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Forward-Looking Beta Estimates:Evidence from an Emerging Market

Onour, Ibrahim - Volkswirtschaftliche Fakultät, … - 2008

Results in this paper support evidence of time-varying beta coefficients for five sectors in Kuwait Stock Market. The paper indicates banks, food, and service sectors exhibit relatively wider range of variation compared to industry and real estate sectors. Results of time-varying betas...

Persistent link: https://www.econbiz.de/10004961496

Testing Efficiency Performance of an Underdeveloped Stock Market

Onour, Ibrahim - Volkswirtschaftliche Fakultät, … - 2007

Market inefficiency has influence on resource allocation, as price signals tend systematically understate or overstate the effects of information transmitted to the trading parties in the market. In this paper a number of statistical tests employed to assess the weak-form efficiency of Khartoum...

Persistent link: https://www.econbiz.de/10005105676

Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market

Onour, Ibrahim - Volkswirtschaftliche Fakultät, … - 2011

This paper investigates the causal relationships between volatility in Saudi stock market and banks credit for equity … investments. Our finding indicate there is a bi-directional feedback effects between the stock price volatility and banks credit … loans. In other words, volatility in private credit for equity investments influence volatility in stock price and vice …

Persistent link: https://www.econbiz.de/10008794663

Environmental attitude, motivations and values for marine biodiversity protection

Halkos, George; Matsiori, Steriani - Volkswirtschaftliche Fakultät, … - 2015

This study explores people’s environmental attitudes and motives for putting economic values to marine biodiversity and its protection. Primary data were collected from a sample of 359 people living in two important Greek coastal port cities: Thessaloniki and Volos. Respondents’...

Persistent link: https://www.econbiz.de/10011267880

Mean-median compromise method as an innovating voting rule in social choice theory

Ngoie, Ruffin-Benoît M.; Ulungu, Berthold E.-L. - Volkswirtschaftliche Fakultät, … - 2014

This paper aims at presenting a new voting function which is obtained in Balinski-Laraki's framework and benefits mean and median advantages. The so-called Mean-Median Comprise Method (MMCM) has fulfilled criteria such as unanimity, neutrality, anonymity, monotonicity, and Arrow's independence...

Persistent link: https://www.econbiz.de/10011274903

Invariance of the distribution of the maximum

Fosgerau, Mogens; Lindberg, Per Olov; Mattsson, Lars-Göran - Volkswirtschaftliche Fakultät, … - 2015

Many models in economics involve probabilistic choices where each decision-maker selects the best alternative from a finite set. Viewing the value of each alternative as a random variable, the analyst is then interested in the choice probabilities, that is, the probability for an alternative to...

Persistent link: https://www.econbiz.de/10011250914

Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting

Asongu, Simplice A - Volkswirtschaftliche Fakultät, … - 2013

Purpose – This paper assesses the determinants of corruption-control with freedom dynamics (economic, political, press and trade), government quality and a plethora of socio-economic factors in 46 African countries using updated data. Design/methodology/approach – A quantile regression...

Persistent link: https://www.econbiz.de/10011259054

Natural resources royalties and local development in Colombia

Nieto, Barreto; Alberto, Carlos; Linares, Jose; … - Volkswirtschaftliche Fakultät, … - 2011

The purpose of this research is to evaluate the hypothesis of differentiated growth in the municipalities of Colombia which receives rents from exploitation of non-renewable natural resources in comparison with the rest of the country. A specific strategy is to estimate the empirical evidence...

Persistent link: https://www.econbiz.de/10011259303

Zeitpunktsignale zum aktiven Portfoliomanagement

Czinkota, Thomas - Volkswirtschaftliche Fakultät, … - 2012

The successful active portfolio manager has to have at least two main competencies: Felicitous asset allocation choice and the competence to do so at the right point in time. Based on an extension of Grinold and Kahn’s Fundamental Law of Active Management, this paper describes a method to...

Persistent link: https://www.econbiz.de/10011259371

Orbital Priors for Time-Series Models

Kociecki, Andrzej - Volkswirtschaftliche Fakultät, … - 2012

We propose the unified approach to construct the non–informative prior for time–series econometric models that are invariant under some group of transformations. We show that this invariance property characterizes some of the most popular models hence the applicability of the proposed...

Persistent link: https://www.econbiz.de/10011259476

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