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中央财经大学金融学院教师论文被国际顶尖期刊Journal of Financial and Quantitative Analysis接受
中央财经大学金融学院 教师论文 国际顶尖期刊
2018/10/24
近日,金融学院朱一峰与合作者姜磊,吴轲和周国富的合作论文《Stock Return Asymmetry: Beyond Skewness》被国际金融学期刊Journal of Financial and Quantitative Analysis有条件接受。文章首先提出了两个新的非对称测度,跟传统的偏度测度不同,新的非对称测度是基于数据分布而不仅仅是三阶中心距。紧接着文章通过假设投资者具有类似...
中央财经大学金融学院教师论文被国际顶尖期刊Journal of Financial and Quantitative Analysis接受
中央财经大学金融学院 教师论文 国际顶尖期刊 Journal of Financial and Quantitative Analysis
2018/11/27
近日,金融学院朱一峰与合作者姜磊,吴轲和周国富的合作论文《Stock Return Asymmetry: Beyond Skewness》被国际金融学期刊Journal of Financial and Quantitative Analysis有条件接受。文章首先提出了两个新的非对称测度,跟传统的偏度测度不同,新的非对称测度是基于数据分布而不仅仅是三阶中心距。紧接着文章通过假设投资者具有类似...
青岛滨海学院国际贸易课件Chapter 8 Analysis of a Tariff。
A Regional Analysis of Transactional Strategies of Russian Enterprises
Regional Analysis Transactional Strategies Russian Enterprises
2015/9/22
Do Russian enterprises do business differently in different parts of the country? More specifically, to what extent do the strategies adopted by Russian enterprises to deal with their trading partners...
This paper was funded by the Labor Project for Working Families through a grant
from the David and Lucile Packard Foundation. Michael Reich, Ph.D., Professor
of Economics at University of California...
Consumer Demand for Prize-Linked Savings: A Preliminary Analysis
Saving Income Characteristics Consumer Behavior Personal Finance Investment Return Banks and Banking Clarksville
2015/4/22
This paper reports on a small-scale survey of the potential American demand for prize-linked savings accounts, an account that awards prizes as part of the saving product's return. In October 2006, Ce...
The fertility transition in South Africa: A retrospective panel data analysis
South Africa fertility education marriage social norms
2014/12/26
Since 1960 South Africa has seen a steep fall in fertility levels and currently the total fertility rate is the lowest on the African continent. Given the high prevailing levels of fertility in Africa...
Trust and Moral Hazard: An Analysis of the Motorcycle-taxi Market in Togo and Benin
Trust and Moral Hazard: Motorcycle-taxi Market in Togo Benin
2014/12/26
In the motorcycle taxi market in Sub-Saharan Africa, the relation b etween the owners and the drivers is characte riz ed by a principal agent problem with the following features: (i) the principal can...
The World Economy—The Trend and Mechanism of Intergenerational Income Mobility in China: An Analysis from the Perspective of Human Capital, Social Capital and Wealth
The World Economy The Trend and Mechanism of Intergenerational Income Mobility in China An Analysis from the Perspective of Human Capital Social Capital Wealth
2014/1/13
The World Economy—The Trend and Mechanism of Intergenerational Income Mobility in China: An Analysis from the Perspective of Human Capital, Social Capital and Wealth。
The Evolution of Japanese Economic Cooperation 1950-1970 A Structural Analysis
A Structural Analysis Japanese Economic Cooperation
2014/3/24
The Evolution of Japanese Economic Cooperation 1950-1970 A Structural Analysis。
A Comprehensive Analysis of Time Series Segmentation on the Japanese Stock Prices
Tokyo Stock Exchange Jensen-Shannon divergence volatility
2012/6/2
This study conducts a comprehensive analysis of time series segmentation on the Japanese stock prices listed on the first section of the Tokyo Stock Exchange during the period from January 4, 2000 to ...
Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix
Foreign Exchange Market Fluctuation Scaling Scaling Breaking Global Average of Cross-Correlations
2012/4/28
We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of num...
Stability of the World Trade Web over Time - An Extinction Analysis
General Finance World Trade Web over Time
2011/7/25
Abstract: The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we intro...
The analysis of the relationships of Korean outbound tourism demand:Jeju Island and three international destinations
Dynamic conditional correlation Multivariate GARCH Vector error correction model Jeju Island Korean outbound tourism
2011/4/2
This paper investigates the determinants of the relationship among Korean outbound tourism demand for Jeju Island and three other Asian island countries using the multivariate generalized autoregressi...
Analysis of trade packages in Chinese stock market
Econophysics Trade package Stock trading behavior Price impact Scaling laws
2011/3/30
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. We investigate the probability distribution...