Showing 1 - 10 of 37
Observations indicate a surface cooling trend during the East Asian summer in recent decades, against a background of global warming. This cooling trend is re-examined using station data from 1951 to 2007, and atmospheric general circulation model (AGCM) simulations are performed to investigate...
Persistent link: https://www.econbiz.de/10010848726
This study examines the herding behavior of investors in Chinese stock markets. Using a least squares method, we find evidence of herding within both the Shanghai and Shenzhen A-share markets and no evidence of herding within both B-share markets. A-share investors display herding formation in...
Persistent link: https://www.econbiz.de/10008494468
This study examines investor herding behavior in Pacific-Basin equity markets. Results indicate that the level of herding is time-varying, and is present in both rising and falling markets. It is positively related to stock market performance, but negatively related to market volatility. Herding...
Persistent link: https://www.econbiz.de/10011103234
This paper employs weighted least squares to examine the risk-return relation by applying high-frequency data from four major stock indexes in the US market and finds some evidence in favor of a positive relation between the mean of the excess returns and expected risk. However, by using...
Persistent link: https://www.econbiz.de/10010699160
The plausible association between climate change and the variability of water resources in the Tarim River basin, west China is investigated in this study. The long-term trend of the hydrological time series including temperature, precipitation, and streamflow are detected by using both...
Persistent link: https://www.econbiz.de/10010997654
Large-scale data are analysed using the Wigner function. It is shown that the ‘frequency variable’ provides important information, which is lost with other techniques. The method is applied to ‘sentiment analysis’ in data from social networks and also to financial data.
Persistent link: https://www.econbiz.de/10010874911
Persistent link: https://www.econbiz.de/10010947995
We compare the European and Chinese shadow banking systems. While the European shadow banking system is better developed than the Chinese shadow banking system, herd behavior and other factors in European markets create systemic risk, which contributed in part to the financial crisis. Dispersion...
Persistent link: https://www.econbiz.de/10011269102
This study numerically investigated knocking phenomenal of a RCCI (Reactivity Controlled Compression Ignition) engine fuelled with biodiesel and methanol. A reduced biodiesel/methanol chemical reaction mechanism coupled with 3D-CFD model was developed and applied to capture local pressure and...
Persistent link: https://www.econbiz.de/10011263260
Persistent link: https://www.econbiz.de/10005238101