دانلود مقالات ISI درباره G12 + ترجمه فارسی

What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem

Keywords: G12; E43; G12; G14Expectations hypothesis; Term structure of interest rates; Sentiment; Expectation error; Peso problem

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2014 سفارش ترجمه

Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries

Keywords: G12; G12; G15Arab spring; Political uncertainty; Stock market volatility; MENA countries

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2014 سفارش ترجمه

A dark side of international capital market integration: Domestic investors' view

Keywords: G12; Capital market integration; Welfare loss; Correlation effect; Quantity-volatility effect; G11; G12;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2014 سفارش ترجمه

Price and earnings momentum: An explanation using return decomposition

Keywords: G12; Return decomposition; Cash flow news; Discount rate news; Price momentum; Earnings momentumG11; G12; G14; M40

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Are regime-shift sources of risk priced in the market?

Keywords: G12; European call prices; Stock market regime shifts; Markov regime switching model; Risk neutral transition probabilities; Occupation timeG10; G12; G13

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Hermite polynomial based expansion of European option prices

Keywords: G12; G12; C51; Option valuation; Closed-form expansion; Mean-reversion; Self-exciting jumps; Double exponential jumps;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange

Keywords: G12; G12; G14; G15; G30; G32; G34Corporate governance; Listing change; Agency risk; Bonding costs; Alternative Investment Market (AIM)

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2014 سفارش ترجمه

Exuberance out of left field: Do sports results cause investors to take their eyes off the ball?

Keywords: G12; G11; G12; L83; Sports sentiment; Market efficiency; Returns; Performance;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

SOX, corporate transparency, and the cost of debt

Keywords: G12; G38; G33; G12; Sarbanes-Oxley; Corporate transparency; CDS pricing;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

Firm age, idiosyncratic risk, and long-run SEO underperformance

Keywords: G12; Firm age; Idiosyncratic risk; Growth option; Long-run performance; Seasoned equity offerings; D83; G12; G32;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

Does option trading convey stock price information?

Keywords: G12; G14; G12; G13Options; Order flow; Information asymmetry; Delta hedging; Price discovery

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

Institutional changes of Specified Purpose Acquisition Companies (SPACs)

Keywords: G12; G12; G14; G24; G30; G32; G34Specified Purpose Acquisition Companies (SPACs); Blank checks; Mergers and acquisitions (M&A); Initial public offering (IPO); Unit IPO; Warrants; Reverse mergers; Private equity; China

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

The impact of the French Tobin tax

Keywords: G12; G18; G12; G14; Financial Transaction tax; Financial regulation; Volatility; Liquidity; Turnover;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2014 سفارش ترجمه

Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873-1914)

Keywords: G12; CAPM; Size effect; Momentum; Total risk; Dividend yield; Brussels Stock Exchange; G00; G10; G11; G12; G01; G02;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2014 سفارش ترجمه

Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis

Keywords: G12; G12; G15; Credit Default Swap; Liquidity commonalities; Global risk; Funding liquidity risk; Counterparty risk;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2014 سفارش ترجمه

Heads we win, tails you lose: Is there equity in Islamic equity funds?

Keywords: G12; Islamic equity funds; Luck versus skill; Performance measurementC21; G11; G12; Z12

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2014 سفارش ترجمه

Sovereign and bank CDS spreads: Two sides of the same coin?

Keywords: G12; G01; G12; G14; G20; D8; Credit default swap spreads; Price discovery; Financial crisis; Banks; Sovereign risk;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2014 سفارش ترجمه

Endogenous risk in a DSGE model with capital-constrained financial intermediaries

Keywords: G12; E3; E44; G12; Endogenous financial risk; DSGE models; Non-linear dynamics;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2014 سفارش ترجمه

Did CDS trading improve the market for corporate bonds?

Keywords: G12; G12; G14CDS; Bond market efficiency

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2014 سفارش ترجمه

The nonlinear price dynamics of U.S. equity ETFs

Keywords: G12; G02; G12; G14; G17; Exchange-traded funds; Momentum; Volatility; Nonlinear dynamics;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2014 سفارش ترجمه

Mutual excitation in Eurozone sovereign CDS

Keywords: G12; C13; G12; CDS; Sovereign risk; Systemic risk; Jumps; Feedback; Hawkes processes; Mutually exciting processes; Impulse-response;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2014 سفارش ترجمه

The VIX, the variance premium and stock market volatility

Keywords: G12; C22; C52; G12; E32; Option implied volatility; Realized volatility; VIX; Variance risk premium; Risk aversion; Stock return predictability; Risk-return trade-off; Economic uncertainty; Financial instability;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2014 سفارش ترجمه

Yes, the CAPM is testable

Keywords: G12; G11; G12; C13; C18; C58; CAPM; Market portfolio; OLS; GLS;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2014 سفارش ترجمه

Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index

Keywords: G12; Exchange-traded fund (ETF); Index trading; Transaction costs; Liquidity; Risk sharing; G11; G12; G14;

دانلود رایگان متن کامل مقاله ISI 54 صفحه سال انتشار : 2014 سفارش ترجمه

Have Federal Reserve MBS purchases affected market functioning?

Keywords: G12; E52; E58; E65; G12; LSAP; Quantitative easing; Monetary policy; MBS; Market functioning; Open market operations;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه

VaR constrained asset pricing with relative performance

Keywords: G12; G11; G12; Relative performance; Financial institution; Asset pricing; Value-at-Risk (VaR);

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2013 سفارش ترجمه

Characterization of human rotaviruses circulating in Iraq in 2008: Atypical G8 and high prevalence of P[6] strains

Keywords: G12; Rotavirus; G8; G12; P[6]; Diarrhea; Iraq;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2013 سفارش ترجمه

Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP

Keywords: G12; C12; C14; C15; C32; E32; G12; Time-frequency domain; Time-spectral density; Wavelets; Covariance-stationarity; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market

Keywords: G12; G11; G12; Chinese A-shares; Share attributes; Sorting; Cluster; Asset pricing;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

A generalised arbitrage-free Nelson-Siegel model: The impact of unspanned stochastic volatility

Keywords: G12; G12; G13; C60; G11; Term structure; Nelson and Siegel model; Unspanned stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

The January effect for individual corporate bonds

Keywords: G12; January effect; Corporate bond returns; Event study; Tax loss selling; C12; D53; G12; G14;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Mean-variance dominant trading strategies

Keywords: G12; G11; G12; G14; Trading strategies; Mean variance; Conditional spanning tests;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Conditional market beta for REITs: A comparison of modeling techniques

Keywords: G12; G12; C12; C13; C32; C40; Conditional market beta; Modeling techniques; In-sample estimate; Out-of-sample forecast; REITs;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Superconvergence of the finite element solutions of the Black-Scholes equation

Keywords: G12; C02; C1; C63; G11; G12; Finite element method; Black-Schoels equation; Vanilla option; Barrier options; Gauss-Lobatto; Superconvergence;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Risk spillovers in oil-related CDS, stock and credit markets

Keywords: G12; C13; C22; G1; G12; Q40; Risk; Sectoral CDS; VIX; SMOVE; MOVE; Adjustments;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading

Keywords: G12; G02; G11; G12; G14; G15; G32; ETF; Synchronized trading; Overreaction; Hedging; Structured products; Arbitrage;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

A comprehensive long-term analysis of S&P 500 index additions and deletions

Keywords: G12; G11; G12; G14; S&P 500 index revision; Long-run performance; Operating performance; Information quality; Liquidity;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Consumption benefits and gambling: Evidence from the NCAA basketball betting market

Keywords: G12; G12; L83; Gambling; Sports betting; Bet volume; Dollars bet; Consumption value;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models

Keywords: G12; Gold; Markov; Switching; Bubbles; Lease; Rates; C01; F49; G12; G15;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance

Keywords: G12; G12; Q49; Quadratic hedging; Jump-diffusion models; Natural gas options; Energy derivatives; Resource economics;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

The determinants of quantile autocorrelations: Evidence from the UK

Keywords: G12; G12; G14; Stock return autocorrelation; Quantile regression;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach

Keywords: G12; G10; G12; Q40; Speculative bubbles; Oil price; Markov-switching model; State-space model; Bayesian econometrics;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS

Keywords: G12; G12; G14; G20; D8; Credit spreads; Price discovery;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Liquidation equilibrium with seniority and hidden CDO

Keywords: G12; G01; G12; G21; Collateralized debt obligation; Contagion; Solvency risk; Value-of-the firm model; Liquidation equilibrium; Contagion premium; Systemic risk;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth

Keywords: G12; C51; E43; E44; E47; G12; Averaging estimators; Persistence problem; Near-cointegration analysis; No-arbitrage affine term structure model; Term premia; GDP growth; New Information Response Functions;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Return decomposition and the Intertemporal CAPM

Keywords: G12; G11; G12; Asset pricing; Linear multifactor models; Intertemporal CAPM; Predictability of returns; Return decomposition; Cash flow news; Discount rate news;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Returns and option activity over the option-expiration week for S&P 100 stocks

Keywords: G12; G12; G13; G14; Option expiration; Stock returns; Option delta hedging;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation

Keywords: G12; G12; G13; G14; CBOE VIX Term Structure; VIX futures; Numéraire; Multifactor models; Hump volatility function; Exponential volatility function;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Sarbanes-Oxley Act and corporate credit spreads

Keywords: G12; G11; G12; G13; Sarbanes-Oxley Act; Corporate bonds; Credit spreads;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Can cross-country portfolio rebalancing give rise to forward bias in FX markets?

Keywords: G12; F31; F32; G11; G12; G15; G19; Forward premium puzzle; Exchange rate dynamics; Portfolio rebalancing; Covariance risk; Multivariate GARCH; Fixed-design wild bootstrap;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه