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10 research outcomes, page 1 of 1
  • publication . Part of book or chapter of book . 2010
    Open Access English
    Authors:
    Randy LaPolla;
    Project: NSF | Crosslinguistic Study of ... (9011190), SSHRC
  • publication . Research . 2013
    Open Access English
    Authors:
    Aitken, Michael; Cumming, Douglas; Zhan, Feng;
    Project: SSHRC

    We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices for market manipulation, insi...

  • publication . Research . 2013
    Open Access English
    Authors:
    Aitken, Michael; Cumming, Douglas; Zhan, Feng;
    Project: SSHRC

    We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end of day price disloc...

  • publication . Other literature type . Article . 2018
    Open Access English
    Authors:
    Christian Chiarcos; Émilie Pagé-Perron;
    Publisher: Multidisciplinary Digital Publishing Institute
    Project: SSHRC

    s main goal is to build a pipeline for machine translation and annotation of Sumerian Ur III administrative texts. The rich and structured data is then to be made accessible in the form of (Linguistic) Linked Open Data (LLOD), which should open them to a larger research...

  • publication . Preprint . Article . Research . Other literature type . Report . 2003
    Open Access
    Authors:
    Peter F. Christoffersen; Francis X. Diebold;
    Project: SSHRC

    We consider three sets of phenomena that feature prominently - and separately - in the financial economics literature: conditional mean dependence (or lack thereof) in asset returns, dependence (and hence forecastability) in asset return signs, and dependence (and hence...

  • publication . Other literature type . Article . Research . 2017
    Open Access English
    Authors:
    Peter Dietsch;
    Publisher: Global Justice : Theory Practice Rhetoric
    Project: SSHRC

    Recent trade negotiations frequently include investor protection clauses. The currently stalled TTIP negotiations are but one example for this trend. Against the background of an analysis of the case for trade, the paper asks whether such clauses can be justified from a...

  • publication . Research . 2014
    Open Access English
    Authors:
    Betermier, Sebastien; Calvet, Laurent E.; Sodini, Paolo;
    Project: SSHRC

    This paper investigates the determinants of value and growth investing in a large administrative panel of Swedish residents over the 1999-2007 period. We document strong relationships between a household’s portfolio tilt and the household’s financial and demographic cha...

  • publication . Article . 2010
    Open Access
    Authors:
    Harald Bauder; Belina, B.; Butz, D.; Gedalof, Z.; Lagendijk, A.; Mudu, P.; Paasi, A.; Schuurman, N.; Wilson, D.;
    Project: NSERC , SSHRC

    Introduction: Researchers experience increasing pressures to connect with bodies that finance their projects. In this climate, critical scholars face many obstacles as they seek to navigate the treacherous waters of securing external funds. To debate these challenges, t...

  • publication . Research . Book . Report . Article . Part of book or chapter of book . Preprint . 2005
    Open Access English
    Authors:
    Torben G. Andersen; Tim Bollerslev; Peter F. Christoffersen; Francis X. Diebold;
    Publisher: Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS)
    Project: SSHRC

    What do academics have to offer market risk management practitioners in financial institutions? Current industry practice largely follows one of two extremely restrictive approaches: historical simulation or RiskMetrics. In contrast, we favor flexible methods based on r...

  • publication . Doctoral thesis . 2013
    Open Access English
    Authors:
    Myers, Adrian;
    Project: SSHRC

    During the height of the Second World War pressure from Great Britain resulted in the transfer of thousands of German prisoners of war (PoWs) from British to Canadian control. To house them, Canada built a system of PoW camps, including Riding Mountain Camp in southwest...

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