Anzeige der Dokumente 405-424 von 1145

    • Hao Zhou Webpage 

      Unbekannter Autor
      The variance risk premium taken from Hao Zhou’s homepage.
    • Haver Analytics 

      Unbekannter Autor
      Haver Analytics updates and manages historical time series data for macro strategy and research. The data offering ranges from daily market data to annual economic statistics. Haver data are accessed through our DLX software ...
    • HBS 

      Unbekannter Autor
      Household Budget Surveys (HBSs) are national surveys focusing mainly on consumption expenditure. They are conducted in all EU Member States and their primary aim (especially at national level) is to calculate weights for ...
    • HdAG 

      Unbekannter Autor
      The Handbuch der deutschen Aktiengesellschaften (HbAG, at times also spelled Handbuch der deutschen Aktien-Gesellschaften) was a comprehensive reference work on stock corporations in Germany from 1896 onward, including ...
    • Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics 

      Grüning, Patrick (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 ...
    • HFCS 

      Unbekannter Autor
      The HFCS collects information on the assets, liabilities, income and consumption of households. The dataset provides insights into their economic behaviour and financial situation – highly relevant factors in terms of ...
    • HFRX 

      Unbekannter Autor
      HFR is the established global leader in the indexation, analysis and research of the hedge fund industry. With over 150 indices ranging from broad composites down to specific, niche areas of sub-strategy and regional ...
    • HHS 

      Unbekannter Autor
      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 ...
    • Hidden Gems and Borrowers with Dirty Little Secrets: Investment in Soft Information, Borrower Self-selection and Competition 

      Gropp, Reint E.; Gruendl, Christian; Guettler, Andre (2013-05-01)
      This paper empirically examines the role of soft information in the competitive interaction between relationship and transaction banks. Soft information can be interpreted as a valuable signal about the quality of a firm ...
    • High-Dimensional Sparse Financial Networks through a Regularised Regression Model 

      Bernardi, Mauro; Costola, Michele (2019-02-12)
      "We propose a shrinkage and selection methodology specifically designed for network inference using high dimensional data through a regularised linear regression model with Spike-and-Slab prior on the parameters. The ...
    • High-Frequency Trading and Price Informativeness 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (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 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (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? 

      Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto (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. ...
    • Higher-Order Income Risk over the Business Cycle: A Parametric Approach 

      Busch, Christopher; Ludwig, Alexander (2020-03-24)
      We extend the canonical income process with persistent and transitory risk to shock distributions with left-skewness and excess kurtosis, to which we refer as higher- order risk. We estimate our extended income process by ...
    • HMD 

      Unbekannter Autor
      The Human Mortality Database (HMD) contains original calculations of death rates and life tables for national populations (countries or areas), as well as the input data used in constructing those tables. The input data ...
    • HMDA 

      Unbekannter Autor
      Background & Purpose The Home Mortgage Disclosure Act (HMDA) was enacted by Congress in 1975 and was implemented by the Federal Reserve Board's Regulation C. This regulation provides the public loan data that can be used ...
    • Horizontal Industry Relationships and Return Predictability 

      Schlag, Christian; Zeng, Kailin (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 ...
    • Hotspot FX 

      Unbekannter Autor
      Cboe FX brings the powerful benefits of an independent, transparent market structure to institutional foreign exchange trading. Our expanding model, which has grown to include disclosed trading solutions, outright deliverable ...
    • Household Debt and Social Interactions 

      Georgarakos, Dimitris; Haliassos, Michalis; Pasini, Giacomo (2013-12-06)
      Can concern with relative standing, which has been shown to influence consumption and labor supply, also increase borrowing and the likelihood of financial distress? We find that perceived peer income contributes to debt ...
    • Housing Habits and Their Implications for Life-Cycle Consumption and Investment 

      Kraft, Holger; Munk, Claus; Wagner, Sebastian (2017-01-26)
      We solve a rich life-cycle model of household decisions involving consumption of perishable goods and housing services, habit formation for housing consumption, stochastic labor income, stochastic house prices, home renting ...