搜索结果: 1-13 共查到“理论经济学 flow”相关记录13条 . 查询时间(0.062 秒)
The magnitude, and even the direction, of net international capital
ows does not t
neoclassical models well; in particular, rich countries attract net
ows that should go
to poor, capital scarce...
The Euro Crisis through the Lens of Capital Flow Reversals
The Euro Crisis the Lens of Capital Flow Reversals
2014/3/18
The Euro Crisis through the Lens of Capital Flow Reversals。
Impossible Trinity, Capital Flow Market and Financial Stability
Systemic problem financial market capital market
2011/9/11
As observed by Calvo (2002) , the world financial market is wrought with systemic hazards that are largely independent to the individual countries affected. Systemic problem requires systemic instrume...
Fund Flow Volatility and Performance
Open-end mutual funds performance differences cash holdings
2011/8/21
This paper provides a detailed analysis of the impact of daily mutual fund flow volatility on fund performance. I document a significant negative relationship between the volatility of daily fund flow...
The Effects of Financial Statement Information Proximity and Feedback on Cash Flow Forecasts
financial statement cash flows feedback
2011/8/20
The Financial Accounting Standards Board (FASB) and International Accounting Standards Board (IASB), in their joint Financial Statement Presentation project, are reconsidering the basic format of fina...
Discussion of 'The Effects of Financial Statement Information Proximity and Feedback on Cash Flow Forecasts'
financial statement the competitive market environment neural processing of financial data
2011/8/20
The article presents a discussion of issues raised in the article "The effect of financial statement information proximity and feedback on cash flow forecasts" by Frank D. Hodge, Patrick E. Hopkins, a...
How does the market react to your order flow?
Financial markets market microstructure limit order book
2011/7/22
We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose t...
The gauge theory of arbitrage was introduced by Ilinski in [arXiv:hep-th/9710148] and applied to fast money flows in [arXiv:cond-mat/9902044]. The theory of fast money flow dynamics attempts to model...
In this note we represent a classical bankruptcy problem as a standard flow problem on a simple network and implement some known division rules from the bankruptcy literature via suitable cost functi...
Optimal investment on finite horizon with random discrete order flow in illiquid markets
liquidity modelling discrete order flow optimal investment inhomogenous Poisson process dynamic programming
2010/11/1
We study the problem of optimal portfolio selection in an illiquid market with discrete order flow. In this market, bids and offers are not available at any time but trading occurs more frequently nea...
The effect of a market factor on information flow between stocks using minimal spanning tree
market factor stocks minimal spanning tree
2010/11/1
We empirically investigated the effects of market factors on the information flow created from
N(N −1)/2 linkage relationships among stocks. We also examined the possibility of employing the mi...
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pac...
Effects of time dependency and efficiency on information flow in financial markets
efficiency information flow financial markets
2010/12/13
We investigated financial market data to determine which factors affect information flow between stocks. Two factors, the time dependency and the degree of efficiency, were considered in the analysis...