Search Results - subject:"Decomposition models"

Gender gaps in market participation among individual and joint decision-making farm households : evidence from southern Ethiopia

Gebre, Girma Gezimu; Isoda, Hiroshi; Rahut, Dil Bahadur; … - In: The European journal of development research 33 (2021) 3, pp. 649-683

Persistent link: https://www.econbiz.de/10012547276

The accuracy of spread decomposition models in capturing informed trades : Evidence from the London Stock Exchange and behavioural implications

Gregoriou, Andros; Rhodes, Mark - In: Review of Behavioral Finance 9 (2017) 1, pp. 2-13

(managers) and the proxies for informed trades computed by bid-ask spread decomposition models. Design/methodology/approach An … econometric application of spread decomposition models to data from the London Stock Exchange, with an examination of whether the … alternative to extant spread decomposition models perhaps incorporating findings from behavioural finance. Originality/value Given …

Persistent link: https://www.econbiz.de/10014990061

Inequalities in economic and educational status among social groups in India : Evidences from a village-based study in Uttar Pradesh

Awasthi, Ishwar Chandra; Shrivastav, Puneet Kumar - In: International Journal of Social Economics 44 (2017) 6, pp. 774-796

collected from the Census survey of villages exploring socio-economic disparities across social groups by using decomposition … models. Findings The results evidently lend credence to the postulations that a large proportion of the disadvantaged groups …

Persistent link: https://www.econbiz.de/10014807580

Inequalities in economic and educational status among social groups in India : evidences from a village-based study in Uttar Pradesh

Awasthi, Ishwar Chandra; Shrivastav, Puneet Kumar - In: International journal of social economics 44 (2017) 6, pp. 774-796

Persistent link: https://www.econbiz.de/10011748773

Time and the price impact of a trade: A structural approach

Grammig, Joachim G.; Theissen, Erik; Wünsche, Oliver - 2011

We revisit the role of time in measuring the price impact of trades using a new empirical method that combines spread decomposition and dynamic duration modeling. Previous studies which have addressed the issue in a vector-autoregressive framework conclude that times when markets are most active...

Persistent link: https://www.econbiz.de/10010308551

Limit order books and trade informativeness

Beltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, … - 2011

In the microstructure literature, information asymmetry is an important determinant of market liquidity. The classic setting is that uninformed dedicated liquidity suppliers charge price concessions when incoming market orders are likely to be informationally motivated. In limit order book...

Persistent link: https://www.econbiz.de/10010308565

Time and the price impact of a trade: A structural approach

Grammig, Joachim G.; Theissen, Erik; Wünsche, Oliver - Center for Financial Studies - 2011

Persistent link: https://www.econbiz.de/10010986395

Limit order books and trade informativeness

Beltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, … - Center for Financial Studies - 2011

Persistent link: https://www.econbiz.de/10010958547

Active power estimation of photovoltaic generators for distribution network planning based on correlation models

Ramon-Marin, Miquel; Sumper, Andreas; … - In: Energy 64 (2014) C, pp. 758-770

For the last years, PV (photovoltaic) generation has been having an important impact on LV (low voltage) and MV (medium voltage) grids in Spain, due to the increasing number of installations. As power monitoring of the generation is in most cases not required, utilities are forced to make...

Persistent link: https://www.econbiz.de/10010810504

Three-dimensional decomposition models for carbon productivity

Meng, Ming; Niu, Dongxiao - In: Energy 46 (2012) 1, pp. 179-187

This paper presents decomposition models for the change in carbon productivity, which is considered a key indicator …

Persistent link: https://www.econbiz.de/10010809610