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Political ratings, government quality, and liquidity: evidence from Non-U.S. energy stocks listed on the NYSE
This paper investigates the relationship between liquidity, information asymmetry, political risk rating, government and regulatory quality rating...
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The Telegraph, NYSE, Bloomberg, and Uber
In the early 1840s in the United States, stock exchanges in New York, Philadelphia, and Boston each served their local market. The telegraph brought...
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An Empirical Analysis of the Fama-French Five-Factor Model in Partial Pharmaceutical Companies Listed on NYSE
The five-factor model is proposed to comprehensively price assets, adding profitability and investment based on Fama French three-factor model. This...
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Why: The Numbers Under a Magnifying Glass
Each of the reasons for the rise of the NYSE to pre-eminence posited earlier is discussed in light of what the value of securities traded graphs...
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A New Boosting Algorithm for Online Portfolio Selection Based on dynamic Time War** and Anti-correlation
Online portfolio selection focuses on maximizing cumulative wealth and outputs a portfolio in each period. Anticor is a state-of-the-art algorithm in...
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The Usual Suspects
Plausible explanations for the rise of the New York Stock Exchange to pre-eminence are presented. These are (i) Population (ii) Wealth (iii) Opening...
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Introduction
This book is based on my doctoral dissertation. For my PhD, I focused on Industrial Organization, Finance, and Economic History and narrowed my area...
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The impact of corporate ethical standards on the liquidity of non-U.S. stocks: an examination of the Chinese Melamine Scandal
Our study investigates the relationship among liquidity, information asymmetry, and business ethics for non-U.S. stocks listed on the New York Stock...
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The Telegraph and Stock Exchanges How Innovations in Communications Technology Influenced Regional Exchanges in the United States, 1830–1860
In the 1830s, New York, Philadelphia, and Boston each had a stock exchange. These were the New York Stock Exchange (NYSE), Philadelphia Stock...
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NYSE’s Rise to Pre-eminence
Data on the size of stock exchanges in 1910 and in 2022 and 2023 are presented. The NYSE is the pre-eminent stock exchange in the world today. It was...
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When: The Numbers Through a Telescope
The data on the value of securities traded are graphed and analyzed to establish when the New York Stock Exchange began its rise to pre-eminence....
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The NYSE and the SEC
The New Deal believed the Securities and Exchange Commission was needed to regulate stock exchanges and enforce the Securities Act in order to limit...
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An Empirical Analysis of Asset Pricing Models
This paper presents a comparative analysis of three asset pricing models, namely, the Capital Asset Pricing Model (CAPM), the Fama-French Three...
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How Much Will Climate Change Reduce Productivity in a High-Technology Supply Chain? Evidence from Silicon Wafer Manufacturing
The frequency of hot days in much of the world is increasing. What is the impact of high temperatures on productivity? Can technology-based...
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The market for carbon offsets: insights from US stock exchanges
Carbon offsets are a critical factor in addressing the harmful effects of climate change. The recent growth in voluntary carbon offsets is a welcome...
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The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN)
Our study uses the grey relational analysis (GRA) and artificial neural network (ANN) models for the prediction of consumer exchange-traded funds...
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Conclusions and Implications for the Evolution of Financial Markets
Summarizes the findings. Potential challengers to the New York Stock Exchange (i) conventional exchanges (ii) Platform like Bloomberg (iii) increase...
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Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method
In recent years, online portfolio selection (OLPS) has received more and more attention from quantitative investment and artificial intelligence...
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
We propose a dynamic factor state-space model for the prediction of high-dimensional realized covariance matrices of asset returns. Using a block LDL...
