graduates contributes to the gender pay gap, and the reasons underlying their distinct educational choices. The case of Greece … occupational segregation. Using micro-data from the Greek Labour Force Survey (LFS), the returns to academic disciplines are …, Humanities) are also those with the lowest wage returns. Oaxaca-Blinder decompositions subsequently imply that gender differences …

This paper examines the wage returns to different academic disciplines in the Greek labour market. Exploring wage … responsiveness across the various degree subjects in the case of Greece is interesting, as it is characterised by high levels of …-data from the most recently available waves (2000-2004) of the Greek Labour Force Survey (LFS), the returns to academic …

graduates contributes to the gender pay gap in Greece. The case of Greece is interesting as it is an EU country with … returns to academic disciplines are firstly estimated by gender. It is found that the subjects in which women are relatively … over-represented (e.g. Education, Humanities) are also those with the lowest amortization in terms of wage returns. Oaxaca …

returns, at-the-money implied volatilities and model-free volatility expectations for every firm. For one-day-ahead estimation …The volatility information content of stock options for individual firms is measured using option prices for 149 U ….S. firms and the S&P 100 index. ARCH and regression models are used to compare volatility forecasts defined by historical stock …

In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the … New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm … returns for the majority of the firms in our sample. …

returns volatility in fifteen Asia Pacific Financial Markets in the post Asian financial crisis period. A set of parametric …-days-of-the-week. The results validate the presence of the-day-of-the- week and but indicate insignificant daily returns volatility in most … and non-parametric tests is used to test equality of mean returns and standard deviations of the returns across the …

only for the pre-2008 period of the financial crisis but also for the period of high volatility of stock market returns … Greece (GRAGENL). Methods adopted to calculate VaR are: EWMA of Riskmetrics; classic GARCH(1,1) model of conditional variance … assuming a conditional normally distributed returns; and asymmetric GARCH with skewed Student-t distributed standardized …

heterogeneous effect on firm returns and firm volatility depending on the sectoral location of firms? and (b) do calendar anomalies … affect firm returns and firm volatility differently depending on firm size? Unlike the assumption in this literature that … calendar anomalies affecting returns and return volatility of firms differently depending on their sectoral locations and size. …

positively correlated with the daily volatility of the ETF, while trading volume has a limited effect on reducing tracking errors … paper uses the co-integration tests and the error correction model (ECM) to test the long-run relationship between returns … on domestic exchange trade funds (ETFs) and the returns on the underlying indices. In particular, the ECM is used for …

We examine the value-at-risk where the volatility and returns are modelled via a typical GARCH(1,1) model and the …