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Risk-return relationship in the Finnish stock market in the light of Capital Asset Pricing Model (CAPM)
Hundal, Shab; Eskola, Anne; Tuan, Doan - In: Journal of transnational management : the official … 24 (2019) 4, pp. 305-322
Persistent link: https://www.econbiz.de/10012256444
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Pension funds and stock market volatility: An empirical analysis of OECD countries
Thomas, Ashok; Spataro, Luca; Mathew, Nanditha - In: Journal of Financial Stability 11 (2014) C, pp. 92-103
The paper explores the empirical relationship between the share of pension funds assets invested in stocks and stock market volatility in OECD markets. For this purpose, by using panel data of 34 OECD countries from 2000 to 2010, we estimate both a random-effects panel model and a...
Persistent link: https://www.econbiz.de/10010753192
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The determinants of mortality heterogeneity and implications for pricing annuities
Meyricke, Ramona; Sherris, Michael - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 379-387
Standard annuities are offered at one price to all individuals of the same age and gender. Individual mortality heterogeneity exposes insurers to adverse selection since only relatively healthy lives are expected to purchase annuities. As a result standard annuities are priced assuming...
Persistent link: https://www.econbiz.de/10010702903
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Overconfidence, risk perception and the risk-taking behavior of finance professionals
Broihanne, M.H.; Merli, M.; Roger, P. - In: Finance Research Letters 11 (2014) 2, pp. 64-73
overconfidence and optimism and negatively influenced by risk perception. However, the stock return volatility anticipated is, in …
Persistent link: https://www.econbiz.de/10010785422
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Causes and consequences of short-term institutional herding
Kremer, Stephanie; Nautz, Dieter - In: Journal of Banking & Finance 37 (2013) 5, pp. 1676-1686
volatility. Return reversals indicate a destabilizing impact of herds on stock prices in the short term. Results from panel …
Persistent link: https://www.econbiz.de/10010662596
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Occupational segregation and organizational characteristics : empirical evidence for Germany
Seifert, Stefanie; Schlenker, Eva - In: Management revue : socio-economic studies 25 (2014) 3, pp. 185-206
This article studies the extent of occupational gender segregation in Germany and analyzes the influence of organizational characteristics on the extent of firm level segregation. We use the 2004 and 2008 survey waves of the Linked-Employer-Employee dataset at the IAB (LIAB) and estimate panel...
Persistent link: https://www.econbiz.de/10011297762
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Occupational segregation and organizational characteristics. Empirical evidence for Germany
Seifert, Stefanie; Schlenker, Eva - In: management revue. Socio-economic Studies 25 (2014) 3, pp. 185-206
This article studies the extent of occupational gender segregation in Germany and analyzes the influence of organizational characteristics on the extent of firm level segregation. We use the 2004 and 2008 survey waves of the Linked-Employer-Employee dataset at the IAB (LIAB) and estimate panel...
Persistent link: https://www.econbiz.de/10010960451
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Specification test for panel data models with interactive fixed effects
Su, Liangjun; Jin, Sainan; Zhang, Yonghui - In: Journal of Econometrics 186 (2015) 1, pp. 222-244
In this paper, we propose a consistent nonparametric test for linearity in a large dimensional panel data model with interactive fixed effects. Both lagged dependent variables and conditional heteroskedasticity of unknown form are allowed in the model. We estimate the model under the null...
Persistent link: https://www.econbiz.de/10011209285
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Regional Differences of Production and Efficiency of Mexican Manufacturing: An Application of Nested and Stochastic Frontier Panel Models
Braun, Frauke G.; Cullmann, Astrid - In: Journal of Developing Areas 45 (2011) Single, pp. 291-311
This study examines the regional divide for Mexican manufacturing. Mexico's north-south disparity is widely noted, but rarely analyzed empirically and at detailed regional level. We use a panel of municipality-level data to estimate regional production functions. An important contribution is the...
Persistent link: https://www.econbiz.de/10011096441
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Regional Differences of Production and Efficiency of Mexican Manufacturing: An Application of Nested and Stochastic Frontier Panel Models
Braun, Frauke G.; Cullmann, Astrid - In: Journal of Developing Areas 45 (2011) 1, pp. 291-311
This study examines the regional divide for Mexican manufacturing. Mexico's north-south disparity is widely noted, but rarely analyzed empirically and at detailed regional level. We use a panel of municipality-level data to estimate regional production functions. An important contribution is the...
Persistent link: https://www.econbiz.de/10011097035