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  • BSZ  (36)
  • Undetermined  (36)
Type of Material
Type of Publication
Consortium
Language
  • Undetermined  (36)
  • 1
    Book
    Book
    Zhong guo li dai cang shu jia ci dian (1991)
    Shang hai : Tong ji da xue
    Details
    UID:
    (DE-627)1610446399
    Format: 3, 455 S.
    Edition: 2nd ed.
    Original writing title: 中國歷代藏書家辭典
    Original writing publisher: 上海 : 同濟大學
    ISBN: 7560808352
    Language: Undetermined
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    BSZ
  • 2
    Microfilm
    Microfilm
    Chinese Historians and the West : the Origins of Modern Chinese Historiography (1992)
    Ann Arbor : UMI
    Details
    UID:
    (DE-627)1413787681
    Format: iii, 406 p.
    Note: incl. bibliography , Ph.D. Syracuse Univ., 1992
    Language: Undetermined
    Library Location Call Number Volume/Issue/Year Availability
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    Microfilm
    BSZ
  • 3
    Book
    Book
    Ching's Chinese food in minutes (2009)
    London : Harper Collins
    Details
    UID:
    (DE-627)1615918779
    Format: XVII, 221 S. , Ill. , 26 cm
    ISBN: 9780007265008 , 000726500X
    Note: Includes index. - Formerly CIP Uk
    Language: Undetermined
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    BSZ
  • 4
    Online Resource
    Online Resource
    Do Bond Rating Changes Affect Information Risk of Stock Trading? (2007)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781580812
    Format: 1 Online-Ressource (41 p)
    Content: Using a sample of 279 upgrades and 310 downgrades from 1996 to 2004, we find that bond rating changes affect asymmetric information of stock trading and other measures of information risk. More specifically, when a firm's bond rating is upgraded (downgraded), its stock information asymmetry and its analysts' earnings forecast dispersion are significantly reduced (increased), while the institutional equity holdings of its shares are significantly increased (reduced). In addition, the degree of the change in stock asymmetric information is positively associated with the magnitude of the bond rating changes. Our evidence supports the hypothesis that a firm's bond rating change influences investors' perceptions of the firm's disclosure level, which, in turn, affects the information asymmetry of its stock trading and other measures of information risk
    Note: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2007 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.966691
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 5
    Online Resource
    Online Resource
    Quarterly Trading Patterns of Financial Institutions (2002)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781780404
    Format: 1 Online-Ressource (24 p)
    Content: This paper investigates whether different types of institutionshave discernible trading motives in response to portfoliodisclosures. Results show that banks, life insurance companies,mutual funds, and investment advisors who act as external managers generally have similar trading strategies. They sell more poorly performing stocks during the fourth quarter than the first three quarters of the year, and such trading behavior is more pronounced for institutions whose stocks on average have underperformed the market. In contrast, property and liability insurance companies, internally-managed pension funds, colleges, universities, and foundations, who mainly provide their own asset management services, show less inclination to window dress their portfolios
    Note: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2002 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.315661
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 6
    Online Resource
    Online Resource
    Testing Linear Factor Models on Individual Stocks Using the Average F Test (2013)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781164134
    Format: 1 Online-Ressource (41 p)
    Content: We propose the average F statistic for testing linear asset pricing models. The average pricing error, captured in the the statistic, is of more interest than the ex post maximum pricing error of the multivariate F statistic that is associated with extreme long and short positions and excessively sensitive to small perturbations in the estimates of asset means and covariances. The average F test can be applied to thousands of individual stocks and thus is free from the information loss or the data snooping biases from grouping. This test is robust to ellipticity, and more importantly, our simulation and bootstrapping results show that the power of average F test continues to increase as the number of stocks increases. Empirical tests using individual stocks from 1967 to 2006 demonstrate that the popular four factor model (i.e. Fama-French three factors and momentum) is rejected two sub-periods from from 1967 to 1971 and from 1982 to 1986
    Note: In: European Journal of Finance, Forthcoming , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2012 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.620461
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 7
    Online Resource
    Online Resource
    Price Discovery in the Round-the-Clock U.S. Treasury Market (2009)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781361355
    Format: 1 Online-Ressource (48 p)
    Content: We evaluate the efficacy of price discovery in the round-the-clock U.S. Treasury market. Using a comprehensive intraday database, we explore informational role of trades over the 24-hour day. We find that information asymmetry is generally highest in the preopen period and lowest in the postclose period. Information asymmetry in the overnight period is comparable to that in the regular trading period. However, on days with macroeconomic announcements, information asymmetry peaks shortly after the news release at 8:30. Moreover, information asymmetry is higher in Monday morning and higher immediately before than after the open of U.S. Treasury futures trading. Although volume is low after hours and trading cost is relatively high, overnight trading generates significant price discovery. Results suggest that overnight trading activity is an important part of the Treasury price discovery process
    Note: In: Journal of Financial Intermediation, Forthcoming , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 14, 2008 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.1284377
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 8
    Online Resource
    Online Resource
    Liquidity, Information Risk, and Asset Pricing : Evidence from the U.S. Government Bond Market (2005)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781713618
    Format: 1 Online-Ressource (60 p)
    Series Statement: AFA 2006 Boston Meetings Paper
    Content: We examine the effects of liquidity and information risks on expected returns of U.S. government bonds. Information risk is measured by probability of information-based trading (PIN) derived from the market microstructure model of Easley, Hvidkjaer, and O'Hara (2002). Liquidity risk is captured by sensitivity of individual bond returns to a market-wide liquidity measure along the line of Pastor and Stambaugh (2003). Controlling for systematic risks and bond characteristics, we find that both liquidity and information risks have a significantly positive effect on expected bond returns. Our findings suggest that incorporating microstructure factors into existing term structure models is a promising avenue for improving our understanding of bond price behavior
    Language: Undetermined
    DOI: 10.2139/ssrn.687523
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 9
    Online Resource
    Online Resource
    How Loss Averse are Investors in Financial Markets? (2010)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781305358
    Format: 1 Online-Ressource (47 p)
    Content: We investigate loss aversion in financial markets using a typical asset allocation problem. Our theoretical and empirical results show that investors in financial markets are more loss averse than assumed in the literature. Moreover, loss aversion changes depending on market conditions; investors become far more loss averse during bull markets than during bear markets, indicating their more profound disutility for losses when others enjoy gains. Contrary to most previous results, we find that investors are more sensitive to changes in losses than changes in gains
    Note: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2010 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.383942
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
  • 10
    Online Resource
    Online Resource
    Valuing Information Using Utility Functions : How Much Should We Pay for Forecasts of Returns? (2001)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1781801207
    Format: 1 Online-Ressource (37 p)
    Content: This study investigates what is an appropriate level of investment management fees. Using the CRRA utility function with the range of the coefficient of the CRRA suggested by Mehra and Prescott (1985), we find that the value of information added by linear factor models of Fama and French (1992) exceeds observed management fees and only equals them for hitherto unmeasured magnitudes of risk aversion
    Note: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2001 erstellt
    Language: Undetermined
    DOI: 10.2139/ssrn.266175
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
    Open Access Request
    BSZ
    GBV
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