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Verzerrungen von Konsumentenpreisindices und ihr Einfluss auf das „reale“ Wirtschaftswachstum – dargestellt am Beispiel der USA / Biases in Consumer Price Indices and Their Impact...

Hartwig, Jochen; Schips, Bernd - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 4, pp. 394-412

. Es erweist sich, dass die Divergenz in den Wachstumsraten der USA und der EU seit 1997 fast zur Gänze auf …

Persistent link: https://www.econbiz.de/10014609054

Using Hybrid Classifiers to Conduct Intangible Assets Evaluation

Lu, Yu-Hsin; Lin, Yu-Cheng - In: International Journal of Applied Metaheuristic … 7 (2016) 1, pp. 19-37

Traditional financial reporting usually ignores intangible assets, even though these assets play an increasingly important role in today's knowledge-based economy. As such, the valuation of intangible assets, while typically overlooked in traditional reporting, has nonetheless garnered...

Persistent link: https://www.econbiz.de/10012042924

The Impact of Ownership Structure on Firm Performance: Evidence from Pakistan

Yasser, Qaiser Rafique; Al Mamun, Abdullah - In: International Journal of Corporate Finance and … 3 (2016) 1, pp. 36-54

The connection between ownership structure and firm performance has attracted much attention, especially in emerging markets, yet yielded many inconsistent empirical results. This paper presents an analysis of the association between eight categories of ownership, HHI Index, GINI index and firm...

Persistent link: https://www.econbiz.de/10012043616

Ownership Structure and Endogenous Quality Choice: Cooperatives versus Investor-Owned Firms

Hoffmann, Ruben - In: Journal of Agricultural & Food Industrial Organization 3 (2005) 2

This paper examines how ownership structure affects endogenous quality choice and the subsequent equilibrium outcomes. Investor owned firms (IOFs) and producer cooperatives (COOPs) are analyzed within a duopoly framework including a primary and a secondary level. The firms play a two-stage game,...

Persistent link: https://www.econbiz.de/10014601272

Company Ownership Structure, Legal Compliance and the Probability of Winning an Employment Lawsuit in China

Ke, Zhenxing - In: Asian Journal of Law and Economics 12 (2021) 3, pp. 269-286

Abstract This paper investigates empirically whether firm ownership structures contribute to varying levels of legal compliance, which ultimately influence the likelihood of winning a lawsuit. I hypothesize that private companies are more likely to lose employment lawsuits because the rule of...

Persistent link: https://www.econbiz.de/10014585241

Non-Linear Properties of the VIX Index

Magafas, L.; Hanias, M.; Tavlatou, A.; Kostantaki, P. - In: International Journal of Productivity Management and … 5 (2017) 2, pp. 16-24

This paper applies non-linear methods to analyze and predict the daily VIX index which is one of the most important stock indexes in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead...

Persistent link: https://www.econbiz.de/10012047129

Early News is Good News: The Effects of Market Opening on Market Volatility

Gallo, Giampiero M.; Pacini, Barbara - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

the conditional volatility models of the GARCH class. We find that the differences between the opening price of one day … effects of modifying the direct impact of daily innovations on volatility and reducing the estimated overall persistence of …

Persistent link: https://www.econbiz.de/10014620805

GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Ghysels, Eric; Jasiak, Joanna - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

durations, and vice versa. Otherwise, the spacings between trades are consideredexogenous to the volatility dynamics. This … volatility and intratrade durations. Undergeneral conditions, we propose several Generalized Method of Moments (GMM) estimation … of the IBM 1993 tick-by-tick data. We find some evidence that volatility of IBM stock pricesGranger-causes intratrade …

Persistent link: https://www.econbiz.de/10014620806

Partially Anticipated Monetary Policy Shocks – Are They Stabilizing or Destabilizing?

Offick, Sven; Wohltmann, Hans-Werner - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 1, pp. 95-127

Abstract This paper uses a dynamic framework of a small open economy to study the volatility effects of partially … stabilizing, i. e. lead to a lower volatility than a fully anticipated monetary policy shock of the same form. (ii) However, we …

Persistent link: https://www.econbiz.de/10014609557

An Empirical Examination of Stability, Predictability, and Volatility of Middle Eastern and African Emerging Stock Markets

Haque, Mahfuzul; Hassan, M. Kabir; Maroney, Neal C; … - In: Review of Middle East Economics and Finance 2 (2004) 1, pp. 18-41

This paper examines the stability, predictability, volatility, time varying risk premiums and persistence of shocks to … volatility in the ten Middle Eastern and African (ME&A) emerging stock markets. Although the majority of ME&A markets only … finds ME&A markets to be unpredictable. The findings on volatility in the emerging market indicate that eight out of the ten …

Persistent link: https://www.econbiz.de/10014618727