel data;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations

Keywords: G12; M41; D83; G12; Financial reporting complexity; Comovement; Information processing costs; Complementarities; Information acquisition;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه