Now showing items 1-7 of 7
Detecting macroeconomic phases in the Dow Jones Industrial Average time series
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average (DJI) time series between January 1997 and August 2008. Modeling the index movements and log-index movements ...
Loss-aversion and household portfolio choice
In this paper we empirically test if loss-aversion affects household participation in equity markets, household allocations to equity, and household allocations between mutual funds and individual stocks. Using household ...
Culture as common sense : perceived consensus versus personal beliefs as mechanisms of cultural influence
We propose that culture affects people through their perceptions of what is consensually believed. Whereas past research has examined whether cultural differences in social judgment are mediated by differences in individuals’ ...
A daily repeated measures study of job search and distress : evidence from China
We examined the relationship between job search and distress using the daily diary method that involved 100 unemployed job seekers in China. Three models were tested: a direct relationship model (examining the effect of ...
Coordination in vendor-buyer inventory systems: on price discounts, Stackelberg game and joint optimisation
We consider a version of the Stackelberg game that is used to model discount pricing decisions in vendor-buyer supply chains. The game consists of a leader who is selling a product to one (or more) follower(s) who in turn ...
Benchmarking money manager performance : issues and evidence
Academic and practitioner research yields a proliferation of methods using size and value/growth attributes or factors to evaluate portfolio performance. We assess the relative merits of several of the most widely-used ...
Financing China's entrepreneurs: the role of legislative membership
(Edward Elgar Publishing, 2009)
Abstract not available.