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fair pricing theory of market impact and the Heston model for volatility. We use computer optimization to solve common …
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Volatilität, konfrontiert, auf die es flexibel zu reagieren gilt. In der Theorie geht die Flexibilitätsforschung zwar auf die …
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Grundlagen und Veränderungen im Strommarkt 2.0 -- Ansätze der simultanen Losgrößen- und Reihenfolgeplanung -- Mathematische Optimierungsmodelle zur energieorientierten Losgrößen- und Reihenfolgeplanung -- Fallstudienbasierte Anwendung und Validierung.
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We examine how employer-driven volatility in workers' schedules impacts their decision to voluntarily leave their job. Using time-stamped work log data of home health nurses, we construct and study a novel measure of schedule volatility. This measure may be endogenous to the worker's decision to...
Persistent link: https://www.econbiz.de/10013214749
The paper studies institutional trading ahead of scheduled information releases, notably earnings announcements. While scheduled news are known to be preceded by sizeable stock returns, we find that institutional investors on average forego part of these premia as they decrease their exposure to...
Persistent link: https://www.econbiz.de/10013236648