This article investigates the importance of individual characteristics, including aproxy for testosterone levels (using the biological marker 2D:4D ratio as proxy),to explain students’ pro-environmental behavior. We employ machine learningmodeling from artificial neural networks. We elaborate...

This paper investigates the effects of limiting the evaluation period in a typical experiment to measure myopic loss aversion (MLA). We corroborate previous results and found that the aggregation effect had diminishing returns. This indicates that there is a point where limiting investor access...

We examine the high-frequency return and volatility of major cryptocurrencies and reveal that spillovers among them exist. Our analysis shows that return and volatility clustering structures are distinct among different cryptocurrencies, suggesting that return and volatility might have different...

The literature measures a bank's market power using aggregated bank-level data. However, market power may be exercised in a decentralized way by each bank branch and for specific banking products. We propose a novel methodology for estimating market power at the branch level in each locality and...

This paper investigates the effects of limiting the evaluation period in a typical experiment to measure myopic loss aversion (MLA). We corroborate previous results and found that the aggregation effect had diminishing returns. This indicates that there is a point where limiting investor access...

This paper employs new methods to measure and monitor risk in the Brazilian banking sector. We prove that the option-based risk measure is negatively sensitive to interest rates. As this is an important issue for emerging market economies, the risk measures are built as deviations from mean....

This paper presents an empirical analysis of the Brazilian interbank network structure. The Brazilian interbank market clearly presents a topology that is compatible to the free-scale networks. This market is characterized by money centers, which have exposures to many banks and are the most...

In this work we measure the evolution of the long-range dependence phenomenon of returns and volatilities of nominal British exchange rates (British pound against US dollar) futures contracts negotiated on the Chicago Mercantile Exchange from 1986 to 2004. The measurement employs the R/S classic...

This paper investigates cost, technical and allocative efficiency for Brazilian banks in the recent period (2000-2007). The empirical results imply that non-performing loans is an important indicator of efficiency level, as well as market share. Evidence is in favor of the home field advantage...