Quantcast
Channel: MoneyScience: 's news items
Browsing all 1821 articles
Browse latest View live

Does religion affect cross-border acquisitions? Tales from developed and...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): R. Shyaam Prasadh, M. ThenmozhiAbstractThis article examines how religious distance and religious freedom influence...

View Article


Financial flows, global interest rates, and political integration

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Jun NagayasuAbstractThis paper empirically analyzes international financial flows using data from 2000 to 2016....

View Article


Analysing dynamic dependence between gold and stock returns: Evidence using...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Gideon Boako, Aviral Kumar Tiwari, Muazu Ibrahim, Qiang JiAbstractIn this paper, we apply a battery of stochastic...

View Article

The gender gap in over-indebtedness

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Tobias Meyll, Thomas PaulsAbstractWe document a significant gender gap in over-indebtedness, as we find women to be...

View Article

Inflation expectation, monetary policy credibility, and exchange rates

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Seojin Lee, Young Min KimAbstractBased on the affine term structure model, we estimate the expected inflation and...

View Article


Advance notice labor conflicts and firm value—An event study analysis...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Zvika Afik, Roi Haim, Yaron LahavAbstractThe Israeli law has a special requirement—unions must announce a...

View Article

Bitcoin and the day-of-the-week effect

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): David Yechiam Aharon, Mahmoud QadanAbstractThe day-of-the-week effect is a well-known phenomenon in financial...

View Article

Capital-market effects of securities regulation: Prior conditions,...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Douglas Cumming, Sofia JohanAbstractWhile it is not clear from Christensen, Hail, and Leuz (2016), the market abuse...

View Article


Banking crises in developing countries–What crucial role of exchange...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Brahim Gaies, Stéphane Goutte, Khaled GuesmiAbstractWe examine the determinants of banking crises occurrence in...

View Article


A readily computable commodity price index: 1900–2016

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Viviana FernandezAbstractThis article presents an extended version of Grilli and Yang (1988)’s non-fuel commodity...

View Article

A note of techniques that mitigate floating-point errors in PIN estimation

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Wen-Chyan Ke, Hueiling Chen, Hsiou-Wei William LinSummaryThis study aims at the estimation of the probability of...

View Article

How do independent directors view powerful executive risk-taking incentives?...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Viput Ongsakul, Pornsit JirapornAbstractWe explore how independent directors view managerial risk-taking incentives...

View Article

Estimating the monetary policy interest-rate-to-performance sensitivity of...

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Bernd Hayo, Kai Henseler, Marc Steffen RappAbstractUsing an event-study design, we investigate monetary policy...

View Article


Herding and flash events: Evidence from the 2010 Flash Crash

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Rıza Demirer, Karyl B. Leggio, Donald LienAbstractUsing intraday data on individual stocks included in the S&P...

View Article

Do bullet trains affect earnings management? Evidence from China

Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Bin Li, Wen Zheng, Chen MaAbstractThis study focuses on the relationship between bullet trains and earnings...

View Article


Bond Pricing and Yield Curve Modeling: A Structural Approach

.

View Article

Popularity Asset Pricing Model

Professor Roger Ibbotson is one of the most respected and influential researchers of the current era. His book "Stocks, Bonds, Bills, and Inflation" is a classic and often serves as a reference for...

View Article


SEC Halts Ponzi scheme Targeting Seniors and Small Business Owners

The Securities and Exchange Commission today announced that it has filed an emergency action and obtained a temporary restraining order and asset freeze against two individuals and two companies they...

View Article

MoneyScience: Is Julia the best language for quantitative finance?

Resource: Is Julia the best language for quantitative finance? https://t.co/sFgCPYvNH2 — moneyscience (@moneyscience) November 19, 2019

View Article

MoneyScience: A Comparison of Programming Languages in Economics: An Update...

Resource: A Comparison of Programming Languages in Economics: An Update (2018, pdf) https://t.co/GJ4gcuL3QM — moneyscience (@moneyscience) November 19, 2019

View Article
Browsing all 1821 articles
Browse latest View live