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Conditional inference plays a central role in logical and Bayesian reasoning, and is used in a wide range of … applications. It basically consists of expressing conditional relationship between parent and child propositions, and then to … propositions. While conditional reasoning is a well established part of classical binary logic and probability calculus, its …
Persistent link: https://www.econbiz.de/10009437725
and Lee (2010), and Polity IV Project datasets. The empirical analysis shows that conditional convergence occurs among the … countries in the sample and that FDI net inflows per worker slightly increases the speed of conditional convergence. This study …
Persistent link: https://www.econbiz.de/10009450246
We explore the empirical usefulness of conditional coskewness to explain the cross-section of equity returns. We find …. In particular we find that when the conditional market skewness is positive investors are willing to sacrifice 7 …., Siddique, A., 2000a. Conditional skewness in asset pricing models tests. Journal of Finance 65, 1263?1295.) (a portfolio that …
Persistent link: https://www.econbiz.de/10009483388
Newswire messages make up a major part of the public information set available to investors. The last decades have seen drastic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market...
Persistent link: https://www.econbiz.de/10009434499
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently,...
Persistent link: https://www.econbiz.de/10009434669
Legislative authorization for the Livestock Mandatory Reporting Act of 1999 was renewed in October of 2006. One of the cited justifications for implementing mandatory reporting was that the voluntary reporting system for the slaughter cattle cash market was unable to provide accurate and timely...
Persistent link: https://www.econbiz.de/10009445757
Cow/calf producers operating in the Dakotas were surveyed on their price discovery strategies, marketing channel preferences, and their perceptions of how regime change in the public price reporting system for fed cattle affected the beef industry in general and the cow/calf industry in...
Persistent link: https://www.econbiz.de/10009446547
Essay 1 tests the ability of a commercial structural credit default swap pricing model to predict market spreads. Consistent with several previous studies testing other models, we find our model unable to price credit risk precisely and observe an illiquidity premium reflecting a credit risk...
Persistent link: https://www.econbiz.de/10009447262
Insider trading may convey information to the market and promote accuratepricing of stocks. In this dissertation, I investigate insider trading at the turn of thecentury.In the first essay, I investigate insider trading activity in technology stocks duringthe high price - high volatility period...
Persistent link: https://www.econbiz.de/10009464877
In this thesis we study three basic issues related to international black tea markets: Are black tea markets integrated? Where is the price of black tea discovered? Are there leaders and followers in black tea markets? We use two statistical techniques as engines of analysis. First, we use time...
Persistent link: https://www.econbiz.de/10009465023