دانلود مقالات ISI درباره G15 + ترجمه فارسی

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

Keywords: E37; G15; Volatility spillover; Dynamic correlation; BRIC; Market integration;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Are fundamentals still relevant for European economies in the post-Euro period?

Keywords: C51; E44; G15; Structural VAR; Stock prices; Economic activity; Pre- and post-Euro; Fundamentals;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Range-based multivariate volatility model with double smooth transition in conditional correlation

Keywords: C12; C32; C51; C52; G15; Multivariate volatility; CARR; Smooth transition; GARCH;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Information, sophistication, and foreign versus domestic investors' performance

Keywords: G15; G14; G11; Foreign and local investors; Home bias; Information asymmetry; Closed-end funds;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis

Keywords: G12; G15; Heterogeneous expectations; Contagion; Asian crisis; Dynamic models;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

International stock markets interactions and conditional correlations

Keywords: C32; F36; G15; Multivariate GARCH models; News impact surfaces; Asymmetric volatility;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Keywords: F31; G14; G15; C14; C15; C22Asia-Pacific foreign exchange market; Random walk and efficiency; Unit root tests; Variance-ratio tests; Simulation

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

An empirical analysis of Mexican and US closed-end mutual fund IPOs

Keywords: G15; G11; Mexico; Mexican; IPOs; Closed-end funds; Debt-backed funds;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Does the law of one price hold better under a flexible exchange rate system?

Keywords: G12; G15; F31; Exchange rate system; Price discounts of Chinese foreign shares; Law of one price; Investor expectation and attitude effect;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry

Keywords: G14; G15; G21; G23; Mutual funds; Expense ratio; Emerging markets; Performance attributes;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets

Keywords: G12; G14; G15; Subordinated bond; Credit default swap; Japanese banks; Price discovery; Volatility spillover;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

On the robustness of international portfolio diversification benefits to regime-switching volatility

Keywords: F42; G15; C32; Market comovement; Shift contagion; Financial market crises; International portfolio diversification; Regime switching;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Corporate financial policies and the exchange rate regime: Evidence from Brazil

Keywords: F31; F41; G15; G32; Debt composition; Hedging; Use of derivatives; Exposure; Exchange rate regime;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks

Keywords: E32; F37; G15; International comovement of stock returns; Asymmetric macroeconomic shocks; Time-varying parameter model; Time-series regression model; Panel-data model;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years

Keywords: F5; F36; G15; China; World equity markets; Dynamic conditional correlation; Volatility; Gordon's growth model;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?

Keywords: F31; G15; Exchange rate; Option; Implied volatility; GARCH; High-frequency;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Psychological barriers in European stock markets: Where are they?

Keywords: G14; G15; Psychological barriers; M-values; Benford's law; Disappearing anomalies;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Does transparency in central bank intervention policy bring noise to the FX market?

Keywords: E58; F31; G15; Central banks; FX interventions; Transparency; Rumors;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

International stock market linkages: Evidence from Latin America

Keywords: G15; F36; Latin America equity markets; Market integration; Common stochastic trends; International portfolio diversification;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Privatization and non-tradable stock reform in China

Keywords: G14; G15; G28; G32; Ownership structure; Non-tradable stock reform; Chinese equity market; Split share structure;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

European stock market integration: Fact or fiction?

Keywords: C22; G15; Stock return behavior; Market dynamics; Market integration;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective

Keywords: G11; G15; F37; F21Australian investors; Emerging market equities; Time-varying correlations; Asymmetric DCC GARCH models; International diversification

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

The role of information asymmetries and inflation hedging in international equity portfolios

Keywords: F21; F30; F36; G11; G14; G15; Equity home bias; Portfolio choice; Inflation hedging; Information asymmetries;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Abnormal trading volume and autoregressive behavior in weekly stock returns in the Saudi stock market

Keywords: G15; Saudi stock market (SSM); Trading volume; Liquidity traders; MRTO;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Law, culture and investment performance: A cross-country analysis

Keywords: G15; G18; Law; Culture; Investment performance; Information asymmetry;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Ownership, institutions, and capital structure: Evidence from China

Keywords: G32; G15; G18; Foreign ownership; Leverage; Long-term debt; Marketization; Short-term debt; State ownership;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2009 سفارش ترجمه

Exchange rate regimes, globalisation, and the cost of capital in emerging markets

Keywords: F30; F33; G15; Financial crisis; Time-varying volatility; Financial integration; International asset pricing;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2009 سفارش ترجمه

Time-varying Integration and International diversification strategies

Keywords: G11; G12; G15; C32; F37International portfolio diversification; Country versus industry effects; Financial integration; Idiosyncratic risk; Time-varying correlations; Regime-switching models

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2009 سفارش ترجمه

Banking industry volatility and banking crises

Keywords: G15; G21; G28; Banking crises; Volatility; Market forces;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2009 سفارش ترجمه

The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data

Keywords: C52; F36; G15; P59Stock markets; Intraday data; Macroeconomic announcements; European Union; Volatility; Excess impact of news

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Crises, contagion and cross-listings

Keywords: G12; G14; G15; Cross-listing; Currency crisis; Contagion; Market segmentation;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Exchange rates and fundamentals under adaptive learning

Keywords: D83; D84; F31; F47; G12; G15; Exchange rates; Learning; Expectations; Structural break;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Sector level cost of equity in African financial markets

Keywords: G12; G15; O16; Africa; Capital asset pricing model; Liquidity; Emerging financial markets;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Financial vs. Non-financial Stocks: Time-varying Correlations and Risks

Keywords: G15; G21; C32; Stock co-movements; Asymmetric shocks; Principal components;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Ultimate Government Control Structures and Firm Value: Evidence from Chinese Listed Companies

Keywords: Government control structures; Firm value; Agency costs; Political costs; DecentralizationG32; G34; G15

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Tunneling and propping up: An analysis of related party transactions by Chinese listed companies

Keywords: G15; G34; K33International corporate governance; China; Related party transactions; Tunneling; Propping

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

The response of global equity indexes to U.S. monetary policy announcements

Keywords: E44; E52; G14; G15; Monetary policy announcements; International stock markets; High-frequency data;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Inter-regional and region-specific transmission of international stock market returns: The role of foreign information

Keywords: C51; G15; International stock markets; Return predictability; Information transmission; Time-varying regressions; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia

Keywords: G14; G15; Trading performance; Foreign investor; Domestic investor; Poor timing of trade hypothesis; Information advantage hypothesis; Aggressive trading hypothesis; Initiated orders; Non-initiated orders; Indonesian stock market;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Synchronicity and firm interlocks in an emerging market

Keywords: G14; G15; N26Information and market efficiency; International financial markets; Latin America

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2009 سفارش ترجمه

Dynamic correlations and volatility effects in the Balkan equity markets

Keywords: C5; G11; G15; F36; Portfolio diversification; Multivariate GARCH models; Constant-dynamic conditional correlations; Balkan equity markets;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2009 سفارش ترجمه

Risk, uncertainty, and asset prices

Keywords: G12; G15; E44Equity premium; Economic uncertainty; Stochastic risk aversion; Time variation in risk and return; Excess volatility; External habit; Term structure; Heteroskedasticity

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

Do China and oil exporters influence major currency configurations?

Keywords: E58; F30; F31; F36; G15; Communication; Exchange rate regime; Reserves; Euro; Dollar; Emerging economies;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

Dividend policy, creditor rights, and the agency costs of debt

Keywords: G15; G35Creditor rights; Dividend policy; Agency costs

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

Governance and stock market performance

Keywords: C33; G15; G39; Governance; Stock market performance; Regression estimates;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers

Keywords: F31; G15; FX swap; Covered interest parity; Financial market turmoil; Counterparty risk; US dollar swap lines; Term auction facility; Central bank cooperation; Lehman bankruptcy;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2009 سفارش ترجمه

A model of asset pricing under country risk

Keywords: F21; F34; G12; G15; Sovereign spread; Asset pricing; Emerging market discount;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2009 سفارش ترجمه

Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time

Keywords: F30; G15; G32; G38International cross-listings; Sarbanes-Oxley Act

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2009 سفارش ترجمه

The impact of securities regulation on the earnings properties of European cross-listed firms

Keywords: G15; K22; M41; N24; Cross-listed; Securities regulation; Earnings quality; Europe;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2009 سفارش ترجمه

Cost of capital effects and changes in growth expectations around U.S. cross-listings

Keywords: G15; G32; G38; K22; M41Corporate governance; Bonding hypothesis; Cost of equity; Law and finance; International finance

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2009 سفارش ترجمه