Ditapis dengan
Opacity in Financial Markets
This paper studies the implications of opacity in financial markets for investor behavior, asset prices, and welfare. Transparent funds (e.g. mutual funds) and opaque funds (e.g. hedge funds) trade transparent assets (e.g. plain-vanilla products) and opaque assets (e.g. structured products). Investors can observe neither opaque funds' portfolios nor opaque assets' payoffs. Consistent with empir…
- Edisi
- Vol. 27, Number 12, Dec. 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- p. 3502
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2712
High-Frequency Trading and Price Discovery
We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility days. This is done through their liquidity demanding orders. In contrast, HFTs' liquidity supplying o…
- Edisi
- Vol. 27 No. 8, Aug 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 2537 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2708
Learning from Stock Prices and Economic Growth
A competitive stock market is embedded into a neoclassical growth economy to analyze the interplay between the acquisition of information about firms, its partial revelation through stock prices, capital allocation, and income. The stock market allows investors to share their costly private signals in a cost-effective incentive-compatible way. It contributes to economic growth by raising total …
- Edisi
- Vol. 27 No. 10, Oct 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 3097 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2710
Tail Risk and Asset Prices
We propose a new measure of time-varying tail risk that is directly estimable from the cross-section of returns. We exploit firm-level price crashes every month to identify common fluctuations in tail risk among individual stocks. Our tail measure is significantly correlated with tail risk measures extracted from S&P 500 index options and negatively predicts real economic activity. We show that…
- Edisi
- Vol. 27 No. 10, Oct 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 3097 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2710
Real Estate Prices and Firm Capital Structure
This paper examines the impact of real estate prices on firm capital structure decisions. For a typical U.S. listed company, a one-standard-deviation increase in predicted value of firm pledgeable collateral translates into a 3 percentage points increase in firm leverage ratio. The identification strategy employs a triple interaction of MSA-level land supply elasticity, real estate prices, and …
- Edisi
- Vol. 27 No. 9, Sep 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 2840 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2709
The Strategy and tactics of pricing : a guide to growing more profitably 4th ed
A comprehensive and practical, step-by-step guide to pricing analysis and strategy development. The Strategy and Tactics of Pricing shows readers how to manage markets strategicallyrather than simply calculate pricing based on product and profitin order to improve their competitiveness and the profitability of their offers. The fifth edition contains a new chapter on price implementat…
- Edisi
- 4th ed
- ISBN/ISSN
- 9780131856776
- Deskripsi Fisik
- xv, 349 p. : chart, ill. ; 23 cm.
- Judul Seri
- -
- No. Panggil
- 338.521 NAG s
Black-Scholes and beyond : option pricing models
Includes bibliographies and index
- Edisi
- -
- ISBN/ISSN
- 786310251
- Deskripsi Fisik
- viii, 496 p. : ill. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 332.645 CHR b
Accounting for success : a history of Price Waterhouse in America, 1890-1990
Includes bibliographies and index
- Edisi
- -
- ISBN/ISSN
- 087584328X
- Deskripsi Fisik
- xx, 373 p. : ill. ; 25 cm.
- Judul Seri
- -
- No. Panggil
- 338.761657 ALL a
How to Shift from Selling Products to Selling Services
Only a few years ago, most software companies sold seat licenses for their products, charging customers on the basis of head count. But today, software is typically provided using cloud-based software-as-a-service (SaaS) models that charge customers fees for consumption. Technology companies have spent billions on the innovation necessary to achieve this product shift. Now, they need to transfo…
- Edisi
- March-April 2021
- ISBN/ISSN
- 0017-8012
- Deskripsi Fisik
- 148 p.
- Judul Seri
- Harvard Business Review
- No. Panggil
- -
Real Output and Oil Price Uncertainty in an Oil-Producing Country
We assess the effects of oil price uncertainty on Nigeria’s real output from the first quarter of 1980 to the first quarter of 2019. We achieve this objective by decomposing oil price uncertainty into positive and negative uncertainties. We then quantify the responses of output to these uncertainties. Using the conditional variance of real returns in composite refiners’ acquisition cost of …
- Edisi
- Volume 22, Number 2, 2019
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 238
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
Internal and External Determinants of Housing Price Boom in Hong Kong
Hong Kong’s housing market witnessed a dramatic housing price appreciation in recent years, with the price index for private domestic housing units being three times higher than ten years ago. This trend is supported by both internal and external factors, as illustrated in this paper. By developing a theoretical model and an empirical analysis on the key variables influencing housing prices u…
- Edisi
- Volume 23, Number 4, 2020
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 462 p.
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
Commodity Price and Inflation Dynamics: Evidence from BRIICS
In this study, we use a commodity augmented Phillips curve to investigate the impact of global commodity prices on domestic inflation in Brazil, Russia, India, Indonesia, China, and South Africa. Oil and energy prices cause inflationary pressures in all countries, except Russia, where they cause deflationary pressures. In India and Indonesia, global food prices are highly significant and positi…
- Edisi
- Volume 23, Number 4, 2020
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 622 p.
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
Asymmetric Effect of Crude Oil and Palm Oil Prices on Indonesia’S Output
This paper empirically examines the impact of the price of crude oil petrol and palm oil on Indonesia’s output. Using quarterly data from 2000Q1 to 2019Q2 and both linear and non-linear autoregressive distributed lag approaches to cointegration, we find: 1) a significant non-linear effect of oil prices on the country’s output; 2) a decline in prices of oil can have a greater impact on the c…
- Edisi
- Volume 23, Number 2, 2020
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 296 p.
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
The Role of Palm Oil Price in Indonesia’s Aggregate Demand
This study examines the predictability of Indonesia’s aggregate demand using palm oil price. We conduct both in-sample and out-of-sample forecasting evaluations. These evaluations are based on time-series quarterly and monthly data frequencies and cover three different forecasting horizons. Overall, we find that palm oil price predicts real GDP, consumption expenditure, total investment, net …
- Edisi
- Volume 23, Number 2, 2020
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 296 p.
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
Trading on volume
Includes index and tables
- Edisi
- -
- ISBN/ISSN
- 71376046
- Deskripsi Fisik
- x, 304 p. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 332.632042 CAS t
The Impact of Energy Price Volatility on S&P Southeast Asia 40 Index Returns …
Penelitian ini menyelidiki dampak Return komoditas energi - khususnya Crude Oil, Coal, dan Natural Gas - terhadap Return indeks S&P Southeast Asia 40 sebelum dan sesudah COVID-19. Penelitian ini mencakup periode sebelum COVID-19 (2016–2019) dan periode selama dan setelah COVID-19 (2020–2023), dengan menggunakan model Generalized Autoregressive Conditional Heteroskedasticity (GARCH (1,1)). P…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xi, 61 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- S 15345
The Great unraveling : losing our way in the new century
No one has more authority to call the shots the way they really are than award-winning economist Paul Krugman, whose provocative New York Times columns are keenly followed by millions. One of the world's most respected economists, Krugman has been named America's most important columnist by the Washington Monthly and columnist of the year by Editor and Publisher magazine. A major bestseller,…
- Edisi
- Updated and expanded ed.
- ISBN/ISSN
- 393326055
- Deskripsi Fisik
- xxxix, 516 p. ; 21 cm.
- Judul Seri
- -
- No. Panggil
- 330.973 KRU g
Driving shareholder value : value-building techniques for creating shareholde…
Includes bibliographies, index and tables
- Edisi
- -
- ISBN/ISSN
- 71359583
- Deskripsi Fisik
- xiii, 399 p. : ill. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 658.15 MOR d
The Concepts and practice of mathematical finance 2nd ed
An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black–Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the …
- Edisi
- -
- ISBN/ISSN
- 0521823552
- Deskripsi Fisik
- xviii, 539p; chart, tables, graphics, appendix, 16cm
- Judul Seri
- -
- No. Panggil
- Tan 332. 015 1 Jos c
A Model of Financialization of Commodities
We analyze how institutional investors entering commodity futures markets, referred to as the financialization of commodities, affect commodity prices. Institutional investors care about their performance relative to a commodity index. We find that all commodity futures prices, volatilities, and correlations go up with financialization, but more so for index futures than for nonindex futures. T…
- Edisi
- Vol. 71, Number 4, Aug. 2016
- ISBN/ISSN
- 00221082
- Deskripsi Fisik
- p. 1511-1556
- Judul Seri
- -
- No. Panggil
- The Journal of Finance
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