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Export sensitivity to time delays and the pattern of international trade

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Daily expectations of returns index

Publication date: Available online 15 October 2019Source: Journal of Empirical FinanceAuthor(s): Vahid GholampourAbstractThe paper introduces a daily index for expectations of returns based on tweets...

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Stimulating Housing Markets

ABSTRACT We study temporary fiscal stimulus designed to support distressed housing markets by inducing demand from buyers in the private market. Using difference‐in‐differences and regression kink...

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SEC Charges 18 Traders in $31 Million Stock Manipulation Scheme

The Securities and Exchange Commission has filed an emergency action and obtained an asset freeze against 18 traders in a scheme to manipulate more than 3,000 U.S.-listed securities for over $31...

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Maternal empowerment and child malnutrition in Bangladesh

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Commodity Futures Risk Premium – Historical Analysis

We at Quantpedia absolutely love longitudinal studies, and academic research paper written by Bhardwaj, Janardanan, and Rouwenhorst is really exceptional. There are a lot of studies covering a long...

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Lending infrastructure and credit rationing of European SMEs

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The financial strength anomaly in the UK: information uncertainty or liquidity?

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The effectiveness of smartphone apps in improving financial capability

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The size premium as a lottery

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Bitcoin futures: trade it or ban it?

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Financial literacy and fraud detection

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The Pricing and Performance of Cryptocurrency

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Automatic balancing mechanisms for mixed pension systems under different...

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Out-of-sample equity premium prediction: a complete subset quantile...

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Kurtosis-based projection pursuit for outlier detection in financial time series

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Asymmetric dependence in international currency markets

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The investment costs of occupational pension funds in the European Union: a...

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Bankruptcy prediction with financial systemic risk

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Value-at-Risk dynamics: a copula-VAR approach

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