دانلود مقالات ISI درباره G12 + ترجمه فارسی

Towards an efficient stock market: Empirical evidence from the Indian market

Keywords: G12; G12; G14Capital Asset Pricing Model; Arbitrage Pricing Theory; Efficient market hypothesis

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

Capacity constraints, investor information, and hedge fund returns

Keywords: G12; G11; G12; G23Hedge funds; Capacity constraints; Information; Flows

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

Risk and return: Long-run relations, fractional cointegration, and return predictability

Keywords: G12; C22; C32; C51; C52; G12; G14High-frequency data; Realized and options implied volatilities; Volatility risk premium; Long-memory and fractional cointegration; Return predictability

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

International Bond Risk Premia

Keywords: G12; E43; F31; G12; G15; Affine model; Local and global factors; Time-varying risk premia;

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

Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets

Keywords: G12; C32; G12; G15Bond markets; Contagion; Spillover effects; Correlation; Copula

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

Sectoral equity returns and portfolio diversification opportunities across the GCC region

Keywords: G12; G12; G15GCC stock markets; Portfolio diversification; Sectoral equity indices

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

Asset returns and liquidity effects: Evidence from a developed but small market

Keywords: G12; G12; G15Liquidity; Liquidity risk; Asset pricing; New Zealand

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

Another look at the cross-section and time-series of stock returns: 1951 to 2011

Keywords: G12; G10; G12; Empirical asset pricing; Momentum; Stock returns; Value-growth effect;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach

Keywords: G12; G12; G14Residual income valuation; Long-run causality; Common factor; Value relevance; Overconfidence

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Is there a volatility effect in the Hong Kong stock market?

Keywords: G12; Idiosyncratic volatility; Total volatility; Asset pricing; Hong Kong stock marketG10; G11; G12

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Linear-price term structure models

Keywords: G12; Linear term structure model; Hidden Markov chain; Finite dimensional dependence; Binding floorC58; G12

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

Weekly momentum by return interval ranking

Keywords: G12; G10; G12; G14Weekly momentum; Return interval ranking; Emerging market

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

How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s

Keywords: G12; G21; G28; G12; G14Leverage ratio; Bank share performance; Financial crisis; Japanese experience

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

Integration versus segmentation in China's stock market: An analysis of time-varying beta risks

Keywords: G12; F36; G12; G15Asset pricing; Stock market integration; Time-varying systematic risk; Kalman smoothing; Regime switching

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

What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research

Keywords: G12; G11; G12; G21Covered bond; Cover pool; Securitization product; Bond finance; Yield spread

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

Modelling the sovereign linkages of key Latin American economies

Keywords: G12; G15; G12; Common long-run components; Sovereign linkages; Latin America; Sovereign international bonds; Portfolio adjustment weight;

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

Saints versus Sinners. Does morality matter?

Keywords: G12; G11; G12; G32; M14; Asset pricing; Portfolio choice; Socially responsible investing; MSCI KLD400 Social Index;

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

Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

Keywords: G12; G11; G12; G17Asset pricing; Fama–French model; Macroeconomic risk; ICAPM

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

On the market risk of securitized timberlands

Keywords: G12; C22; G12; Q24Copula; Distribution; Diversification; Tail dependence; Time varying

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

Risk and return in the Tehran stock exchange

Keywords: G12; C22; C32; G12; G15Conditional correlation and skewness; Efficiency; Emerging and frontier markets; ICAPM; Integration and segmentation

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Can US economic variables predict the Chinese stock market?

Keywords: G12; C22; C53; F3; G12; G17Chinese stock market; Return predictability; International investment

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Style investing, comovement and return predictability

Keywords: G12; G10; G11; G12; G14; G19; D03Style investing; Momentum; Return predictability; Comovement; Behavioral finance

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs

Keywords: G12; G12; E43; C58; Macro-finance term structure model; Filtering; No-arbitrage model; Factor model;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Estimating and testing beta pricing models on industries

Keywords: G12; C10; C13; G10; G12; Asset pricing models; Systematic risk; Cost of equity; Consumption risk; Two-pass cross-sectional regressions;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions

Keywords: G12; G11; G12; G14Behavioral finance; Disposition effect; Innate characteristics; External factor; Bull–bear markets

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Credit risk in covered bonds

Keywords: G12; G01; G12; G21; Covered bonds; Credit risk; Cover pool; Financial crisis; Pfandbrief;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Cross section of option returns and idiosyncratic stock volatility

Keywords: G12; Option return; Idiosyncratic volatility; Market imperfections; Limits to arbitrageG02; G12; G13

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Information asymmetry, price discovery, and the Chinese B-share discount puzzle

Keywords: G12; G12; G14; G15Information asymmetry; B-share discount; Price synchronicity; Market liberalization; China

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Investors' information advantage and order choices in an order-driven market

Keywords: G12; G11; G12; G14Order choice; Order size; Order aggressiveness; Informed trading; Trading profits

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence

Keywords: G12; G34; G12; G14Acquisitions; Nature of the target; Abnormal returns; Method of payment; Bid characteristics

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Bond futures and order imbalance: Examining international linkages

Keywords: G12; G1; G10; G12; G15; G2Futures markets; Order imbalance; Bond futures; VAR; Spill-over effect

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

The “out-of-sample” performance of long run risk models

Keywords: G12; G12; E44Long-run risk models; Out-of-sample

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Inflation illusion and the US dividend yield: Some further evidence

Keywords: G12; G12; E44; C32Dividend yield; Inflation; Inflation illusion

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Price impact of block trades in the Saudi stock market

Keywords: G12; G12; G14; Price impact; Block trades; Saudi stock market; Information asymmetry and liquidity;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Inequality, stock market participation, and the equity premium

Keywords: G12; Inequality; Asset returns; Stock market participationE21; E44; G12

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

On the efficiency of the UPREIT organizational form: Implications for the subprime crisis and CDO's

Keywords: G12; D58; G12; G23; G32; L22; O16Administrative costs; Agency costs; Bankruptcy costs; CDOs; Illiquidity costs and Taxes

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Government spending, political cycles, and the cross section of stock returns

Keywords: G12; Asset pricing; Government spending; Political cycles; Input–output analysisD57; E62; G12; G18

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Capital gains, illiquidity, and stock returns

Keywords: G12; Illiquidity; The disposition effect; Capital gains; Stock returnG02; G10; G12

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Interbank market, stock market, and bank performance in East Asia

Keywords: G12; Interbank borrowing; Stock prices; Foreign borrowing; Bank characteristic; AsiaF34; G12; G24; O16

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Sovereign default risk premia: Evidence from the default swap market

Keywords: G12; F34; G12; G15; Emerging markets; Default risk; Credit default swaps; Term structure models; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Realizing smiles: Options pricing with realized volatility

Keywords: G12; High-frequency; Realized volatility; Option pricingC13; G12; G13

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Valuation of collateralized debt obligations with hierarchical Archimedean copulae

Keywords: G12; CDO; Multivariate distributions; Copulae; Correlation smile; Loss given defaultC13; G12; G13; G21

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange

Keywords: G12; G12; G14; G15; Information; Hedging demand; Institutional investors; Futures market; Global financial turmoil;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

The dividend month premium

Keywords: G12; G12; G14; G35Mispricing; Dividends; Behavioral finance; Price pressure

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Return and volatility interaction between oil prices and stock markets in Saudi Arabia

Keywords: G12; F3; G12; Q43Saudi stock sectors; World oil price; Optimal weights; Hedge ratios; VAR-GARCH process

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Anomalies and financial distress

Keywords: G12; Asset pricing anomalies; Financial distress; Credit ratingsG14; G12; G11

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Investment shocks and the commodity basis spread

Keywords: G12; E23; E44; G12; G13Commodity futures; Investment-based asset pricing; Investment shocks; Basis spread

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Do jumps contribute to the dynamics of the equity premium?

Keywords: G12; G11; G12; C22Jumps; Higher-order moments; Skewness; Kurtosis; Equity premium

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Connecting two markets: An equilibrium framework for shorts, longs, and stock loans

Keywords: G12; G12; G14; G19Short Sales; Securities Lending; Overpricing

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis

Keywords: G12; G11; G12; G14Credit default swaps; Liquidity; Sovereign bonds; Credit spreads

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه