Showing 1 - 10 of 15
The paper introduces indices to measure the concepts of internal and employee equity in social psychology. The panel data of the Nippon Professional Baseball League for the period 1996-2008 and quantile regression are employed to examine the relationships between inequities induced by salary...
Persistent link: https://www.econbiz.de/10009370582
This paper examines pecuniary aspects of work during unusual hours based on the German Time Use Data for 2001/02. The findings show positive wage premia of 9 – 10 percent for shift workers and men who work during unusual hours. There is some evidence of negative selection which suggests that...
Persistent link: https://www.econbiz.de/10009021753
In view of the inconsistent empirical findings in the literature and the limitations of least squares regressions, this paper employs a quantile regression method to investigate the impact that engagement in corporate social responsibility (CSR) activities has on corporate performance in China....
Persistent link: https://www.econbiz.de/10012484767
In view of the inconsistent empirical findings in the literature and the limitations of least squares regressions, this paper employs a quantile regression method to investigate the impact that engagement in corporate social responsibility (CSR) activities has on corporate performance in China....
Persistent link: https://www.econbiz.de/10011964955
The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the renewable energy and the oil & gas sectors. We use the quantile regression approach developed by Koenker and d’Orey (1987; 1994) to assess which uncertainties are the potential...
Persistent link: https://www.econbiz.de/10012501729
This paper examines herding behavior in investors in world stock markets including developed stock markets (United States (US), United Kingdom (UK), Germany, France, Netherlands, Austria and Hong Kong) and emerging stock markets (Brazil, Malaysia, Mexico, Argentina and Turkey). Using the...
Persistent link: https://www.econbiz.de/10010894783
In this paper we study risk management based on the quantile regression. Unlike the traditional VaR estimation methods, the quantile regression approach allows for a general treatment on the error distribution and is robust to distributions with heavy tails. We estimate the VaRs of five...
Persistent link: https://www.econbiz.de/10010938529
This paper provides an empirical investigation of the time-series predictive ability of foreign exchange risk measures on the return to the carry trade, a popular investment strategy that borrows in low-interest currencies and lends in high-interest currencies. Using quantile regressions, we nd...
Persistent link: https://www.econbiz.de/10010748424
As international financial integration gathers pace, interconnectivity has increased tremendously among financial institutions, financial markets and financial systems, a phenomenon to which the recent global financial crisis perhaps provided the best testimony. The interconnectivity among...
Persistent link: https://www.econbiz.de/10010628208
The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the renewable energy and the oil & gas sectors. We use the quantile regression approach developed by Koenker and d'Orey (1987; 1994) to assess which uncertainties are the potential...
Persistent link: https://www.econbiz.de/10012510024