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(3205 results)-
White Papers
Negative Leakage
April 1, 2011 12:00am PDT
The authors build a simple analytical general equilibrium model and linearize it, to find a closed-from expression for the effect of a small change in carbon tax on leakage - the increase in...
Provided by: National Bureau of Economic Research
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White Papers
Household Debt And Saving During The 2007 Recession
April 1, 2011 12:00am PDT
Using administrative credit report records and data collected through several special household surveys the authors analyze changes in household debt and savings during the 2007 recession. They...
Provided by: National Bureau of Economic Research
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White Papers
Stock Volatility During The Recent Financial Crisis
April 1, 2011 12:00am PDT
This paper uses monthly returns from 1802-2010, daily returns from 1885-2010, and intraday returns from 1982-2010 in the United States to show how stock volatility has changed over time. It also...
Provided by: National Bureau of Economic Research
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White Papers
Why Surplus Consumption In The Habit Model May Be Less Persistent Than You Think
April 1, 2011 12:00am PDT
In U.S. data, value stocks have higher expected excess returns and higher CAPM alphas than growth stocks. The authors find the external-habit model of Campbell and Cochrane (1999) can generate a...
Provided by: National Bureau of Economic Research
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White Papers
U.S. Intervention During The Bretton Woods Era: 1962-1973
April 1, 2011 12:00am PDT
By the early 1960s, outstanding U.S. dollar liabilities began to exceed the U.S. gold stock, suggesting that the United States could not completely maintain its pledge to convert dollars into gold...
Provided by: National Bureau of Economic Research
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Whitepapers
Effective Distance Learning in Developing Countries Using Mobile and Multimedia Technology
April 1, 2011 12:00am PDT
Although the developments of multimedia technology and internet networks have contributed to immense improvements in the standard of learning as well as distance learning in developed world, the...
Provided by: Science and Development Network (SciDev.Net)
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White Papers
On Interrelations Of Recurrences And Connectivity Trends Between Stock Indices
March 27, 2011 12:00am PDT
Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient ñ as the point of departure. The authors employ an estimator based on recurrence plots -...
Provided by: Humboldt University Berlin
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White Papers
A Note On Delta Hedging In Markets With Jumps
March 25, 2011 12:00am PDT
Modeling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the so-called delta-hedging strategy. This strategy stems from...
Provided by: Cornell University
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White Papers
ND Expert: Ford CEO~s "Epically Large" Pay Package Raises Questions Of Moral Responsibility
March 23, 2011 12:00am PDT
Ford Motor Co. CEO Alan Mulally, who revived the No. 2 automaker after more than $30 billion in losses from 2006 through 2008, received a stock award worth some $55 million and recently earned...
Provided by: University of Notre Dame
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White Papers
Determinants Of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach
March 20, 2011 12:00am PDT
Expected utility theory views the individual investment decision as a tradeoff between immediate consumption and deferred consumption. But individuals do not always prefer according to the...
Provided by: Munich Personal Repec Archive
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White Papers
On Dependence Of The Implied Volatility On Returns For Stochastic Volatility Models
March 20, 2011 12:00am PDT
The authors study the dependence of volatility on the stock price in the stochastic volatility framework on the example of the Heston model. To be more specific, they consider the conditional...
Provided by: Cornell University
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Discussion Threads
Cooperative Framework for Constructive Criticism/Tuning Assistance for TR
March 19, 2011 12:21am PDT
Cooperative Framework for Constructive Criticism/Tuning Assistance for TR By the powers invested in me by me, myself and I, alone, I hereby appeal to You. I think it would be helpful to create a...
6 Started by AnsuGisalas | Latest comment by AnsuGisalas
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White Papers
Privatization Of Knowledge: Did The U.S. Get It Right? (New Version)
March 19, 2011 12:00am PDT
To foster innovation and growth should basic research be publicly or privately funded? This paper studies the impact of the gradual shift in the U.S. patent system towards the patentability and...
Provided by: Munich Personal Repec Archive
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Blog Post
Why IT consultants must master basic retailing
March 15, 2011 6:42am PDT
Erik Eckel says all IT consultancies must manage an inventory of commonly needed equipment. This inventory requires staff to master basic retail skills. Read his pointers on retailing.
3 Latest comment by JohnMcGrew@...
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White Papers
Derivatives Usage In Risk Management By Turkish Non-financial Firms And Banks: A Comparative Study
March 10, 2011 12:00am PST
The purpose of this paper to compare the previous research about how the nonfinancial companies listed in the Istanbul Stock Exchange (ISE) and deposit banks in Turkey have disclosed information...
Provided by: Munich Personal Repec Archive
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White Papers
Revisiting The Fisher And Statman Study On Market Timing
March 9, 2011 12:00am PST
Valuation-based market timing demonstrates greater potential to improve risk-adjusted returns for conservative long-term investors than given credit by Fisher and Statman (2006). On a risk...
Provided by: Munich Personal Repec Archive
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White Papers
Analysis Of Trade Packages In Chinese Stock Market
March 9, 2011 12:00am PST
This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. The authors investigate the probability...
Provided by: East China University Of Science And Technology
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White Papers
Liquidity And Dividend Policy
March 8, 2011 12:00am PST
The authors document the association between a firm's payout policy and its stock's liquidity. In particular, the authors show that dividend-paying firms have a more liquid market for their stock...
Provided by: Munich Personal Repec Archive
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White Papers
Hedging Of Game Options With The Presence Of Transaction Costs
March 6, 2011 12:00am PST
The authors study the problem of super - replication for game options under proportional transaction costs. They consider a multidimensional model which is an extension of the usual Black -...
Provided by: ETH Zurich
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White Papers
A Copula Approach On The Dynamics Of Statistical Dependencies In The US Stock Market
March 3, 2011 12:00am PST
The authors analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period from 2007 to 2010 using intraday data from the New York Stock Exchange's TAQ database....
Provided by: Boston University
