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Vertical integration, competition, and financial exchanges: Is there grain in the silo?
Juranek, Steffen; Walz, Uwe - 2010
, consisting of trading, clearing and settlement. We thereby focus on firms' decisions but also look on the implications of these …
Persistent link: https://www.econbiz.de/10010303707
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Performing comparative advantage: The case of the global coffee business
Andriani, Pierpaolo; Herrmann-Pillath, Carsten - 2011
We posit that comparative advantage is discovered via alternative transactional regimes of trading. Transactional …
Persistent link: https://www.econbiz.de/10010305892
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Intermediação estatal nas exportações de equipamentos militares: As experiências da Rússia e da França
de Moraes, Rodrigo Fracalossi - 2014
The purpose of this article is to analyze the experiences of Russia and France regarding the state brokerage in the exports of weapons. Such activity is essential to maintain their defense industries' viability, given the dependence that both have on the foreign market. Some of the experiences...
Persistent link: https://www.econbiz.de/10011372260
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Passive investment strategies and financial bubbles
Fischer, Thomas - 2012
In this paper, a model of bounded rational investors investing their portfolio in a passive investment vehicle (e.g., an Exchange Traded Fund replicating a broad index) or an actively managed fund is presented. The model proposes that the quick reswitching of these short-term oriented investors...
Persistent link: https://www.econbiz.de/10010323727
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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal:...
Persistent link: https://www.econbiz.de/10010326266
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Market based compensation, price informativeness and short-term trading
Calcagno, Riccardo; Heider, Florian - 2007
trade depends on trading that is unrelated to any information about the firm. Ideally, the CEO should be shielded from … shocks that are not informative about his actions. But since information trading is impossible without non- nformation … trading (due to the ”no-trade” theorem), shocks to prices caused by the latter are an unavoidable cost of market based pay …
Persistent link: https://www.econbiz.de/10011604781
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Integrating climate policies in the European environment: A policy report
Carraro, Carlo; Goria, Alessandra - 1999
This report summarises the main ideas, proposals, scientific achievements, consensus and conflicting issues that emerged at the Second EFIEA Policy Workshop, held at Fondazione Eni Enrico Mattei, Palazzo delle Stelline, Corso Magenta 63, Milan, Italy, March 4th-6th, 1999. EFIEA, the European...
Persistent link: https://www.econbiz.de/10011608510
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Buy, sell, or hold? A sense-making account of factors influencing trading decisions
Sobolev, Daphne; Chan, Bryan; Harvey, Nigel - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-21
culture and personality of traders in a financial trading task. Participants were given 12 virtual shares of financial assets …. Western participants had lower trading latencies and lower return dispersions than Eastern participants. Those with greater … openness to experience had lower trading latencies. Participants bought more shares when they forecast that prices would rise …
Persistent link: https://www.econbiz.de/10011988729
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Hidden Markov model for stock trading
Nguyen, Nguyet - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-17
regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an …&P 500. The obtained results clearly prove that the HMM outperforms this traditional method in predicting and trading stocks. …
Persistent link: https://www.econbiz.de/10011996122
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An analysis and implementation of the hidden Markov model to technology stock prediction
Nguyen, Nguyet - In: Risks 5 (2017) 4, pp. 1-16
the Hidden Markov Model, (HMM), to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook … single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks … stock price prediction method has a significant impact on stock trading and derivative hedging. …
Persistent link: https://www.econbiz.de/10011996557