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1.
This is the first study to document evidence of technical trading effectiveness at firm level in the Chinese A-share market by investigating the relationship between excess profits of technical trading rules and firm-specific characteristics. Our results reveal that firms with higher excess profits from technical trading have more noise traders and higher institutional ownership and that those firms tend to be growth firms with lower liquidity and higher firm-specific uncertainty. Further analysis shows that the profitability of technical trading rules is unsustainable and the excess profits of the highest technical trading profit quintile portfolio disappear in the following year. 相似文献
2.
人口老龄化是经济增长的一大阻碍,它对碳排放的影响是做出环境政策抉择的关键因素.以中国2002—2017年的省级面板数据为研究样本,从理论与实证两个层面分析人口老龄化与碳排放的关系及影响机制.一方面,构建包含碳排放的世代交叠模型(overlapping generations,OLG),发现老龄化主要通过消费效应和生产效应两个路径对碳排放产生影响;另一方面,从实证层面发现老龄化与碳排放之间存在倒"U"形关系,而且消费效应在人口老龄化与碳排放的关系中起到部分中介作用,生产效应的影响则不显著. 相似文献
3.
Emilio Said Ahmed Bel Hadj Ayed Damien Thillou Jean-Jacques Rabeyrin Frédéric Abergel 《Quantitative Finance》2021,21(1):69-84
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders—large orders that are split into smaller pieces before being sent to the market—on one of the main Asian markets. In line with our previous work on the equity market [Said, E., Bel Hadj Ayed, A., Husson, A. and Abergel, F., Market impact: A systematic study of limit orders. Mark. Microstruct. Liq., 2018, 3(3&4), 1850008.], we propose an algorithmic approach to identify metaorders, based on some implied volatility parameters, the at the money forward volatility and at the money forward skew. In both cases, we obtain results similar to the now well-understood equity market: Square-Root Law, Fair Pricing Condition and Market Impact Dynamics. 相似文献
4.
Irene Karamanou Grace Pownall Rachna Prakash 《Journal of Business Finance & Accounting》2021,48(1-2):230-268
Due to the paucity of sources of negative firm‐specific information, US capital markets have more difficulty identifying and incorporating bad news into stock prices than they do good news. Even though insider selling is a potentially important proxy for undisclosed bad news, researchers have difficulty ex ante identifying information‐based sales due to an inability to separate liquidity‐motivated from information‐based insider trades. We hypothesize that when insiders in multiple firms sell shares of one firm in which they are insiders and at the same time buy shares of other insider portfolio firms, the sale is more likely to be information‐based, since the proceeds are reinvested. Conversely, when an insider sells one firm without purchasing others or sells multiple insider firms the sale is likely liquidity‐motivated. We find that insider sales identified as information‐based using this algorithm are followed by significant negative abnormal returns. Information‐based sales are also more likely to be associated with delistings, earnings declines and earnings restatements. Analysts are also more likely to revise their earnings forecasts downwards for these firms. It is thus possible to ex ante identify insider sales with information content. Our results will be of interest to investors and also to regulators designing insider trading rules. 相似文献
5.
ABSTRACTThis article identifies the breakdowns in the covariance of three benchmark crude oil futures markets (WTI, Brent and Dubai) and investigates the changes of market connectedness across the breakdown periods. As the crude oil futures are traded in different regions, this article eliminates the non-synchronous trading data by employing the Vector Moving Average structure and the Bayesian data augmentation approach, which keeps the integrity of original data without changing its properties. The results show that there are significant breaks in the covariance structure of crude oil futures markets. The breakdown periods are consistent with the periods when the market volatilities are at high level and the returns are volatile. The changes of market connectedness are independent of the covariance states, which supports the globalization hypothesis for the crude oil market. The results also suggest that there is more information flow out of the WTI than to the WTI during the sample period, particularly during the breakdown periods in 2008–2009. 相似文献
6.
零售业自营与联营之争由来已久,在当前供给侧结构性改革、完善促进消费体制机制以及零售业寻求创新发展的背景下,有必要对这一问题展开进一步的理论探讨。文章结合马克思流通经济理论指出,自营和联营的本质区别在于是商业资本还是产业资本承担商品流通职能,自营和联营并不是非此即彼的互斥关系,但如果零售业完全倚重其中一种模式并在全社会推向极端,则需要反思商业资本和产业资本是否各得其所和高效分工。在中国流通体制变革中,虽然联营模式在特定历史时期帮助众多零售企业渡过生存危机并推进内资零售快速扩张,但发展至今,已呈现零售业普遍联营的情况,使零售业整体面临着制约创新发展的新问题。数字经济为零售业回归自营提供了有利契机,零售企业应充分利用新技术摆脱联营制的路径依赖,依托数字化开展深度自营并全面提升流通效率。 相似文献
7.
以中国2013年以来实行的碳排放交易试点政策作为准自然实验事件,基于2000-2017年中国30个省市的面板数据,运用双重差分法实证检验碳排放交易制度的节能减排效应及影响机制。研究发现,碳排放交易制度有利于实现中国经济“节能”与“减排”的双重目标,并通过了一系列稳健性检验;作用机制检验表明,能源效率提升和能源结构转型都是碳排放交易制度实现节能减排目标的重要路径;能源效率提升在碳排放交易制度实现“节能”和“减排”中分别发挥了10.19%和5.93%的作用,而能源结构转型分别发挥了48.87%和52.95%的作用。这意味着中国碳排放交易制度实现节能减排的主要动力来自能源结构转型,而非能源效率提升。能源结构转型涉及问题更加宏观和深层,这为中国加快推进节能减排进程,特别是完成2030年碳达峰和2060年碳中和的国际承诺提供政策启示。 相似文献
8.
For reasons of political feasibility, emission trading systems may have to rely on free initial allocation of emission allowances in order to ameliorate adverse production and employment effects in dirty industries. Against the background of an emerging European‐wide emission trading system, we examine the trade‐off between such compensation and economic efficiency under output‐based and emissions‐based allocation rules. We show that the emissions‐based allocation rule is more costly than the output‐based rule in terms of maintaining output and employment in energy‐intensive industries. When the international allowance price increases, the inferiority of emissions‐based allocation vis‐à‐vis output‐based allocation becomes more pronounced, as emission subsidies drastically restrict efficiency gains from international trade in emission allowances. 相似文献
9.
Using data from the Frankfurt Stock Exchange we analyze priceformation and liquidity in a non-anonymous environment withsimilarities to the floor of the NYSE. Our main hypothesis isthat the non-anonymity allows the specialist to assess the probabilitythat a trader trades on the basis of private information. Heuses this knowledge to price discriminate. This can be achievedby quoting a large spread and granting price improvement totraders deemed uninformed. Consistent with our hypothesis wefind that price improvement reflects lower adverse selectioncosts but does not lead to a reduction in the specialist's profit.Further, the quote adjustment following transactions at thequoted bid or ask price is more pronounced than the quote adjustmentafter transactions at prices inside the spread. Our resultsindicate that anonymity comes at the cost of higher adverseselection risk. JEL Classification: G10. 相似文献
10.
Erik Theissen 《European Finance Review》2003,7(1):1-26
Using data from the Frankfurt Stock Exchange we analyze price formationand liquidity in a non-anonymous environment with similarities to thefloor of the NYSE. Our main hypothesis is that the non-anonymity allows the specialist to assess the probability that atrader trades on the basis of private information. He uses this knowledgeto price discriminate. This can be achieved by quoting a large spread and granting price improvement to traders deemed uninformed.Consistent with our hypothesis we find that price improvement reflects loweradverse selection costs but does not lead to a reduction in the specialist's profit. Further, the quote adjustmentfollowing transactions at the quoted bid or ask price is more pronounced than the quote adjustment aftertransactions at prices inside the spread. Our results indicate that anonymity comes at the cost ofhigher adverse selection risk. 相似文献