Zobrazeno 1 - 10
of 126
pro vyhledávání: '"Ephraim Clark"'
Publikováno v:
Investment Management & Financial Innovations, Vol 5, Iss 3 (2008)
Externí odkaz:
https://doaj.org/article/a29d779151d2412b8aaf5a447e607384
Publikováno v:
The International Journal of Banking and Finance, Vol 1, Iss 2 (2003)
In this paper we test for the most effective cross hedging instrument for the Singapore spot market in jet fuel over the period February 4, 1997 to August 21, 2001. Our results are mixed. We find that the heating oil contract is the best in-sample cr
Externí odkaz:
https://doaj.org/article/203640ccd0434f7eb6789ba75cd91864
Autor:
Zhuo Qiao, Ephraim Clark
Publikováno v:
Accounting Research Journal. 35:178-195
Purpose This paper aims to analyze the differences in the efficiency of public accounting firms across both firms and countries in the post-Sarbanes-Oxley world. It also investigates the issues surrounding the dynamics of their efficiency gaps. Desig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95bc08b9ab4f9fbaa582fde87c96e1ce
https://doi.org/10.1108/arj-08-2020-0260
https://doi.org/10.1108/arj-08-2020-0260
Publikováno v:
Technological Forecasting and Social Change. 189:122350
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::562b8df4faf423ca53bd0390e02c8d17
https://doi.org/10.1016/j.techfore.2023.122350
https://doi.org/10.1016/j.techfore.2023.122350
Autor:
Zhuo Qiao, Ephraim Clark
Publikováno v:
Annals of Operations Research. 313:855-875
This paper measures the efficiency and convergence of 37 stock exchanges in 35 countries over the period from 2006 to 2014, a period that encompasses a full business cycle of growth, recession and recovery. We combine a multi-stage data envelopment a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcaf6aba5b0728a19ab50bc0521a9b17
https://doi.org/10.1007/s10479-020-03869-1
https://doi.org/10.1007/s10479-020-03869-1
Autor:
Zhuo Qiao, Ephraim Clark
Publikováno v:
The Quarterly Review of Economics and Finance. 76:12-21
This paper investigates the value premium puzzle in the Chinese stock market. After establishing that the value premium does exist in the Chinese stock market, it uses an innovative technique based on stochastic dominance theory to test the behavior
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96a5696608271e19fcc4704ddbed05f2
https://doi.org/10.1016/j.qref.2019.04.007
https://doi.org/10.1016/j.qref.2019.04.007
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdc168164240aa8c4ae335a3c7b92336
https://doi.org/10.2139/ssrn.4118436
https://doi.org/10.2139/ssrn.4118436
Publikováno v:
Annals of Operations Research. 313:603-604
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c4d1f47f17b32215930ef1fd89db9d6
https://doi.org/10.1007/s10479-022-04746-9
https://doi.org/10.1007/s10479-022-04746-9
Publikováno v:
Risk Management. 22:108-132
This paper develops new financial theory to link the third-order stochastic dominance (TSD) for risk-averse and risk-seeking investors and provide illustration of application in risk management. We present some interesting new properties of TSD for r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3eb96aa8cd15e5fe9726c63bdcee13e2
https://doi.org/10.1057/s41283-019-00057-9
https://doi.org/10.1057/s41283-019-00057-9