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Cross-country analysis of efficiency and productivity in the biotech industry: an application of the generalized metafrontier Malmquist productivity index
asymmetry co-integration milk, price transmission VECM
2015/3/31
The paper provides insights into the price transmission of dairy sector in Slovakia and examined the nature of price adjustments and market efficiency along the vertical chain. The results were based ...
Value matters: Predictability of Stock Index Returns
Valuation Ratios Long Run Stock Market Returns General Finance
2012/4/28
The aim of this paper is twofold: to provide a theoretical framework and to give further empirical support to Shiller's test of the appropriateness of prices in the stock market based on the Cyclicall...
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data
CSI 300 Index Future High-Frequency Data Futures-Spot Arbitrage Mean Reversion Effect Mispricing Ratio
2013/2/23
Based on 1 minute high frequency data, this paper constructs no-arbitrage band for CSI300 index futures, and empirically studies the futures-spot arbitrage. Furthermore, the mean reversion and its tim...
Multifractal analysis and instability index of prior-to-crash market situations
Multifractal analysis instability index prior-to-crash market situations
2010/11/2
We take prior-to-crash market prices (NASDAQ, Dow Jones Indus-trial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We stu...
MIT commercial property price index posts record drop--Gauge declines 18 percent in second quarter, but signs of bottom appear
commercial property price index bottom
2009/8/10
Transaction prices of commercial property sold by major institutional investors fell by 18 percent in the second quarter of 2009, according to an index developed and published by the MIT Center for Re...
《Handbook of Game Theory with Economic Applications》Auther index
Handbook of Game Theory with Economic Applications Auther index KENNETH J. ARROW MICHAEL D. INTRILIGATOR
2009/4/3
《Handbook of Game Theory with Economic Applications》Auther index。
《Handbook of Game Theory with Economic Applications》index
Handbook of Game Theory with Economic Applications index KENNETH J. ARROW MICHAEL D. INTRILIGATOR
2009/4/3
《Handbook of Game Theory with Economic Applications》index。
Potential for utilization of theEuropean customer satisfaction index in agro-business
marketing management customer satisfaction European customer satisfaction index
2014/3/20
The topic of this article focuses on customer satisfaction. The customer satisfaction is considered as a crucial factor for the success of all market organisations. The subject is very often discussed...