是对于lead/lag firms中的单独的公司的报道,投资者通过观察这些报告,从而加速信息的传递,导致lead lag effect没有那么显著;还是通过common coverage揭示industrial fundamental linkage。paper认为需要找这样的leading sort variables,既能够捕捉到这种lead-lag effects,又能够表征这种不同coverage的差异。前者analysts coverage...
上面的思考来源于最开始复制的时候,完全按照equal weight去考虑同一省份的公司的影响没有得到很好的效果,如果假设lead-leg effect成立,那应该想办法更精准的刻画geographic relationship strength,简单的就是value,再加一点可能是距离。金还提到了高铁开通的影响,buff得后加看看! vw确实有了不错的效果,但是这里还没有排...
Lead-lag effects in a competitive REE market This paper introduces and analyses a model of cross-security information aggregation in a rational expectations equilibrium (REE). The model predicts a well-defined lead-lag structure between securities returns as a result of Bayesian in... P Säfven...
We test for lead-lag effects in the mean and variance among size-sorted portfolios for the UK stock market. We construct three sets of portfolios, namely a set of size-sorted equally-weighted portfolios of different capitalization size, a set of size-sorted value-weighted portfolios of different...
athere is evidence that these second-order effects are among the most interesting impacts. 有证据证明这些第二级次的作用是在最有趣的冲击之中。 [translate] aIf you start to miss me,remember,l did't walk away,you let me go... If you start to miss me, remember, l did't walk away,...
aNew capital also tends to embody technological improvements which providing workers have sufficient skills and training to make full and efficient use of their new capital inputs, should lead to a higher level of productivity after a time lag. 新的资本也倾向于实现提供工作者把足够的技能和训练充分...
题目 The sales temptation:Blue-light-blocking glasses are supposed to protect eyes from the effects of short wavelength light emitting from our smartphones,computer screens and LED lights.Given how much time we spend on our devices,this sounds like a smart investment,right?A...
Effects of NYMEX trading on IPE Brent Crude futures markets: a duration analysis Recent developments in the energy markets, and the surge and dip in crude oil prices over the last few years, have renewed the interest in the workings of ... Sharon Xiao wen Lin,MN Tamvakis - 《Energy ...
Based on Vector Error Correction Model(VECM),the paper tests the lead/lag feedback effects between science-technology development and financial development of Changzhou during the "Eleventh Five-Year".We find that there are strong relationship and feedback effects between them,at the same time,the...
Recent works have studied ground resonance in helicopters under the aging or damage effects. Indeed, blade lead-lag stiffness may vary randomly with time and differ from blade to blade. The influence of stiffness dissimilarities between ... L Sanches,G Michon,A Berlioz,... - 《Journal of Vibr...