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Die Liberalisierung des schwedischen Eisenbahnwesens : ein Beispiel vertikaler Trennung von Netz und Transportbetrieb

Merkert, Rico - 2003

Inhalt1 Einleitung2 Theoretische Vor- und Nachteile vertikaler Trennung von Netz undTransportbetrieb3 Ausgangslage in Schweden vor der Bahnreform4 Ziele der schwedischen Eisenbahnreform5 Maßnahmen der schwedischen Eisenbahnreform6 Kritische Würdigung der Reform6.1 Marktstruktur des...

Persistent link: https://www.econbiz.de/10009449189

On Hospital Competition: Quality, Efficiency, and Ownership

Herr, Annika - 2009

, untersucht: i) die Qualität, ii) die Effizienz, und iii) die Trägerschaft.i) Die Qualität ist das wichtigste Produkt des … Auswirkungen von Wettbewerb im Krankenhausmarkt auf die Qualität der Gesundheitsversorgung.ii) Der Gesundheitssektor ist auch … und zu reduzieren. Darum liegt ein Hauptaugenmerk der Arbeit auf der Messung der Effizienz deutscher Krankenhäuser und …

Persistent link: https://www.econbiz.de/10009451161

Tracking domain knowledge based on segmented textual sources

Kalledat, Tobias - 2009

Die hier vorliegende Forschungsarbeit hat zum Ziel, Erkenntnisse über den Einfluss der Vorverarbeitung auf die Ergebnisse der Wissensgenerierung zu gewinnen und konkrete Handlungsempfehlungen für die geeignete Vorverarbeitung von Textkorpora in Text Data Mining (TDM) Vorhaben zu geben. Der...

Persistent link: https://www.econbiz.de/10009467157

Model Uncertainty and Liquidity

Routledge, Bryan R; Zin, Stanley E. - 2009

Extreme market outcomes are often followed by a lack of liquidity and a lack of trade. This market collapse seems particularly acute for markets where traders rely heavily on a specific empirical model such as in derivative markets like the market for mortgage backed securities or credit...

Persistent link: https://www.econbiz.de/10009441008

Liquidity issues surrounding neglected firms

Bertin, William J.; Michayluk, David; Prather, Laurie - 2008

The neglected firm effect is the phenomenon where stocks of less widely-known firms have larger returns than that predicted by asset pricing models. Researchers have found mitigating variables, such as the price of the stock, that have partially explained the performance of neglected firms....

Persistent link: https://www.econbiz.de/10009441581

Market Depth in Lean Hog and Live Cattle Futures Markets

Frank, Julieta; Garcia, Philip - 2008

Liquidity costs in futures markets are not observed directly because bids and offers occur in an open outcry pit and are not recorded. Traditional estimation of these costs has focused on bidask spreads using transaction prices. However, the bid-ask spread only captures the tightness of the...

Persistent link: https://www.econbiz.de/10009443349

Securities trading in multiple markets: the Chinese perspective

Wang, Chaoyan - 2009

This thesis studies the trading of the Chinese American Depositories Receipts (ADRs) and their respective underlying H shares issued in Hong Kong. The primary intention of this work is to investigate the arbitrage opportunity between the Chinese ADRs and their underlying H shares. This intention...

Persistent link: https://www.econbiz.de/10009465988

Evaluating the Liquidity of Stocks using Transaction Data

Ivanchuk, Nataliya - 2004

In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows beyond the walls of the academia, as the security exchanges recognize the importance of the concept and plan to adopt unique measures of liquidity and publish them in the...

Persistent link: https://www.econbiz.de/10009471789

High frequency financial econometrics : recent developments

Pohlmeier, Winfried; Bauwens, Luc; Veredas, David - 2008

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal...

Persistent link: https://www.econbiz.de/10009471866

"Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange"

Bollerslev, T.; Andersen, T.G.; Diebold, F. X.; Vega, C. - 2003

Using a new dataset consisting of six years of real-time exchange rate quotations, macroeconomicexpectations, and macroeconomic realizations (announcements), we characterize the conditional means of U.S. dollar spot exchange rates versus German Mark, British Pound, Japanese Yen, Swiss Franc, and...

Persistent link: https://www.econbiz.de/10009475485

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