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Empirical Futures
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Download or read book Empirical Futures written by George Baca and published by ReadHowYouWant.com. This book was released on 2010-05-07 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the 1950s, anthropologist Sidney W. Mintz has been at the forefront of efforts to integrate the disciplines of anthropology and history. Author of Sweetness and Power: The Place of Sugar in Modern History and other groundbreaking works, he was one of the first scholars to anticipate and critique globalization studies. However, a strong...
Book Synopsis Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : Robert J. Hodrick
Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Book Synopsis Empirical Software Engineering Issues. Critical Assessment and Future Directions by : Victor Basili
Download or read book Empirical Software Engineering Issues. Critical Assessment and Future Directions written by Victor Basili and published by Springer. This book was released on 2007-06-11 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the International Dagstuhl-Seminar on Empirical Software Engineering, held in Dagstuhl Castle, Germany in June 2006. The 54 revised full papers in this state-of-the-art survey are organized in topical sections on the empirical paradigm, measurement and model building, technology transfer and education, as well as roadmapping.
Book Synopsis Quantitative and Empirical Analysis of Energy Markets by : Apostolos Serletis
Download or read book Quantitative and Empirical Analysis of Energy Markets written by Apostolos Serletis and published by World Scientific. This book was released on 2007 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together leading-edge research and innovative energy markets econometrics, this book collects the authorOCOs most important recent contributions in energy economics. In particular, the book: . OCo applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis. OCo presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles. OCo uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities. OCo explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets. OCo applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)."
Book Synopsis Empirical derivative pricing with LME industrial metal data by : Christian Stepanek
Download or read book Empirical derivative pricing with LME industrial metal data written by Christian Stepanek and published by Cuvillier Verlag. This book was released on 2015-08-27 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is focused on empirical examinations of commodity derivatives. Commodity futures and options are very important for companies in hedging their commodity price risks. Financial institutions participate also in commodity derivative markets either to gain exposure to commodity prices, diversify their portfolios, or hedge commodity price risk from financial transactions. But also retail investors have been more and more interested in commodity investments for some years. Because of their limited access to commodity markets, they have to rely on special commodity SFPs issued by banks. However, in contrast to derivatives with standard underlyings, such as stocks or bonds, there are various specific aspects to commodity derivatives. Especially interesting from academic as well as practitioners’ point of view are the pricing relations between spot and derivative prices, which are closely linked to market fundamentals. But also from the financialization of commodity markets arise several subjects which require scientific examination. I identify in this thesis several unresolved research questions on commodity futures, options, and SFPs. This way it is possible to offer insights in derivative markets for industrial companies, financial institutions, and retail investors alike.
Book Synopsis Socio-Technical Futures Shaping the Present by : Andreas Lösch
Download or read book Socio-Technical Futures Shaping the Present written by Andreas Lösch and published by Springer Nature. This book was released on 2019-11-11 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exploration of ways to conceptualize the shaping of the present by socio‐technical futures is the aim of this volume. Therefore it brings together contributions from Science and Technology Studies and Technology Assessment, which focus all on the question how socio-technical images of the future shape present processes of innovation and transformation starting from empirical case studies and generalizing specific findings or by tackling conceptual questions from the outset. A white paper of 23 authors, which aims to sensitize researchers and practitioners completes the volume.
Book Synopsis The Future: A Very Short Introduction by : Jennifer M. Gidley
Download or read book The Future: A Very Short Introduction written by Jennifer M. Gidley and published by Oxford University Press. This book was released on 2017-03-16 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the beginning of time, humans have been driven by both a fear of the unknown and a curiosity to know. We have always yearned to know what lies ahead, whether threat or safety, scarcity or abundance. Throughout human history, our forebears tried to create certainty in the unknown, by seeking to influence outcomes with sacrifices to gods, preparing for the unexpected with advice from oracles, and by reading the stars through astrology. As scientific methods improve and computer technology develops we become ever more confident of our capacity to predict and quantify the future by accumulating and interpreting patterns form the past, yet the truth is there is still no certainty to be had. In this Very Short Introduction Jennifer Gidley considers some of our most burning questions: What is "the future "?; Is the future a time yet to come?; Or is it a utopian place?; Does the future have a history?; Is there only one future or are there many possible futures? She asks if the future can ever be truly predicted or if we create our own futures - both hoped for and feared - by our thoughts, feelings, and actions, and concludes by analysing how we can learn to study the future. ABOUT THE SERIES: The Very Short Introductions series from Oxford University Press contains hundreds of titles in almost every subject area. These pocket-sized books are the perfect way to get ahead in a new subject quickly. Our expert authors combine facts, analysis, perspective, new ideas, and enthusiasm to make interesting and challenging topics highly readable.
Book Synopsis Indian Economy: Empirical Analysis On Monetary And Financial Issues In India by : Hamori Shigeyuki
Download or read book Indian Economy: Empirical Analysis On Monetary And Financial Issues In India written by Hamori Shigeyuki and published by World Scientific. This book was released on 2014-09-05 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: India's financial sector has undergone significant changes following the start of the economic liberalization in the early 1990s. In addition to providing important information on monetary and financial issues in India, this book also provides examples to analyze a developing economy by using macro-financial data. The book also focuses on three main topics, that is, monetary policy, financial markets and finance-poverty nexus, and provides new insights into these issues by applying some recently developed quantitative techniques.
Book Synopsis 2014 International Conference on Computer, Network by :
Download or read book 2014 International Conference on Computer, Network written by and published by DEStech Publications, Inc. This book was released on 2014-03-12 with total page 769 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of the 2014 International Conference on Computer, Network Security and Communication Engineering (CNSCE2014) is to provide a platform for all researchers in the field of Computer, Network Security and Communication Engineering to share the most advanced knowledge from both academic and industrial world, to communicate with each other about their experience and most up-to-date research achievements, and to discuss issues and future prospects in these fields. As an international conference mixed with academia and industry, CNSCE2014 provides attendees not only the free exchange of ideas and challenges faced by these two key stakeholders and encourage future collaboration between members of these groups but also a good opportunity to make friends with scholars around the word. As the first session of the international conference on CNSCE, it covers topics related to Computer, Network Security and Communication Engineering. CNSCE2014 has attracted many scholars, researchers and practitioners in these fields from various countries. They take this chance to get together, sharing their latest research achievements with each other. It has also achieved great success by its unique characteristics and strong academic atmosphere as well as its authority.
Book Synopsis Empirical Finance for Finance and Banking by : Robert Sollis
Download or read book Empirical Finance for Finance and Banking written by Robert Sollis and published by John Wiley & Sons. This book was released on 2012-02-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics. The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.
Book Synopsis Empirical Asset Pricing by : Wayne Ferson
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Book Synopsis Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data (Second Edition) by : Graham L Giller
Download or read book Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data (Second Edition) written by Graham L Giller and published by World Scientific. This book was released on 2022-06-27 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went 'viral' before anybody knew what that meant, on being the person who forgot to hit 'enter' to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as 'The Pleasure of Finding Things Out.'
Book Synopsis Three essays on empirical finance by : Tse-Chun Lin
Download or read book Three essays on empirical finance written by Tse-Chun Lin and published by Rozenberg Publishers. This book was released on 2009 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of Empirical Corporate Finance SET by : B. Espen Eckbo
Download or read book Handbook of Empirical Corporate Finance SET written by B. Espen Eckbo and published by Elsevier. This book was released on 2008-12-23 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set summarizes recent research on corporate decision-making. The first volume covers measurement and theoretical subjects as well as sources of capital, including banks, public offerings, and private investors. In the second volume, contributors focus on the ways corporations are structured and the practices through which they can be bought and sold. Thus, its major subjects include dividends, capital structure, financial distress, takeovers, restructurings, and managerial incentives. *Takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues *Discusses everything from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior. *Contributors are leading empirical researchers that remain active in their respective areas of expertise *Writing style makes the chapters accessible to industry practitioners
Book Synopsis Empirical Asset Pricing by : Turan G. Bali
Download or read book Empirical Asset Pricing written by Turan G. Bali and published by John Wiley & Sons. This book was released on 2016-04-04 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.” Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences “The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice researchers. Bali, Engle, and Murray’s clear and careful guide to these issues provides a firm foundation for future discoveries.” John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University “Bali, Engle, and Murray provide clear and accessible descriptions of many of the most important empirical techniques and results in asset pricing.” Kenneth R. French, Roth Family Distinguished Professor of Finance, Tuck School of Business, Dartmouth College “This exciting new book presents a thorough review of what we know about the cross-section of stock returns. Given its comprehensive nature, systematic approach, and easy-to-understand language, the book is a valuable resource for any introductory PhD class in empirical asset pricing.” Lubos Pastor, Charles P. McQuaid Professor of Finance, University of Chicago Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second half of the book applies these techniques to demonstrate the most salient patterns observed in stock returns. The phenomena documented form the basis for a range of investment strategies as well as the foundations of contemporary empirical asset pricing research. Empirical Asset Pricing: The Cross Section of Stock Returns also includes: Discussions on the driving forces behind the patterns observed in the stock market An extensive set of results that serve as a reference for practitioners and academics alike Numerous references to both contemporary and foundational research articles Empirical Asset Pricing: The Cross Section of Stock Returns is an ideal textbook for graduate-level courses in asset pricing and portfolio management. The book is also an indispensable reference for researchers and practitioners in finance and economics. Turan G. Bali, PhD, is the Robert Parker Chair Professor of Finance in the McDonough School of Business at Georgetown University. The recipient of the 2014 Jack Treynor prize, he is the coauthor of Mathematical Methods for Finance: Tools for Asset and Risk Management, also published by Wiley. Robert F. Engle, PhD, is the Michael Armellino Professor of Finance in the Stern School of Business at New York University. He is the 2003 Nobel Laureate in Economic Sciences, Director of the New York University Stern Volatility Institute, and co-founding President of the Society for Financial Econometrics. Scott Murray, PhD, is an Assistant Professor in the Department of Finance in the J. Mack Robinson College of Business at Georgia State University. He is the recipient of the 2014 Jack Treynor prize.
Book Synopsis An Empirical Evaluation of the Stock Price Reaction to Errors in Management Forecasts of Earnings Per Share by : Russell Theodore Gingras
Download or read book An Empirical Evaluation of the Stock Price Reaction to Errors in Management Forecasts of Earnings Per Share written by Russell Theodore Gingras and published by . This book was released on 1974 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Empirical Model of Sunk Costs and the Decision to Export by : Mark J. Roberts
Download or read book An Empirical Model of Sunk Costs and the Decision to Export written by Mark J. Roberts and published by World Bank Publications. This book was released on 1999 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: March 1995 Exports respond unpredictably to a change in real exchange rates, suggests evidence from the 1980s. Recent theoretical work explains this as a consequence of the sunk costs associated with breaking into foreign markets. Sunk costs include the cost of packaging, upgrading product quality, establishing marketing channels, and accumulating information on demand sources. The authors use micro panel data to estimate a dynamic discrete-choice model of participation in export markets, a model derived from the Krugman-Baldwin sunk-cost hysteresis framework. Applying the model to data on manufacturing plants in Colombia (1981-89), they test for the presence of sunk entry costs and quantify the importance of those costs in explaining export patterns. The econometric results reject the hypothesis that sunk costs are zero. The results, which control for both observed and unobserved sources of plant heterogeneity, indicate that prior export market experience has a substantial effect on the probability of exporting, but its effect depreciates fairly quickly. The reentry costs of plants that have been out of the export market for a year are substantially lower than the costs of a first-time exporter. After a year out of the export market, however, the reentry costs are not significantly different from the entry costs. Plant characteristics are also associated with export behavior: large old plants owned by corporations are more likely to export than other plants. Variations in plant-level cost and demand conditions have much less effect on the profitability of exporting than variations in macroeconomic conditions and sunk costs do. It appears especially difficult to break into foreign markets during periods of world recession.
