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The Variability and Volatility of Sleep : An Archetypal Approach

Hamermesh, Daniel S.; Pfann, Gerard A. - 2022

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

Persistent link: https://www.econbiz.de/10014083924

From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina Since the 1890s

Campos, Nauro - 2014

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

Persistent link: https://www.econbiz.de/10013042993

Implementing the Panel Event Study

Clarke, Damian - 2020

practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference …

Persistent link: https://www.econbiz.de/10012827337

The Value Relevance of Top Executive Departures : Evidence from the Netherlands

Cools, Cornelis; Praag, Mirjam van - 2021

On theoretical grounds, monitoring of top executives by the (supervisory) board is expected to be value relevant. The empirical evidence is ambiguous and we analyze three non-competing explanations for this ambiguity: (i) The positive effect on firm value of board monitoring is hidden in stock...

Persistent link: https://www.econbiz.de/10013316805

Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)

Poggi, Ambra - 2007

Economic theory and empirical evidence clearly show that social exclusion dimensions are inter-related. Notwithstanding that, dimensions are usually assumed independent from one another in the economics literature. In this paper we explore the inter-dependency of social exclusion dimensions and...

Persistent link: https://www.econbiz.de/10012777463

Misspecification Testing in a Class of Conditional Distributional Models

Rothe, Christoph - 2012

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...

Persistent link: https://www.econbiz.de/10013110184

Anatomy of Welfare Reform Evaluation : Announcement and Implementation Effects

Blundell, Richard W. - 2011

This paper formulates a simple model of female labor force decisions which embeds an in-work benefit reform and explicitly allows for announcement and implementation effects. We explore several mechanisms through which women can respond to the announcement of a reform that increases in-work...

Persistent link: https://www.econbiz.de/10013119013

The Effect of Announced Downsizing on Workplace Performance : Evidence from a Retail Chain

Friebel, Guido - 2016

We estimate the effect of downsizing announcement on workplace performance using data from a German bakery chain of 193 shops. Faced with intensified competition, the firm decided to sell or close down 57 of its worst performing shops. We identify the effect of downsizing from a plausibly...

Persistent link: https://www.econbiz.de/10012998999

Predictability of Asset Returns and the Efficient Market Hypothesis

Pesaran, M. Hashem - 2010

This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...

Persistent link: https://www.econbiz.de/10013141228

Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market

Dickinson, David L. - 2017

Traders in global markets operate at different local times-of-day. Suboptimal times-of-day may produce sleepiness due to daily variations in sleep/wake patterns and possibly also increased accumulation of hours awake. Global asset markets imply significantly increased heterogeneity in circadian...

Persistent link: https://www.econbiz.de/10012947730