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Network centrality and stock market volatility : the impact of communication topologies on prices
Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 199-232
the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents … communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of … the resulting stock prices. -- microsimulation ; financial markets ; network topologies ; mimetic contagion ; herd …
Persistent link: https://www.econbiz.de/10010079539
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Bank loans, ownership structure and efficiency of listed manufacturing firms in Nigeria
Obembe, Olufemi B.; Adebisi, S. A.; Adesina, J. A. - In: Advances in management & applied economics 1 (2011) 2, pp. 221-236
productivity. The results show that bank loans and director ownership had negative impact on the efficiency of firms; however … ; efficiency ; manufacturing ; GMM …
Persistent link: https://www.econbiz.de/10009958465
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Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal
Ortega Irizo, Francisco Javier; Gavilán Ruiz, José Manuel - In: Revista de métodos cuantitativos para la economía y … 11 (2011), pp. 3-16
Using the maximum likelihood method, in order to estimate Half-Normal stochastic frontier production models, entails several practical di±culties that, perhaps, have not been su±ciently emphasised. In employing FRONTIER software, we analyse the case in which the estimation obtained suggests...
Persistent link: https://www.econbiz.de/10009957389
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Residual Grey Markov model for the developments of GDP, population and energy consumption in Iran
Mostafaei, Hamidreza; Kordnoori, Shaghayegh - In: Advances in management & applied economics 1 (2011) 2, pp. 93-105
Grey system theory can powerfully deal with incomplete and uncertain information. In this paper, we introduced an …, Population and Energy consumption in the future. - Grey theory ; Markov chain ; prediction ; energy consumption …
Persistent link: https://www.econbiz.de/10009958471
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Measuring exchange rate fluctuations risk using the value-at-risk
Akhtekhane, Saeed Shaker; Mohammadi, Parastoo - In: Journal of applied finance & banking 2 (2012) 3, pp. 65-79
The paper intends to measure the daily Value-at-Risk (VaR) for Rial-Euro exchange rate fluctuations risk. Since in this case we deal with a single risk factor, so we will not use the Monte Carlo simulation method to measure the VaR and we will only use the parametric and historical simulation...
Persistent link: https://www.econbiz.de/10010009131
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Estimación de reservas en una compañía aseguradora : una aplicación en Excel del método Chain-Ladder y Bootstrap
Álvarez-Jareño, José Antonio; Coll-Serrano, Vicente - In: Revista de métodos cuantitativos para la economía y … 14 (2012), pp. 124-136
Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or unsettled claims. In this paper, we apply the Chain-Ladder method to obtain a point estimate of reserves, and then we use the bootstrap technique to estimate the margin of error and...
Persistent link: https://www.econbiz.de/10010118388
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Un modelo de consenso para problemas de toma de decisiones multicriterio en grupo mediante relaciones de preferencia intervalares difusas lingüísticas
Tapia García, Juan Miguel; Moral, María José del; … - In: Revista de métodos cuantitativos para la economía y … 14 (2012), pp. 36-53
In some circumstances a decision maker, expert, in a group decision making problem cannot express his/her preferences with a unique linguistic fuzzy preference because he/she is dubious into some preferences. In this paper, we present a consensus model for group decision making problems with...
Persistent link: https://www.econbiz.de/10010118391
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Advances in mergers and acquisitions
Bingley [u.a.] : Emerald; anfangs: Amsterdam [u.a.] : JAI - 1.2000 -
Persistent link: https://www.econbiz.de/10008393046
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Behavioral biases in economic and financial knowledge : are they the same for men and women?
Kudryavtsev, Andrey; Cohen, Gil - In: Advances in management & applied economics 1 (2011) 1, pp. 15-52
Contemporary research documents various psychological aspects of economic thought and decision-making. The main goal of our study is to analyze the role of the hindsight bias (Fischhoff [20]) and the anchoring bias (Tversky and Kahneman [53]) in perceiving economic and financial information,...
Persistent link: https://www.econbiz.de/10009958463
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Does increased price competition reduce entry of new pharmaceutical products?
Granlund, David; Rudholm, Niklas - In: Advances in management & applied economics 1 (2011) 1, pp. 1-14
In October 2002, a substitution reform was introduced in the Swedish pharmaceuticals market. In this paper, the effects of increased price competition due to the reform on the entry of new pharmaceutical products were studied. The results show that the reform did affect the entry behavior of...
Persistent link: https://www.econbiz.de/10009958464