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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...
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。
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...
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...
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...
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 Evolution of Japanese Economic Cooperation 1950-1970 A Structural Analysis
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 ...
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...
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...
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...
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...

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