دانلود مقالات ISI درباره G12 + ترجمه فارسی

Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities

Keywords: G12; Emission permits; Announcement effects; EU ETS; G12; G13; G14; H23; Q54; Q56;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2015 سفارش ترجمه

A semiparametric conditional capital asset pricing model

Keywords: G12; Conditional capital asset pricing model; Functional coefficient regression; Smoothly clipped absolute deviation penalty; Variable selection; C13; C52; G12;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2015 سفارش ترجمه

Fama-MacBeth two-pass regressions: Improving risk premia estimates

Keywords: G12; Cross-section; Fama-MacBeth; Risk premia; Asset pricing models; C21; C11; G12; G11;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2015 سفارش ترجمه

Signalling the Dotcom bubble: A multiple changes in persistence approach

Keywords: G12; C10; C32; F15; G12; G14; G15NASDAQ; Order of integration; Persistence shifts; Rational bubble; Unit roots

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2015 سفارش ترجمه

Keeping up with the Joneses and optimal diversification

Keywords: G12; D03; D81; G11; G12; Diversification; Mean-variance efficiency analysis; Peer-effects; Keeping-up with the Joneses; Correlation loving; Capital Asset Pricing Model (CAPM); Stochastic dominance;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Time-variation in the impact of news sentiment

Keywords: G12; News sentiment; Industry portfolios; Time-variation; VIX; Stock Returns; G10; G12; G14;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Matching the BRIC equity premium: A structural approach

Keywords: G12; BRIC countries; Equity risk premium; Long-run risk; Persistence; G12; G15;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

The wages of social responsibility — where are they? A critical review of ESG investing

Keywords: G12; ESG; Environmental social governance; Socially responsible investing; Corporate social performance; Financial performanceG10; G11; G12

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

The disposition effect in team investment decisions: Experimental evidence

Keywords: G12; C92; D70; G12; Decision-dependent emotions; Disposition effect; Experiment; Team decision making;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Modeling oil price-US stock nexus: A VARMA-BEKK-AGARCH approach

Keywords: G12; Oil price; S&P stocks; VARMA-BEKK-AGARCH; Spillover effect; Asymmetric effect; Portfolio management; C3; G12; Q43;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Does economic policy uncertainty drive CDS spreads?

Keywords: G12; G12; G13; G22; P16; Credit default swaps; Credit protection; Economic policy uncertainty;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation

Keywords: G12; G20; G12; C22; LIBOR; LIBOR manipulation; Nonlinear model;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Sturm und Drang in money market funds: When money market funds cease to be narrow

Keywords: G12; G12; G20; G21Money market funds; Liquidity crisis; Redemptions

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis

Keywords: G12; REITs; Leverage; Idiosyncratic risk; G12;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test

Keywords: G12; Stock price; Political uncertainty index; Bootstrap panel causality test; C23; G12; G18;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Heterogeneous agents in multi-markets: A coupled map lattices approach

Keywords: G12; C61; G12; G15Coupled map lattices; Heterogeneous agents; Multi-market interaction

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices

Keywords: G12; Alternative energy stocks; Performance measurement; Asset price bubbles; Explosive price behavior; Right-tailed unit root tests; G11; G12; G15; Q42;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Longevity bond pricing under the threshold CIR model

Keywords: G12; Mean reversion; Threshold CIR model; Longevity bonds; Longevity models; Interest rate; C03; G12; G22;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Bubbles in health care: Evidence from the U.S., U.K., and German stock markets

Keywords: G12; E60; G12; I15Bubbles; Health care; Generalized supremum augmented Dickey–Fuller (GSADF) test; Panel switching regression

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets

Keywords: G12; Interbank T-bond market; Asset pricing; Volatility asymmetry; Market spillovers; G12; G13;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Measuring the liquidity part of volume

Keywords: G12; Volatility-volume relationship; Mixture of distribution hypothesis; Liquidity shocks; Information-based trading; Liquidity arbitrage; GMM tests; C51; C52; G12;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

ReviewThe financial econometrics of price discovery and predictability

Keywords: G12; C53; C58; G12; G13; G14; Price discovery; Price predictability;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Counterparty risk for CDS: Default clustering effects

Keywords: G12; C15; C63; C65; G12; G13; Counterparty risk; Simultaneous defaults; Multivariate subordinators; Credit default swaps;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Stock market dispersion, the business cycle and expected factor returns

Keywords: G12; G12; G14; Stock market return dispersion; Business cycle; Market and factor returns;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps

Keywords: G12; Volatility risk premium; Interest rate swap; Delta-hedged gain; G12; G13;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

M&A operations: Further evidence of informed trading in the CDS market

Keywords: G12; G12; G13; G14; G20; Credit default swaps; Information flow; Informed trading; Price discovery; M&A activity;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Are there periodically collapsing bubbles in the REIT markets? New evidence from the US

Keywords: G12; G12; C22Present value model; Periodically collapsing bubble; Unit root; MTAR

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

The determinants of CDS open interest dynamics

Keywords: G12; G12; G13; G14; G20Credit default swaps; Open interest; Inventory risk; Counterparty risk

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?

Keywords: G12; Equity return dispersion; Asset pricing; Chinese stock marketG11; G12

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Market risk of BRIC Eurobonds in the financial crisis period

Keywords: G12; BRIC Eurobonds; Risk; Jumps; Bond pricing; Financial crisis; G12; G15; G17;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

Unexplained factors and their effects on second pass R-squared's

Keywords: G12; G12; Fama-MacBeth two pass procedure; Factor pricing; Stochastic discount factors; Weak identification; (Non-standard) Large sample distribution; Principal components;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market

Keywords: G12; Sovereign credit risk; European debt crisis; Heterogeneous beliefs; Momentum; CDS pricingF34; G01; G12; G15

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

Herding dynamics in exchange groups: Evidence from Euronext

Keywords: G12; G12; G15; G31; Herding; Exchange groups; Euronext; Euro-zone sovereign debt crisis; Market states;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

A regime-switching Nelson-Siegel term structure model of the macroeconomy

Keywords: G12; E43; E44; G12; Economic activity; Macro factors; MCMC; Nelson-Siegel model; The term structure;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

Performance and determinants of the Merton structural model: Evidence from hedging coefficients

Keywords: G12; G12; G13; Credit risk; Hedge ratios; Corporate bond spreads; Spread sensitivity; Distress; Variance Gamma; Normal Inverse Gaussian;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

Local IPOs, local delistings, and the firm location premium

Keywords: G12; G11; G12; Location premium; Local home bias; IPO; Delisting; Underpricing;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

An alternative view of the US price-dividend ratio dynamics

Keywords: G12; Markov regime switching; Price-dividend ratio; Stationarity; C32; G12;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis

Keywords: G12; Fiscal policy announcements; Political communication; Sovereign debt crisis; Interest rate spread; GARCH models; E43; E62; G01; G12;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

Empirical tests on the liquidity-adjusted capital asset pricing model

Keywords: G12; G10; G12; G15; G19Liquidity; Liquidity risk; Asset pricing; Asymmetric liquidity risk

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

Testing of a market fraction model and power-law behaviour in the DAX 30

Keywords: G12; Asset pricing; Fundamentalists and trend followers; (FI)GARCH; Power-law; Tail indexC15; D84; G12

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2015 سفارش ترجمه

Intertemporal risk-return relationships in bull and bear markets

Keywords: G12; Bear market; Bull market; Realized variance; Risk-return; G12; C22;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Measuring the impact of extreme observations on CAPM alphas: Some methodological issues

Keywords: G12; Small firm; Errors in data; Least trimmed squares; Jensen's inequality; C18; C58; C81; G11; G12;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Mean-variance portfolio methods for energy policy risk management

Keywords: G12; Mean-variance; CAPM model; Energy risks; Energy mix; Energy policy; G11; G12; Q43;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2015 سفارش ترجمه

Option valuation with observable volatility and jump dynamics

Keywords: G12; G12; Dynamic volatility; Dynamic jumps; Realized volatility; Realized jumps;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2015 سفارش ترجمه

High frequency trading and end-of-day price dislocation

Keywords: G12; G12; G14; G18; K22; High frequency trading; Price dislocation; Manipulation;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2015 سفارش ترجمه

Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries

Keywords: G12; Central bank communications; Unconventional monetary policy; European sovereign debt crisis; Event-study analysisE43; E52; E58; G01; G12

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2015 سفارش ترجمه

Weather and SAD related mood effects on the financial market

Keywords: G12; C51; G12; E43Mood effects; Weather effects; Seasonal affective disorder

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2015 سفارش ترجمه

Culture and R2

Keywords: G12; G15; G12; G02Culture; R2; Tightness; Individualism; Openness

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2015 سفارش ترجمه

The liquidity premium in CDS transaction prices: Do frictions matter?

Keywords: G12; G12; G14; CDS; Illiquidity; Temporary price impact; Market power; Immediacy; DTCC;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X

Keywords: G12; G10; G12; G15; Alternative trading venues; Chi-X; Market quality; Liquidity quality; Pricing efficiency;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2015 سفارش ترجمه