Showing 1 - 10 of 17
The primary purpose of this research is to perform an empirical test using Arbitrage Pricing Theory (APT) in order to investigate the relationship between the Chinese stock market performance and domestic economic activity.China's stock market was established in early 1990s and has operated...
Persistent link: https://www.econbiz.de/10009434837
This thesis involved an empirical investigation of the predictability of Australian industrial stock returns using a dynamic state-space framework. The systematic risks of industrial portfolios were examined in a stochastic market- model. The systematic risks of industry portfolios are found to...
Persistent link: https://www.econbiz.de/10009434852
University of Minnesota M.A. thesis. May 2011. Major: Human Resources and Industrial Relations. Advisor: Avner Ben-Ner. 1 computer file (PDF); vi, 44 pages, appendices 1-2.
Persistent link: https://www.econbiz.de/10009462882
The ecosystem services provided by coastal and nearshore marine systems contribute significantly to human welfare. However, studies that document values of these services are widely scattered in the peer-reviewed literature. We collected 39 contingent valuation papers with 120 observations to...
Persistent link: https://www.econbiz.de/10015269343
The ecosystem services provided by coastal and nearshore marine systems contribute significantly to human welfare. However, studies that document values of these services are widely scattered in the peer-reviewed literature. We collected 39 contingent valuation papers with 120 observations to...
Persistent link: https://www.econbiz.de/10015269987
A naturalistic study was employed to explore a new form of “basic anchoring.” In particular, we examined the degree to which decision makers in a financial market, the horserace betting market, anchored their probability judgments excessively on a factor present in the environment at the...
Persistent link: https://www.econbiz.de/10009480681
We revisit the analysis of Costanza et al. (2004, Ecological Economics) of influential publications in ecological economics to discover what has changed a decade on. We examine which sources have been influential on the field of ecological economics in the past decade, which articles in the...
Persistent link: https://www.econbiz.de/10015249232
This paper reports the integration experience of ethnic Chinese business people as they search for a sense of place in their host country, Australia. Data were obtained from semi-structured interviews with 30 ethnic Chinese business owners in the city of Brisbane. The respondents collectively...
Persistent link: https://www.econbiz.de/10009448387
The purpose of this paper is to derive explicit formulae for the asset allocation decision for the loss aversion utility function proposed by Kahneman and Tuversky. We show that these utility functions exhibit constant absolute risk aversion. We also give analytic results which interpret the...
Persistent link: https://www.econbiz.de/10009485289
This paper proposes an unobserved fundamental component of volatility as a measure of risk. This concept of fundamental volatility may be more meaningful than the usual measures of volatility for market regulators. Fundamental volatility can be obtained using a stochastic volatility model, which...
Persistent link: https://www.econbiz.de/10009485294