Narrow search
Showing 1 - 10 of 10,086
Cover Image
The impact of shareholder litigation risk on income smoothing
Li, Yiwei; Song, Wei; Sun, Tingyu; Zhang, Qingjing - In: Review of quantitative finance and accounting 61 (2023) 4, pp. 1379-1413
Persistent link: https://www.econbiz.de/10014424371
Cover Image
Liquidity Fluctuations in Over-the-Counter Markets
Maurin, Vincent - 2020
This paper presents a model of opaque secondary markets. Investors meet over-the-counter to trade heterogeneous assets under asymmetric information. An endogenous composition effect emerges whereby high liquidity alters the quality of the pool of sellers and decreases future liquidity. With...
Persistent link: https://www.econbiz.de/10012842866
Cover Image
Capital market liberalization: optimal tradeoff and bargaining delay
Dong, Baomin; Gu, Xinhua; Song, Huasheng - In: The North American journal of economics and finance : a … 39 (2017), pp. 78-88
Persistent link: https://www.econbiz.de/10011878582
Cover Image
Greek Debt Negotiations and VIX Currency Indices : A HYGARCH Approach
Dimitriou, Dimitrios I. - 2017
This study investigates the impact of the Greek debt negotiations, along with the increasing fears of a “Grexit”, on ….e., BPVIX, EUVIX and JYVIX) were used on daily changes, in order to estimate Hyperbolic GARCH(1,d,1) model with a “negotiations …” dummy in the mean equation. The results indicated the immunity of BPVIX, EUVIX and JYVIX to Greece's debt negotiations with …
Persistent link: https://www.econbiz.de/10012947754
Cover Image
Oil, macro volatility and crime in the determination of beliefs in Venezuela
Di Tella, Rafael; Donna, Javier; MacCulloch, Robert - In: Venezuela before Chávez : anatomy of an economic collapse, (pp. 407-424). 2014
Persistent link: https://www.econbiz.de/10010520411
Cover Image
The unemployment rate, unemployment volatility, and crime
Fallahi, Firouz; Pourtaghi, Hamed; Rodriguez, Gabriel - In: International journal of social economics 39 (2012) 5/6, pp. 440-448
Persistent link: https://www.econbiz.de/10009672915
Cover Image
An examination of the link between employment volatility and the spatial distribution of property crime rates
Bausman, Kent; Goe, W. Richard - In: The American journal of economics and sociology 63 (2004) 3, pp. 665-695
Persistent link: https://www.econbiz.de/10002248010
Cover Image
Monitoring Volatile Homicide Trends Across U.S. Cities
Wheeler, Andrew - 2017
The recent increase in the national homicide rate in the United States has generated much speculation about its causes among the media. In this article we show how two data visualization tools, funnel charts and time series fan charts, can show the typical volatility in homicide rates in...
Persistent link: https://www.econbiz.de/10012955308
Cover Image
Oil, Macro Volatility and Crime in the Determination of Beliefs in Venezuela
Di Tella, Rafael - 2019
dependence on oil, a history of macro-economic volatility, the rise in crime and the rise in a preoccupation with corruption. We … perception of corruption is related to the perception of crime rather than the amount of real corruption actually experienced …
Persistent link: https://www.econbiz.de/10012903950
Cover Image
Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets
Corbet, Shaen - 2019
This paper identifies several stylised facts relating to the volatility and price discovery process from eight cryptocurrencies utilising an empirical analysis of intra-day trading data to uncover four main results. First, cryptocurrencies exhibit weekend-volatility effects while intra-day...
Persistent link: https://www.econbiz.de/10012870964