دانلود مقالات ISI درباره G12 + ترجمه فارسی

A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

Keywords: G12; G12; E40; C32; NASDAQ; Stock market bubbles; Fractional integration; Mean reversion;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2005 سفارش ترجمه

Does society benefit from investor overconfidence in the ability of financial market experts?

Keywords: G12; D84; D82; G12; D62; Overconfidence; Heterogeneous beliefs; Disagreement; Financial markets; Expert; Trust;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2005 سفارش ترجمه

The valuation relevance of R&D expenditures: Time series evidence

Keywords: G12; G12; O32; R&D; Market value; Time series; Ohlson model;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2005 سفارش ترجمه

Are TIPS the “real” deal?: A conditional assessment of their role in a nominal portfolio

Keywords: G12; G11; G12; G18; TIPS; Inflation-indexed bonds; Treasury;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2005 سفارش ترجمه

Introducing non-linear dynamics to the two-regime market model: Evidence

Keywords: G12; G12; G14; C50; C51; Beta; Bull and bear markets; Duration dependence; Logistic smooth transition market model; Non-linearity;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks

Keywords: G12; G12; G14; Order imbalance; Liquidity; Spreads; Depths; Market makers;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

On the pareto-optimality of futures contracts over Islamic forward contracts: implications for the emerging Muslim economies

Keywords: G12; D58; D74; D91; G12; G24; G32; P43; Security design; Islamic banking;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Information flow between the stock and option markets: Where do informed traders trade?

Keywords: G12; Information flow; Options markets; Informed trading; G12; G13; G14;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

On the computation of a formula for the duration of a bond that yields precise results

Keywords: G12; C60; G10; G11; G12; Duration; Convexity; Fixed income; Bond; Complex plane;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

Keywords: G12; Systematic liquidity risk; Expected returns; Bid-ask spread; Order flow; Trading volume; G12;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Consumption habit and international stock returns

Keywords: G12; G15; G12; Consumption-based CAPM; Habit formation; International asset pricing;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Home bias among institutional investors: a study of the Economist Quarterly Portfolio Poll

Keywords: G12; G10; G12; Home bias; International portfolio investments;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2005 سفارش ترجمه

Nonlinearity in the stock price-dividend relation

Keywords: G12; G12; Present value model; Nonlinear cointegration; Locally-weighted regression; Nonlinear Granger causality; Stock prices; Dividends;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2005 سفارش ترجمه

The persistence of relative performance in stock recommendations of sell-side financial analysts

Keywords: G12; C12; G11; G12; G14; Capital markets; Analyst recommendations; Performance persistence;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2005 سفارش ترجمه

Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models

Keywords: G12; D9; E3; E4; G12; Time-consistency; No-arbitrage; Term structure; Options; Bonds; Risk management;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2005 سفارش ترجمه

Overreaction effects independent of risk and characteristics: evidence from the Japanese stock market

Keywords: G12; G11; G12; Characteristics; Prior returns; Overreaction; Risk factors;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2005 سفارش ترجمه

Complete markets, informed trading and equity option introductions

Keywords: G12; G12; G14; Options; Complete markets; Informed trading; Short sales;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Merger arbitrage and the interaction between target and bidder stocks during takeover bids

Keywords: G12; G12; G34; ARCH; Merger arbitrage; Takeovers; Tender offers; Volatility;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms

Keywords: G12; G1; G12; G15; Time-varying beta; GARCH; BEKK model; Asian financial crisis; Volatility;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Pricing default swaps: Empirical evidence

Keywords: G12; C13; G12; G13; Credit default swaps; Credit risk; Default risk; Recovery rates; Reduced form models;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Winter blues and time variation in the price of risk

Keywords: G12; G10; G12; Stock market seasonality; Conditional CAPM; Time-varying risk aversion; Behavioral finance; Seasonal affective disorder;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Margin requirements and equilibrium asset prices

Keywords: G12; G11; G12; G18; Margin requirements; General equilibrium; Asset prices; Stock trading volume; Volatility;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2005 سفارش ترجمه

Forecasting the comovements of spot interest rates

Keywords: G12; C52; C53; G12; E43; Interest rates; Covariance models; GARCH; Forecasting;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2005 سفارش ترجمه

Unspanned stochastic volatility and fixed income derivatives pricing

Keywords: G12; C0; D51; D81; E2; G12; G13; Stochastic volatility; HJM; Term structure;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2005 سفارش ترجمه

An empirical examination of restructured electricity prices

Keywords: G12; C51; G12; Financial models; Restructured electricity prices; Price process;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2005 سفارش ترجمه

Comparing possible proxies of corporate bond liquidity

Keywords: G12; C13; G12; Liquidity; Corporate bonds; Fama-French model; Euro market;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2005 سفارش ترجمه

Dynamic asset pricing theory with uncertain time-horizon

Keywords: G12; G12; Asset pricing; Uncertain time-horizon; Random time; Incomplete markets;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2005 سفارش ترجمه

Is learning a dimension of risk?

Keywords: G12; G11; G12; G14; Conditional asset pricing; Time-varying risk factors; Learning uncertainty; Filtering;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2005 سفارش ترجمه

Do institutional investors exploit the post-earnings announcement drift?

Keywords: G12; G12; G14; M41; Post-earnings announcement drift; Institutional investors; Market efficiency;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2005 سفارش ترجمه

Prospect theory, mental accounting, and momentum

Keywords: G12; G1; G12; Prospect theory; Mental accounting; Disposition effect; Profitability of momentum strategies;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2005 سفارش ترجمه

The equilibrium allocation of diffusive and jump risks with heterogeneous agents

Keywords: G12; D51; G11; G12; General equilibrium; Pure exchange economy; Jump-diffusion model; Heterogeneous agents; Excess uncertainty; Insurance;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

A robust rational route to randomness in a simple asset pricing model

Keywords: G12; E32; G12; D84; Heterogeneous beliefs; Bounded rationality; Market maker scenario; Bifurcations; Chaos;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq

Keywords: G12; G12; G31; Liquidity; Asset pricing; Bid-ask spread;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

The cross-section of expected corporate bond returns: Betas or characteristics?

Keywords: G12; G12; G14; Corporate bond returns; Asset pricing; Betas; Characteristics; Yields;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

General equilibrium pricing of CPI derivatives

Keywords: G12; E31; E32; E43; E52; G12; O42; Continuous time; Monetary policy; Macroeconomic aggregates; Inflation risk premium; Real and nominal interest rates; CPI index; Derivatives;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

Interpretable asset markets?

Keywords: G12; G12; Asset prices; Economic uncertainty; Growth rates;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2005 سفارش ترجمه

Time-varying market integration and expected returns in emerging markets

Keywords: G12; F3; G12; G15; Emerging markets; Asset pricing; Market segmentation;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2005 سفارش ترجمه

Testing affine term structure models in case of transaction costs

Keywords: G12; G12; E43; Interest rate models; Market frictions; Transaction costs; Model misspecification;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2005 سفارش ترجمه

The market pricing of accruals quality

Keywords: G12; D80; G12; G14; M41; M43; Capital markets; Accruals quality; Information risk;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

Short sales, institutional investors and the cross-section of stock returns

Keywords: G12; G12; G14; Return predictability; Short-sales constraints; Institutional investors;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

Equilibria in financial markets with heterogeneous agents: a probabilistic perspective

Keywords: G12; C62; D84; G12; Financial markets; Stochastic price processes; Limit distributions; Forecasting rules;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

Pricing and hedging interest rate options: Evidence from cap-floor markets

Keywords: G12; G12; G13; G19; Interest rate options; Caps/floors; Term structure of interest rates; Model performance; Hedging;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

Asset pricing with heterogeneous beliefs

Keywords: G12; C60; D50; D90; G12; Heterogeneous beliefs; Asset pricing; Equilibrium; Market price of risk; Survey;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

Observed and “fundamental” price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe

Keywords: G12; G12; G14; Financial market microstructure; Asset pricing;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2005 سفارش ترجمه

On the suboptimality of single-factor exercise strategies for Bermudan swaptions

Keywords: G12; C52; E43; E47; G12; G13; Bermudan swaption; American option; Least square Monte Carlo; Model risk; Model calibration;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2005 سفارش ترجمه

Trade disclosure and price dispersion

Keywords: G12; D82; D83; G12; G14; Market microstructure; Post-trade transparency; Price experimentation and price dispersion;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2005 سفارش ترجمه

Short interest, institutional ownership, and stock returns

Keywords: G12; G12; G14; Short sales; Short interest; Limits to arbitrage;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2005 سفارش ترجمه

Comovement

Keywords: G12; G12; Comovement; Beta; Index inclusion;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2005 سفارش ترجمه

The “make or take” decision in an electronic market: Evidence on the evolution of liquidity

Keywords: G12; G14; G12; D82; Microstructure; Limit orders; Liquidity;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2005 سفارش ترجمه

Testing for bubbles and change-points

Keywords: G12; C52; C22; D40; G12; Market interaction; Bubbles; Long-memory heteroskedasticity; Pseudo long-memory; Change-point; Wavelets;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2005 سفارش ترجمه