Now showing items 1-5 of 5
The U.S. term structure and return volatility in emerging stock markets
This paper examines the predictive power of the U.S. term structure over return volatility in emerging stock markets. Decomposing the term structure of U.S. Treasury yields into two components, the expectations factor and ...
Solving the multiple level warehouse layout problem using ant colony optimization
(Springer Verlag, 2020-03-01)
This paper addresses the multiple level warehouse layout problem, which involves assigning items to cells and levels with the objective of minimizing transportation costs. A monthly demand and an inventory requirement are ...
Oil price uncertainty, global industry returns and active investment strategies
(Elsevier B.V., 2020-11)
This paper shows that time-varying oil return volatility predicts regime transitions across a majority of global stock sectors, particularly for durables, financials, industrials, oil & gas, telecommunications and utilities. ...
Time-varying risk aversion and currency excess returns
(Elsevier Ltd, 2022-01)
This paper documents an economically significant risk premium associated with a currency's sensitivity to time-varying risk aversion. Consequently, an investment strategy that takes a long (short) position in currencies ...
Did you read the news before playing the advergame? The effects of priming, persuasion knowledge and placement strength on brand attitude and recall in advergames
(Inderscience Publishers, 2020-06-01)
With the advergames, marketers reach their goal of conveying their message to their target audience in an entertaining way. The study aims to find out, first, how the priming effects responses of the advergame players ...