Auflistung nach Forschungsbereich "Financial Markets"
Anzeige der Dokumente 61-80 von 197
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GFD
Global Financial Data provides the most comprehensive, historical economic and financial information available anywhere. GFD specializes in providing Financial and Economic Data that extends from the 1000s to the present—beyond ... -
Global Realignment in Financial Market Dynamics: Evidence from ETF Networks
(2021-02-04)The centrality of the United States in the global financial system is taken for granted, but its response to recent political and epidemiological events has suggested that China now holds a comparable position. Using ... -
Global Temperature, R&D Expenditure, and Growth
(2017-11-15)We shed new light on the macroeconomic effects of rising temperatures. In the data, a shock to global temperature dampens expenditures in research and development (R&D). We rationalize this empirical evidence within a ... -
Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?
(2016-12-12)This paper examines whether investor mood, driven by World Health Organization (WHO) alerts and media news on globally dangerous diseases, is priced in pharmaceutical companies' stocks in the United States. We concentrate ... -
GorodnichenkoWeber_2015
Research that was conducted with restricted access to the Bureau of Labor Statistics (BLS) data. -
Growth Options and Firm Valuation
(2013-11-01)"This paper studies the relation between firm value and a firm's growth options. We find strong empirical evidence that (average) Tobin's Q increases with firm-level volatility. The significance mainly comes from R&D firms, ... -
Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics
(2017-10-17)Empirical evidence suggests that investments in research and development (R&D) by older and larger firms are more spread out internationally than R&D investments by younger and smaller firms. In this paper, I explore the ... -
HHS
It is the mission of the U.S. Department of Health & Human Services (HHS) to enhance and protect the health and well-being of all Americans. We fulfill that mission by providing for effective health and human services and ... -
High-Frequency Trading and Price Informativeness
(2019-03-09)We study how stock price informativeness changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence ... -
High-Frequency Trading and Price Informativeness
(2019-03-01)We study how the informativeness of stock prices changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT ... -
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
(2020-03-01)We show that High Frequency Traders (HFTs) are not beneficial to the stock market during flash crashes. They actually consume liquidity when it is most needed, even when they are rewarded by the exchange to provide immediacy. ... -
Horizontal Industry Relationships and Return Predictability
(2019-08-09)It has been documented that vertical customer-supplier links between industries are the basis for strong cross-sectional stock return predictability (Menzly and Ozbas (2010)). We show that robust predictability also arises ... -
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis
(2016-09-28)Amid increasing regulation, structural changes of the market and Quantitative Easing as well as extremely low yields, concerns about the market liquidity of the Eurozone sovereign debt markets have been raised. We aim to ... -
IBES
I/B/E/S Estimates provide deeper insight and analysis on a product/segment basis. Our estimate data is shown at sector level – screened with the most rigorous quality control methods, across 22,000 active companies in 90 ... -
Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections
(2018-08-08)The paper investigates the determinants of the idiosyncratic volatility puzzle by allowing linkages across asset returns. The first contribution of the paper is to show that portfolios sorted by increasing indegree computed ... -
IFO
"The ifo Institute provides the material with which it strives to shape the discourse on relevant topics in academia and in the public eye - hence our claim ""Shaping the Economic Debate""" -
IHS Markit
IHS Markit offers an unmatched combination of information, analytics and expertise. Our diverse team of professional thought leaders, subject matter experts, analysts and consultants continually advance IHS Markit solutions ... -
Impact of public news sentiment on stock market index return and volatility
(2021-10-11)Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables ... -
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
(2020-01-27)We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high IVD corresponding to late resolution. Portfolio sorts on a large cross-section of stocks indicate that ...