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The contribution of jump signs and activity to forecasting stock price volatility
Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, Anthony; … - 2019
We document the forecasting gains achieved by incorporating measures of signed, finite and infinite jumps in forecasting the volatility of equity prices, using high-frequency data from 2000 to 2016. We consider the SPY and 20 stocks that vary by sector, volume and degree of jump activity. We use...
Persistent link: https://www.econbiz.de/10012030057
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Misallocation, selection and productivity : a quantitative analysis with panel data from China
Adamopoulos, Tasso; Brandt, Loren; Leight, Jessica; … - 2019
Persistent link: https://www.econbiz.de/10012137671
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The role of nonemployers in business dynamism and aggregate productivity
Bento, Pedro; Restuccia, Diego - 2019
Persistent link: https://www.econbiz.de/10012019387
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Are small farms really more productive than large farms?
Aragon, Fernando M.; Restuccia, Diego; Rud, Juan Pablo - 2019
Persistent link: https://www.econbiz.de/10012101898
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The effects of land markets on resource allocation and agricultural productivity
Chen, Chaoran; Restuccia, Diego; Santaeulàlia-Llopis, Raül - 2019
Persistent link: https://www.econbiz.de/10012103340
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Bayesian approach to disentangling technical and environmental productivity
Malikov, Emir; Kumbhakar, Subal; Tsionas, Efthymios G. - In: Econometrics : open access journal 3 (2015) 2, pp. 443-465
the traditional (desirable-output-oriented) technical productivity and the undesirable-output-oriented environmental, or … so-called "green", productivity. To measure the latter, we derive a Solow-type Divisia environmental productivity index … which, unlike conventional productivity indices, allows crediting the ceteris paribus reduction in undesirable outputs. Our …
Persistent link: https://www.econbiz.de/10011297619
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The effects of land markets on resource allocation and agricultural productivity
Restuccia, Diego; Chen, Chaoran; Santaeulàlia-Llopis, Raül - 2020
Persistent link: https://www.econbiz.de/10012177628
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The effects of land markets on resource allocation and agricultural productivity
Chen, Chaoran; Restuccia, Diego; Santaeulàlia-Llopis, Raül - 2020
Persistent link: https://www.econbiz.de/10012177635
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The role of nonemployers in business dynamism and aggregate productivity
Bento, Pedro; Restuccia, Diego - 2020
Persistent link: https://www.econbiz.de/10012154566
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Market constraints, misallocation, and productivity in Viet Nam agriculture
Brandt, Loren; Ayerst, Stephen; Restuccia, Diego - 2018
misallocation in agriculture during the period between 2006 and 2016. Despite rapid growth in agricultural productivity and a … productivity over time. Our analysis also reveals important differences between the north and south regions. …
Persistent link: https://www.econbiz.de/10011913225