Revisiting the Epps effect using volume time averaging: An exercise in R....
We revisit and demonstrate the Epps effect using two well-known non-parametric covariance estimators; the Malliavin and Mancino (MM), and Hayashi and Yoshida (HY) estimators. We show the existence of...
View ArticleModeling and Prediction of Iran's Steel Consumption Based on Economic...
The steel industry has great impacts on the economy and the environment of both developed and underdeveloped countries. The importance of this industry and these impacts have led many researchers to...
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Researchers’ advice to stress-prone entrepreneurs: learn to manage your...
When entrepreneurs start a new venture, they enter a demanding, changing and emotional process. To navigate through this process, they need to have their batteries fully charged, with positive...
View ArticleHow neural networks work—and why they’ve become a big business
How neural networks workâand why theyâve become a big businesshttps://t.co/i1rV0At8VV â Financial Technology (@fin_tech) December 6, 2019
View ArticleCall for Papers: Annual Event of Finance Research Letters 2020 - Puerto...
For the Finance Research Letters 2020 conference we would like to invite submission on substantial, original, and unpublished research. The focus of the conference is on financial sustainability and...
View ArticleMarketisation, Information Transparency and the Cost of Equity for Family Firms
Publication date: Available online 5 December 2019Source: Finance Research LettersAuthor(s): Jiaqi Guo, Changhong Li, Wenting Jiao, Zhan WangAbstractFrom the agency theory perspective, this study...
View ArticleDoes Chinese Investor Sentiment Predict Asia-Pacific Stock Markets? Evidence...
Publication date: Available online 6 December 2019Source: Finance Research LettersAuthor(s): Xiao LiAbstractUnlike existing literature mainly focuses on the impacts of local investor sentiment on local...
View ArticleMoneyScience: MoneyScience's event: MathFinance Conference 2020
Head's up! The Mathfinance Conference is coming to London next March! https://t.co/lAheBR4DAv #quantfinance #quant @MathFinance â moneyscience (@moneyscience)â¦
View ArticleMoneyScience: Preparing for 2022: What you need to know about LIBOR...
Resource: Preparing for 2022: What you need to know about LIBOR transition (PDF) https://t.co/ljbNtao50i â moneyscience (@moneyscience) December 6, 2019
View ArticleSEC Charges Multinational Telecommunications Company With FCPA Violations
The Securities and Exchange Commission today announced that Sweden-based Telefonaktiebolaget LM Ericsson was charged with engaging in a large-scale bribery scheme involving the use of sham consultants...
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Most party manifestos have taken women’s interests seriously
Half of the electorate are women. Research has consistently shown that women are more likely to be floating voters and to make their minds up on how to vote later than men. Securing womenâs votes is...
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