Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Jaime F Lavin"'
Publikováno v:
PLoS ONE, Vol 16, Iss 5, p e0250846 (2021)
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market's volatility indices' predictive power on synchronizing global equity indices re
Externí odkaz:
https://doaj.org/article/58a0cde6ed6d4d4195339ede508218a5
Publikováno v:
Mathematics, Vol 11, Iss 7, p 1591 (2023)
This paper studies the predictability of implied volatility indices of stocks using financial reports tone disagreement from U.S. firms. For this purpose, we build a novel measure of tone disagreement based on financial report tone synchronization of
Externí odkaz:
https://doaj.org/article/31c39ac302d240cf9620e4a41487d7cc
Publikováno v:
Complexity, Vol 2019 (2019)
This paper studies the topology of the Chilean mutual fund industry using networks methods. With the physical positions of the local equity portfolios managed during 2003.01-2017.4, we analyze their connectivity structure in both the mutual funds’
Externí odkaz:
https://doaj.org/article/50c000bd68304486bd8797838d0de6a0
Publikováno v:
Complexity, Vol 2017 (2017)
We study how changes in the structure of a brokers’ transaction network affect the probability with which the returns and volume of the traded financial assets change significantly. We analyze how the dynamics of the brokers’ transaction network
Externí odkaz:
https://doaj.org/article/5c253a58575541f5a5c51a072f283d92
Publikováno v:
Entropy
Volume 23
Issue 10
Entropy, Vol 23, Iss 1307, p 1307 (2021)
Volume 23
Issue 10
Entropy, Vol 23, Iss 1307, p 1307 (2021)
The financial market is a complex system in which the assets influence each other, causing, among other factors, price interactions and co-movement of returns. Using the Maximum Entropy Principle approach, we analyze the interactions between a select
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::957257b456554d527654be324a2f22b2
Publikováno v:
Sustainability; Volume 14; Issue 23; Pages: 15760
Current challenging environments pressure firms to improve their overall ESG performance. However, there is tension between the benefits of ESG disclosure and firm performance. We deepen the understanding of ESG disclosure’s contribution to firms
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::653862d209590a68e2d41fdeecd72440
https://doi.org/10.3390/su142315760
https://doi.org/10.3390/su142315760
Publikováno v:
Journal of Consumer Affairs. 53:1970-2002
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21d86c98502d645b422aed778f292023
https://doi.org/10.1111/joca.12279
https://doi.org/10.1111/joca.12279
Publikováno v:
PLoS ONE
PLoS ONE, Vol 16, Iss 5, p e0250846 (2021)
PLoS ONE, Vol 16, Iss 5, p e0250846 (2021)
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market’s volatility indices’ predictive power on synchronizing global equity indice
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38bdbfb9277ce3ca7ee2543dc644c465
http://europepmc.org/articles/PMC8136682
http://europepmc.org/articles/PMC8136682
Publikováno v:
Complexity, Vol 2021 (2021)
The synchronization in financial markets has increased during the rise of global markets. Nevertheless, global shocks provoke high levels of returns synchronization that jeopardize market stability. Using correlation-based networks, regressions, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26f69e44f228d927b5fde75f5bc1a500
https://doaj.org/article/85af32dbd6374fa0b50bb1d7a01d759f
https://doaj.org/article/85af32dbd6374fa0b50bb1d7a01d759f
Publikováno v:
Complexity, Vol 2020 (2020)
This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c630604c3c3174e68cdfd557336b0932
https://doaj.org/article/1d72071b35d74a63b9cf1bcf7f3263a3
https://doaj.org/article/1d72071b35d74a63b9cf1bcf7f3263a3