دانلود مقالات ISI درباره G12 + ترجمه فارسی

Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange

Keywords: G12; G10; G12; G15Market liquidity; Volatility; Momentum traders; Contrarian traders; Trading volume

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels

Keywords: G12; D12; D91; E21; G12

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Testing for jumps when asset prices are observed with noise-a “swap variance” approach

Keywords: G12; C14; C22; G12; Swap variance; Jumps; Bi-power variation; Market microstructure noise;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Portfolio selection subject to experts' judgments

Keywords: G12; G11; G12; G15; C61; Portfolio selection; Fuzzy-set theory; Mean-variance theory; Subjective measures; Ambiguity-aversion; Experts' judgments;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Robust global mood influences in equity pricing

Keywords: G12; G12; G14Mood; Market efficiency; Seasonal variation

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Information content of inter-trade time on the Chinese market

Keywords: G12; C15; G12; Duration; VAR; Information content; Shanghai stock exchange; Bootstrap technique;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Delisted firms and momentum profits

Keywords: G12; G12; G14; G33; G34; Momentum; Delisting;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

How common are common return factors across the NYSE and Nasdaq?

Keywords: G12; C63; G12; G29Risk factors; Factor analysis; Asset pricing; Arbitrage pricing theory; Common subspace

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Liquidity and market efficiency

Keywords: G12; G12; G14Liquidity; Market efficiency; Order flow

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Socially responsible investments: Institutional aspects, performance, and investor behavior

Keywords: G12; A13; G11; G12; Socially responsible investments; Ethical investing; Corporate social responsibility; Mutual funds; Performance evaluation; Money-flows; Investment screens;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange

Keywords: G12; G12; G14; Stock index revisions; Index composition; Price and Volume effects; Market efficiency;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets

Keywords: G12; G12; G14; G15; September 11 attacks; Stock returns; Volatility; International markets;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Bifurcation routes to volatility clustering under evolutionary learning

Keywords: G12; E32; G12; D84Multi-agent systems; Bounded rationality; Evolutionary learning; Bifurcations and chaos; Coexisting attractors

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

The price of ethics and stakeholder governance: The performance of socially responsible mutual funds

Keywords: G12; G12; A13; Z13; Ethical mutual funds; Socially responsible investing; Investment screens; Smart money; Risk loadings;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Is accruals quality a priced risk factor?

Keywords: G12; D80; G11; G12; M41; Asset-pricing tests; Accruals quality; Information risk; Portfolio theory and diversification;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Emergent and spontaneous computation of factor relationships from a large factor set

Keywords: G12; C49; C51; G12; Asset pricing; Financial factor analysis; Bayesian Network; Bayesian inference;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market

Keywords: G12; G14; G12; G11Behavioral finance; Options; Earning announcement; Overreaction; Value effect

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange

Keywords: G12; G12; G14; O16; Return predictability; Return autocorrelation; Lead-lag patterns; Emerging market;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors

Keywords: G12; C22; F31; G12; G15; Exchange rate exposure; Asymmetric volatility spillovers; GARCH-type models; Conditional correlation;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

What's in a vote? The short- and long-run impact of dual-class equity on IPO firm values

Keywords: G12; G12; G14; G30; G32; G34; Initial public offerings; Dual class; Ownership structure; Governance; Firm value; CEO turnover;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

A positive theory of flexibility in accounting standards

Keywords: G12; G12; G14; M40; M41; Accounting standards; Network externalities; Reporting biases; Reporting discretion; Investment efficiencies;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Stock splits, liquidity, and information asymmetry-An empirical study on Tokyo Stock Exchange

Keywords: G12; G12; G14; G32; Stock splits; Liquidity; Information asymmetry; Tokyo Stock Exchange;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Corporate international diversification and the cost of equity: European evidence

Keywords: G12; F23; F30; G12; G15; G31International Finance; Capital market-asset; Valuation; International business; Multinational corporation; Risk management

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

The probability and magnitude of information events

Keywords: G12; G12; G14Microstructure; Informed traders; Information events

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Asset pricing with loss aversion

Keywords: G12; C60; C61; C63; D90; G12; Behavioral finance; Loss aversion; Stochastic growth models; Asset pricing and stochastic dynamic programming;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Asset pricing with adaptive learning

Keywords: G12; G12; D83; D84Asset pricing; Adaptive learning; Excess returns; Predictability

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Beauty contests under private information and diverse beliefs: How different?

Keywords: G12; D82; D83; D84; G12; G14; E27; Private information; Bayesian learning; Updating beliefs; Heterogenous beliefs; Asset pricing; Rational Beliefs;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Market segmentation, liquidity spillover, and closed-end country fund discounts

Keywords: G12; G10; G12; Closed-end funds; Fund premium; Liquidity; Asset pricing;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Does corporate diversification exacerbate or mitigate earnings management?: An empirical analysis

Keywords: G12; G12; G14; G30; G32; Earnings management; Information asymmetry; Diversification;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Risk, jumps, and diversification

Keywords: G12; C12; C22; C32; G12; G14; Jump-diffusions; Stock returns; Diversification; Tests for jumps; Cojumps; High-frequency data; Bipower variation;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

The divergence of liquidity commonality in the cross-section of stocks

Keywords: G12; G12; G14Liquidity commonality; Asset pricing; Institutional ownership; Basket and index trading; Systematic vs. idiosyncratic risk; Diversification

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Asset prices with locally constrained-entropy recursive multiple-priors utility

Keywords: G12; G11; G12; Asset pricing; General equilibrium; Model misspecification; Recursive multiple-priors utility; Locally constrained entropy;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Specification tests of asset pricing models using excess returns

Keywords: G12; G12; Asset pricing models; Specification tests; Modified Hansen-Jagannathan distance; Misspecification robust standard errors; De-meaned stochastic discount factor;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model

Keywords: G12; M41; M43; G12; G14; Accruals; Anomalies; Mispricing; Risk; Expected return; Market efficiency;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses

Keywords: G12; G12; G14; G23Asset allocation; Portfolio performance measurement; Benchmark portfolio; Conditional performance; International investment houses

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

A class of quadratic options for exchange rate stabilization

Keywords: G12; E58; F31; G12; Central Bank intervention; Options; Hedging strategies;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory

Keywords: G12; C51; C53; G12; Correlation estimation; Random matrix theory; Noise filtering; Multivariate volatility forecasts;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates

Keywords: G12; C32; E43; G12; G15; Bivariate short rate model; International short rates; Level-ARCH model; Regime switching;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

Asset price fluctuations in Japan: 1980-2000

Keywords: G12; E32; E37; G12; O40; O53; Japanese economy; Land prices; Stock prices; Adaptive learning; Productivity growth;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2008 سفارش ترجمه

Expected life-time utility and hedging demands in a partially observable economy

Keywords: G12; C13; G11; G12; Learning; Incomplete information; Equilibrium; Hedging demands;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2008 سفارش ترجمه

Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

Keywords: G12; G12; G13; F31; C52Stochastic discount factors; International economy; Stochastic risk premium; Stochastic skewness; Currency options; Foreign exchange rate dynamics; Time-changed Lévy processes; Unscented Kalman filter

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2008 سفارش ترجمه

How is macro news transmitted to exchange rates?

Keywords: G12; F31; G12; E44; Information; Microstructure; Announcements; Heterogeneity;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2008 سفارش ترجمه

Long-run risk-return trade-offs

Keywords: G12; G12; Stock-return predictability; Past market variance; Long run;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

Collateral, credit history, and the financial decelerator

Keywords: G12; D52; E44; G12; G21; G33; Financial accelerator; Default; Collateral; Credit history;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

A patent race in a real options setting: Investment strategy, valuation, CAPM beta, and return volatility

Keywords: G12; C73; G12; G31; O31; O32; Strategic real options; Patent race; R&D investments; Stochastic game;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

Does firm value move too much to be justified by subsequent changes in cash flow?

Keywords: G12; G12; G32; G35Asset valuation; Excess volatility; Payout policy; Valuation ratio

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2008 سفارش ترجمه

Creative destruction and firm-specific performance heterogeneity

Keywords: G12; G12; G14; N22; O33Creative destruction; Firm-specific variation; Information technology

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2008 سفارش ترجمه

Firms as buyers of last resort

Keywords: G12; G12; G34Repurchase; Financing constraint; Return variance; Return skewness; Liquidity

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2008 سفارش ترجمه

A class of asset pricing models governed by subordinate processes that signal economic shocks

Keywords: G12; G12; G15; Mean reverting Ito process; Stochastic volatility; Economic shock process; Risk premia; Stochastic interest rate; Risk-neutral process; Subordinated processes; Brownian motion models; Foreign exchange markets; Incomplete/complete markets;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2008 سفارش ترجمه

Seasonality in the cross-section of stock returns

Keywords: G12; G12; G14Asset pricing; Liquidity; Market efficiency; Seasonality; Periodicity

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2008 سفارش ترجمه