دانلود مقالات ISI درباره G12 + ترجمه فارسی

On the specification of noise in two agent-based asset pricing models

Keywords: G12; Volatility clustering; Autocorrelations of returns; Structural stochastic volatility; Heterogeneous agents; C15; D84; G12;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

The pricing and hedging of structured notes with systematic jump risk: An analysis of the USD knock-out reversed swap

Keywords: G12; G12; G13; USD knock-out reversed swap; Interest rate swap; Interest rate digital call; Caplet; Systematic jump risks; LIBOR market model;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets

Keywords: G12; G12; G13; E-mini futures; Floor-traded futures; Pricing efficiency; Noise trader risk;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Jump and volatility risk premiums implied by VIX

Keywords: G12; Model-free volatility; Stochastic volatility; Jump; Options; VIX; Constant elasticity of variance; G12; G13;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Strategy switching in the Japanese stock market

Keywords: G12; G17; G12; Strategy switching; Agent-based modeling; Survey data; Expectations; Japanese stock market;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Model risk and capital reserves

Keywords: G12; G12; G18; Capital requirements; Model risk; Risk measures; Estimation risk; Misspecification risk; Identification risk;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Financial development and asset valuation: The special case of real estate

Keywords: G12; D58; G12; G20; G32; O12; O16; Financial deepening; Financial innovation; Financial liberalization; Risk management;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

No-arbitrage conditions for storable commodities and the modeling of futures term structures

Keywords: G12; G12; G13; No-arbitrage condition; Exponential affine model; Convenience yield; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Short sales and speed of price adjustment: Evidence from the Hong Kong stock market

Keywords: G12; G12; G13; G14; G18; Short sales; Speed of price adjustment; Information; Market efficiency; Hong Kong stock exchange;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

What comprises IPO initial returns: Evidence from the Chinese market

Keywords: G12; G12; G14; G15IPOs; Underpricing; Behavioral finance; China's stock markets

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment

Keywords: G12; G12; G15; O16Africa; Capital asset pricing model; Emerging financial markets; Liquidity

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Underwriter reputation and IPO issuer alignment 1981–2005

Keywords: G12; G12; G24; G30Investment banking; Initial public offering; Long-run performance

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Pricing multiasset equity options: How relevant is the dependence function?

Keywords: G12; C52; G12; Multiasset equity options; Copula functions; Monte Carlo simulation; Correlation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

What drives the performance of convertible-bond funds?

Keywords: G12; G12; G13; G15; Mutual funds; Performance; Hybrid securities; Convertible bonds;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Behavior of liquidity and returns around Canadian seasoned equity offerings

Keywords: G12; G10; G12; G14; G15; Seasoned equity offerings; Liquidity; Lock-up period; Asymmetric information; Conditional volatility; Clustering;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Cross-sectional tests of the CAPM and Fama-French three-factor model

Keywords: G12; G11; G12; C1; Asset pricing; Econometric and statistical methods;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Tempered stable and tempered infinitely divisible GARCH models

Keywords: G12; C4; G12; G13; Tempered infinitely divisible distribution; Tempered stable distribution; Rapidly decreasing tempered stable distribution; GARCH model option-pricing;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

An open-economy macro-finance model of international interdependence: The OECD, US and the UK

Keywords: G12; C12; E43; F41; G12; Macroeconomics; Spillover effects; Common shocks; Macro-finance model; Term structure;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Bayesian analysis of structural credit risk models with microstructure noises

Keywords: G12; MCMC; Credit risk; Microstructure noise; Structural models; Deviance information criterion; C11; G12; G32;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Allowance price drivers in the first phase of the EU ETS

Keywords: G12; D84; G12; G14; Q52; Q53; Q54; Q58Emissions permit markets; Air pollution; Climate change; Bubble; Speculation; CO2; Asset pricing; EU ETS

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Random walk theory and the weak-form efficiency of the US art auction prices

Keywords: G12; G12; G14; C14; Art prices; Random walk; Asset pricing; Spectral density; Variance ratio;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Information uncertainty, information asymmetry and corporate bond yield spreads

Keywords: G12; G12; G14; Information uncertainty; Information asymmetry; Bond yield spreads;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Using the credit spread as an option-risk factor: Size and value effects in CAPM

Keywords: G12; G10; G12; Credit spread; Option-risk factor; CAPM; Size effect; Value effect;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Behavioral heterogeneity in the option market

Keywords: G12; Heterogeneous agents; Option markets; Fundamentalists; Chartists; GARCH; G12; C15;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

An advanced perspective on the predictability in hedge fund returns

Keywords: G12; C14; C53; G12; Return predictability; Non-parametric estimation; Meta hedge fund indices; In-sample break point model; Risk factors;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

A risk reserve model for hedging in incomplete markets

Keywords: G12; Incomplete markets; Risk measures; Contingent claims; G12; G13; D40;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

An empirical investigation of stock market behavior in the Middle East and North Africa

Keywords: G12; C22; C32; G12; H15CAPM; Integrated; Segmented; MENA; Markov-switching

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Predicting systematic risk: Implications from growth options

Keywords: G12; G!!; G12; Sytematic risk; Beta; Financial leverage; Operating leverage; Assets in place; Growth options;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Does “hot money” drive China's real estate and stock markets?

Keywords: G12; C32; E44; G12; Hot money; Stock market; Real estate market; China;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Modeling the contemporaneous duration dependence for high-frequency stock prices

Keywords: G12; C01; C41; C46; G12; Copula; Duration dependence; Gamma distribution; Hazard functions; Rank correlations;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The subprime credit crisis and contagion in financial markets

Keywords: G12; Contagion; Asset-backed securities; Subprime CDOs; Liquidity; Toxic assetsG01; G12; G14

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Stock splits in a retail dominant order driven market

Keywords: G12; G12; G14; G35Stock splits; Liquidity; Asset pricing; Tick size; Trading range

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Pricing American options under stochastic volatility and stochastic interest rates

Keywords: G12; G12

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Time varying size and liquidity effects in South Asian equity markets: A study of blue-chip industry stocks

Keywords: G12; G11; G12; G15; O55; Liquidity; CAPM; Kalman filter; Emerging financial markets; South Asia;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countries

Keywords: G12; G12; F3; Q43GCC stock markets; oil pricesG12; F3; Q43Conseil de Coopération du Golfe; marchés boursiers; prix du pétrole

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Asian sovereign debt and country risk

Keywords: G12; C32; F31; G12; G15Asia; Sovereign bonds; Systematic risk; Stochastic volatility; Markov Chain Monte Carlo

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Do subjective expectations explain asset pricing puzzles?

Keywords: G12; Subjective expectations; Learning; Structural uncertainty; Priors; Predictive density of consumption growth; Equity premium; Risk-free returnD84; G12; G13

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Inflation risk and international asset returns

Keywords: G12; C32; F30; G12; International asset pricing; Inflation risk; Exchange rate risk;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Jumps and betas: A new framework for disentangling and estimating systematic risks

Keywords: G12; C13; C14; G10; G12; Factor models; Systematic risk; Common jumps; High-frequency data; Realized variation;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

International macroeconomic announcements and intraday euro exchange rate volatility

Keywords: G12; G12; E44; E32; Intraday volatility; Macroeconomic announcements; Exchange rates;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

A structural model of debt pricing with creditor-determined liquidation

Keywords: G12; Defaultable debt pricing; Creditor induced liquidation; Premature liquidation; G12; G13; G32; G33;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

O/S: The relative trading activity in options and stock

Keywords: G12; G12; G13; G14Options; Stock; Trading volume; Information

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Performance persistence in hedge funds: Australian evidence

Keywords: G12; G12; G20; G23; Persistence; Hedge funds; Stock selection; Market timing;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

No-arbitrage macroeconomic determinants of the yield curve

Keywords: G12; C13; C22; G12; Macro-finance models; Term structure; Variance decomposition; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Pricing assets with higher moments: Evidence from the Australian and us stock markets

Keywords: G12; G11; G12; Asset pricing; Co-skewness; Co-kurtosis; Fama and French 3 factors; Australian stock market;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

The role of exchange rates in intertemporal risk-return relations

Keywords: G12; G12; C32; F30; F31; Exchange rate; International capital asset pricing; Conditional covariance; Risk aversion;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Inflation and the stock market: Understanding the “Fed Model”

Keywords: G12; Money illusion; Equity premium; Countercyclical risk aversion; Fed model; Inflation; Economic uncertainty; Dividend yield; Stock-bond correlation; Bond yield; E31; E43; G12; G15;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

On the estimation of the cost of equity in Latin America

Keywords: G12; G12; G15; Cost of equity; Latin America; CAPM; International CAPM; Three factor model;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis

Keywords: G12; G12; E44; C32; Stock returns; Inflation; Inflation illusion; Structural VAR;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Macroeconomic risks and characteristic-based factor models

Keywords: G12; G11; G12; G15; Fama and French model; Carhart model; Asset pricing; Book-to-market; Size; Momentum; Macroeconomic factors;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه