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results depending on the assumed returns to scale and dimensionality. Our findings suggest to employ aggregate analyses of …
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strategies for dealing with clustering in research of this type. On balance, the estimates point to a substantial and …
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clustering effects. Such clustering of firms in foreign markets has been documented in the empirical literature on foreign direct …
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We performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese economy never fully recovered from the extended 1997-2003 crisis, and...
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, options with strikes ending on 50 are less traded than options with strikes ending on 00. Clustering is higher when options … clustering, grid size, and the options' characteristics. To our knowledge this paper is the first to explore how the grid size of …
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