搜索结果: 1-15 共查到“经济学 in their book”相关记录37条 . 查询时间(0.218 秒)
What is a Company Really Worth? Intangible Capital and the “Market to Book Value” Puzzle
Intangible Capital Market
2015/9/21
This is a revised draft of working paper #08-02 of the Economics Program of the
Conference Board. We would like to thank Martin Fleming and Baruch Lev for their
comments on earlier drafts, as well...
What Makes a Critic Tick? Connected Authors and the Determinants of Book Reviews
Books Quality Experience and Expertise Relationships Publishing Industry
2015/4/27
This paper investigates the determinants of expert reviews in the book industry. Reviews are determined not only by the quality of the product, but also by the incentives of the media outlet providing...
A multi-agent nonlinear Markov model of the order book
A multi-agent nonlinear Markov model order book
2012/9/14
We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a ecting the market arrives. Our model...
Price Jump Prediction in Limit Order Book
Price Jump Prediction Limit Order Book Trading and Market Microstructure
2012/4/28
A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an empirical result on the relationship between the bid-ask liquidity bala...
Discussion of 'Credit Ratings and Taxes: The Effect of Book-Tax Differences on Ratings Changes'
Credit ratings and taxes book-tax differences ratings changes
2011/8/26
The article reviews the paper in the current issue entitled "Credit ratings and taxes: The effect of book-tax differences on ratings changes" by B. Ayers, S. Laplante, and S. McGuire.
Credit Ratings and Taxes: The Effect of Book-Tax Differences on Ratings Changes
credit analysts book and taxable income
2011/8/22
This paper examines whether credit analysts utilize the information contained in the difference between book and taxable income in analyzing a firm’s credit risk. Increased book–tax differences may be...
Models for the impact of all order book events
price impact market orders limit orders cancellations market microstructure order flow
2011/7/19
We propose a general framework to describe the impact of different events in the order book,
that generalizes previous work on the impact of market orders. Two different modeling routes can be consid...
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange
trading activity electronic on-book dealership off-book
2011/3/23
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market m...
As the pricing mechanism in more than half the world's financial markets, the limit order book has recently been the focus of a great deal of published literature in a wide range of disciplines. In th...
Studies of the limit order book around large price changes
limit order book large price changes
2010/10/29
We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volat...
The price impact of order book events: market orders, limit orders and cancellations
price impact market orders limit orders cancellations market microstructure order flow
2010/10/29
While the long-ranged correlation of market orders and their impact on prices has been relatively well studied in the literature, the corresponding studies of limit orders and cancellations are scarce...
"Market making" behaviour in an order book model and its impact on the bid-ask spread
Market making behaviour order book model impact bid-ask spread
2010/10/19
It has been suggested that marked point processes might be good candidates for the modelling of financial high-frequency data. A special class of point processes, Hawkes processes, has been the subje...
A Multi Agent Model for the Limit Order Book Dynamics
Market Microstructure Econophysics Multi-Agent Models
2010/10/20
In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mec...
The birth of modern economic science Reading Gilles Campagnolo’s book
history of economic thought Austrian analysis
2014/6/24
The 1870s have always held a specialattraction for specialists in the history of thought. For economic theory these are the years of the Great Crossroads when economic theory was at critical breaking ...
Explaining variation in market to book ratios: do corporate reputation ratings add explanatory power over and above brand values?
Market-to-book ratios corporate reputation brand value financial reporting
2010/10/18
This study examines the importance of brand and corporate reputations in explaining
variations in market-to-book value relationships. Using the 2006 Corebrand database of 500
companies with identifi...