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Stochastic Data Envelopment Analysis (DEA) models have been introduced in the literature to assess the performance of operating entities with random input and output data. A stochastic DEA model with a reliability constraint is proposed in this study that maximizes the lower bound of an...
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We investigate the multiple attribute decision making problems in which attribute values take the form of triangular fuzzy linguistic information. Firstly, the definition and some operational laws of triangular fuzzy linguistic are introduced. Then, we have developed three fuzzy linguistic...
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<title>Abstract</title>In this paper, we investigate the multiple attribute decision making problems with fuzzy number intuitionistic fuzzy information. Firstly, some operational laws of fuzzy number intuitionistic fuzzy values, score function and accuracy function of fuzzy number intuitionistic fuzzy values...
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This paper examines opening and closing return patterns on the Chinese stock markets. We find that open-to-open returns are significantly more volatile than close-to-close returns. In addition, the correlation of the overnight return with the following daytime return is significantly negative,...
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China's regional income gap has given rise to different socio-economic characteristics of its core and periphery, leading to different expressions in demographic transition. This paper explores the spatial pattern of China's fertility, age, migration, and household transition and finds that the...
Persistent link: https://www.econbiz.de/10010547756
In this paper, we study the relation between order imbalances (buyer versus seller-initiated trades measured by a buy ratio) at an early trading hour and intraday price discovery in the Chinese stock markets. We find that the volatility of order imbalances is the highest around the open. There...
Persistent link: https://www.econbiz.de/10009395562