Keywords: C58; G11; G14; Q47; Dynamic spillover; Financial crisis; Directional and net spillover index; Multivariate DECO-GARCH model; Time-varying hedge ratio;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G11; G12; G14; Asset pricing; Factor models; Anomalies; Emerging European markets; Emerging markets; Cross section of returns; Size; Value; Momentum; Profitability; Asset growth;
Keywords: G12; G14; G15; Lead-lag pattern; Cross-correlations; Market efficiency; Investor's behaviour; Information diffusion;
Keywords: G12; G14; G15; E44; Asset pricing; Commodity markets; Equity markets; Industry-level returns; Information and market efficiency; Predictability; Out-of-sample forecast ability, Underreaction;
Keywords: G14; G15; Precious metal; Stock markets; Volatility spillovers; Hedging;
Keywords: G21; E43; G14; Interest rate risk; Banks; Tail exposures; Financial crisis;
Keywords: G10; G14; G15; Foreign institutions; Information transmission; Option volume; Order imbalance; Price predictability;
Keywords: G14; G15; Overreaction; Contrarian strategy; Market efficiency; Extreme market events;
Keywords: G10; G14; Clearly erroneous executions; Clearly erroneous trades; CEE; Broken trades; Cancelled trades;
Keywords: Style investing; Bond ratings; Comovement; G11; G12; G14; G24; D83; F30;
Keywords: F31; G14; Liquidity; Information asymmetry; Market efficiency; Order flows; Stealth trading;
Keywords: G30; G31; G14; M41; Customer bargaining power; Customer concentration; Customer-supplier relationship; Innovation; Supply chain collaboration;
Keywords: C32; G14; G15; Return spillovers; Trading volume; Interaction effects; GARCH models;
Keywords: Over-the-counter trading; Strategic default; Dynamic network formation; D85; G14; G21;
Keywords: E43; E44; G14; Interbank market; Reference rate; Imperfect information; Financial stability;
Keywords: G12; G14; Informed trading; Block trades; Transparency; Opacity; Price impact; Price discovery;
Keywords: G14; G23; Permanent price impact Asymmetry; Institutional investors: Information asymmetry;
Keywords: G14; G18; G32; G38; Information leakage; Insider trading; Short selling; Family firms;
Keywords: Idiosyncratic volatility; Market volatility; Equity mispricing; Market efficiency; G12; G14;
Keywords: G14; L10; Technological upgrades; SIBE-Smart; colocation; Short-sale ban; High-speed trading; Equity market liquidity;
Keywords: Augmented regression method; Financial ratios; Forecasting; Technical indicators; Wild bootstrap; G12; G14;
Keywords: G14; H12; H56; O57; Terrorism; Market reactions; Investors; Event study; Religions; Regimes;
Keywords: E44; F3; G01; G20; G14; Financial stress index; Financial crises; Financial stability; Macro-financial linkages; Bayesian Markov-Switching VAR;
Keywords: G11; G14; G21; C21; Herding; Mutual fund; Regime-switching CSAD; Asymmetric herding behavior; Price impact;
Keywords: G12; G14; G33; Financial distress; Pension underfunding; Cross-section of stock returns; Expected default frequency;
Keywords: Systemic risk; Insurance companies; Event study; Regulatory reforms; Loss absorbency requirements; G01; G14; G22; G28;
Keywords: C58; C63; F37; G11; G14; Q02; Commodity implied volatility; Dependence; Scale; Copula; Wavelet;
Keywords: G13; G14; G18; G28; Adequate speculation; Excess speculation; Crude oil futures market; Volatility;
Keywords: G13; G14; C13; Options-implied PDFs; Futures; Options; Oil;
Keywords: C50; E44; G14; G15; Scheduled macroeconomic announcements; Foreign exchange rates; Speed of news impact; Persistence of news impact;
Keywords: Analysts; Expected returns; Anomalies; Coverage; Measurement error; Return predictability; G10; G11; G12; G14; M40; M41;
Keywords: Bond yields; Stock returns; Bond-stock correlations; Market efficiency; G11; G12; G14;
Keywords: Islamic index; Index revisions; Leverage; Stock liquidity; Cost of equity; G11; G14;
Keywords: G14; G12; Herd behavior; Stock market; Return dispersion; Return comovement;
Keywords: G11; G12; G14; Closed-end funds; Short selling;
Keywords: F51; G14; G15; H77; Political tension; Political connections; China; Taiwan;
Keywords: G12; G14; M41; Stock price crash risk; Earnings smoothing; Managerial opportunism; Private information signalling; External monitoring;
Keywords: Monitoring, disclosure; Information covenants; Reporting frequency; Contracting on accounting information; D80; G14; G21; G30; M40;
Keywords: G12; G14; G23; E44; D80; Aggregate volatility risk; Institutional ownership; Value effect; Idiosyncratic volatility effect; Turnover effect; Analyst disagreement effect; Anomalies;
Keywords: C22; C13; G14; Rational bubble; Explosive autoregression; Regime change; Break date estimation;
Keywords: Asymmetric information; Analysts; Market share; G14; G24; L11;
Keywords: G10; G14; G39; Initial public offerings; IPO underpricing; Political connections;
Keywords: G14; G19; Pre-trade transparency; OTC bond markets; Bond transaction cost;
Keywords: G14; G15; G18; Fragmentation; Liquidity; Multilateral Trading Facility (MTF); OTC trading; Internalization; Dark trading; Algorithmic trading;
Keywords: G11; G14; I11; WHO alerts; Investor sentiment; Pharmaceutical industry; Trading strategies;
Keywords: Price limits; Value premium; Investor attention; Limits-to-arbitrage; information uncertainty; G11; G12; G14;
Keywords: Innovation; R&D productivity; Options market; Price informativeness; Career concerns; G12; G14; G34; G38; O31; O32;
Keywords: International asset pricing; Global risk premia; Sentiment risk; G12; G14; G15;
Keywords: D8; F36; F65; G14; G15; Q54; Abnormal returns; BHAR; Event study; Japan's earthquake; Stock market;
Keywords: C32; G14; High-frequency data; Market microstructure; Price discovery; Kalman filter;