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into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …
Persistent link: https://www.econbiz.de/10009475070
Established in 1988, the Shingo Prize for Operational Excellence recognises organisations in the USA, Mexico and Canada …
Persistent link: https://www.econbiz.de/10009459022
effect). This study has practical implications for regulators, corporations and investors, both in the USA and abroad. …
Persistent link: https://www.econbiz.de/10009459069
Offshore outsourcing continues to gain prominence as the printing industrystrides into the future. With different segments of the industry looking at reducingcosts and, in exchange providing value-added services, more companies turntowards outsourcing services offshore as a solution. Although it...
Persistent link: https://www.econbiz.de/10009459219
Tyrimo objektas – pajamų iš pelno mokesčio prognozavimas.Tyrimo tikslas – pasiūlyti pelno mokesčio pajamų prognozavimo modelį, kuris tiksliausiai prognozuotų pelno mokestį Lietuvos ekonominėmis sąlygomis.Uždaviniai:1) nustatyti pelno mokesčio įtaką valstybės pajamoms;2)...
Persistent link: https://www.econbiz.de/10009478759
The paper has a methodological character. It deals with possibilities of univariate time series models use in forecasting the regional labour market indicators. The main attention is focused on methodology for combining forecasts from different individual procedures. Forecasting performances of...
Persistent link: https://www.econbiz.de/10011315773
Persistent link: https://www.econbiz.de/10009452655
examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …
Persistent link: https://www.econbiz.de/10009454684