Search Results

Fractal Market Time,
James McCulloch, from Quantitative Finance Research Centre, University of Technology, Sydney (2012)
Keywords: market time deformation; long range dependent; stochastic clock; fractal activity time; doubly stochastic binomial point process

Competing Risks in a Time on the Market Analysis,
Erik de Wit, from Tinbergen Institute (2010)
Keywords: time-on-the-market, duration models, household finance, housing market

Time Diversification in Developed and Emerging Markets,
Hamish Anderson, Christopher B. Malone and Ben Marshall, in Journal of Emerging Market Finance (2012)
Keywords: Stocks; bonds; value at risk (VaR); investment horizon; time diversification; time in the market; emerging markets

Natural time analysis in financial markets,
Kiriakopoulos, K. Mintzelas, A., in Algorithmic Finance (2016)
Keywords: Natural time; complex systems; financial time series; trend’s prediction; market’s energy; trading strategy

Measuring the influence of space and time effects on time on the market,
Stanley McGreal, Paloma Taltavull de La Paz, Valerie Kupke, Peter Rossini and Paul Kershaw, in Urban Studies (2016)
Keywords: Adelaide metropolitan area; house prices; space-time models; spatial analysis; time on the market

Housing prices and the optimal time-on-the-market decision,
Hazer İnaltekin, Robert Jarrow, Mehmet Sağlam and Yildiray Yildirim, in Finance Research Letters (2011)
Keywords: Real estate; Sale price; Time-on-the-market; Optimal waiting time;

Spousal Influences on Parents' Non-Market Time Choices,
Rachel Connelly and Jean Kimmel, from Institute of Labor Economics (IZA) (2007)
Keywords: family decision-making, non-market time choices, time use

Inferring market power from time-series data: the case of the banking firm,
Timothy Hannan and J. Nellie Liang, from Board of Governors of the Federal Reserve System (U.S.) (1991)
Keywords: time series analysis; Banking market

Work time and market integration in the original affluent society,
Rahul Bhui, Maciej Chudek and Joseph Henrich, in Proceedings of the National Academy of Sciences (2019)
Keywords: time allocation, labor, market integration, subsistence

PARAMETRIC MODELS OF THE DURATION OF TIME ON THE MARKET FOR RESIDENTIAL HOUSING,
N. Edward Coulson, from Pennsylvania State - Department of Economics (1990)
Keywords: housing market ; financing ; time factor ; production

COVID-19 and stock market volatility: A time-varying perspective,
Mert Topcu, Ibrahim Yagli and Furkan Emirmahmutoglu, in Economics Bulletin (2021)
Keywords: COVID-19, stock market volatility, time-varying causality.

Real-time Pricing in Power Markets: Who Gains?,
Anette Boom and Sebastian Schwenen, from Copenhagen Business School, Department of Economics (2013)
Keywords: Electricity; Real-time Pricing; Market Power; Efficiency.

Does Time-on-Market Measurement Matter?,
Justin Benefield and William Hardin, in The Journal of Real Estate Finance and Economics (2015)
Keywords: Time-on-market, Weibull modeling, Hazard functions, TOM, DOM,

Time Series Momentum and Market Stability,
Xuezhong (Tony) He and Kai Li, from Quantitative Finance Research Centre, University of Technology, Sydney (2014)
Keywords: Time series momentum; profitability; market stability; stochastic delay differential equations

Time to produce and emerging market crises,
Felipe Schwartzman, in Journal of Monetary Economics (2014)
Keywords: Working capital; Time to build; Crises; Inventories; Emerging markets;

Price dispersion and time-on-market in the housing market,
Danny Ben-Shahar and Roni Golan, in Journal of Housing Economics (2022)
Keywords: Price dispersion; Time-on-market; Hazard; Survival analysis; Housing;

The continuous time random walk formalism in financial markets,
Jaume Masoliver, Miquel Montero and Josep Perelló, from Society for Computational Economics
Keywords: continuous time random walk, volatility, financial markets, market microstructure

Time Scarcity and the Market for News,
Larbi Alaoui and Fabrizio Germano, from HAL (2015)
Keywords: news markets,time constrained consumers,digital media,news coverage,public media

Time scarcity and the market for news,
Larbi Alaoui and Fabrizio Germano, in Journal of Economic Behavior & Organization (2020)
Keywords: Media markets; Ranking news items; Time-constrained consumers; Digital media; Tabloidization of news; Political knowledge gaps;

Time scarcity and the market for news,
Larbi Alaoui and Fabrizio Germano, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: News markets; news coverage; time constrained consumers; media competition; digital media.

Time Scarcity and the Market for News,
Larbi Alaoui and Fabrizio Germano, from Aix-Marseille School of Economics, France (2015)
Keywords: news markets, time constrained consumers, digital media, news coverage, public media.

An exploratory examination of the relationship between time-in-market and market share for foreign firms in a consumer ethnocentric emerging market,
Larry P. Pleshko and Richard A. Heiens, in International Journal of Business and Emerging Markets (2019)
Keywords: time-in-market; market share; consumer ethnocentricity; emerging market.

Home Price, Time-on-Market, and Seller Heterogeneity Under Changing Market Conditions,
Ping Cheng, Zhenguo Lin and Yingchun Liu, in The Journal of Real Estate Finance and Economics (2010)
Keywords: Home price, Time-on-market, Seller heterogeneity, Market conditions,

Energy performance certification and time on the market,
Erdal Aydin, Santiago Bohorquez Correa and Dirk Brounen, in Journal of Environmental Economics and Management (2019)
Keywords: Energy performance certificate; Information asymmetry; Housing market; Time on the market; Energy efficiency;

On-time performance policy in the Chinese aviation market - An innovation or disruption?,
Xiaowen Fu, Zheng Lei, Shaoxuan Liu, Kun Wang and Jia Yan, in Transport Policy (2020)
Keywords: Chinese aviation market; Congestion and delay; On-time performance; Value of time;

The Effect of Time-on-Market and Location on Search Costs and Anchoring: The Case of Single-Family Properties,
Terrence Clauretie and Paul Thistle, in The Journal of Real Estate Finance and Economics (2007)
Keywords: Search costs, Anchoring, Time-on-market,

Comparing Iranian and Spanish Electricity Markets with Nonlinear Time Series,
Hajar Nasrazadani and Maria Pilar Mu oz Gracia, in International Journal of Energy Economics and Policy (2017)
Keywords: Time Series, Forecasting, Electricity Market, Spain, Iran

Do different time-horizons in volatility have any significance for the emerging markets?,
N. Alper Gormus, in Economics Letters (2016)
Keywords: Emerging markets; Volatility time-horizon; Volatility of volatility;

Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market,
Susan Sharma, Paresh Narayan and Kannan Thuraisamy, in Review of Pacific Basin Financial Markets and Policies (RPBFMP) (2015)
Keywords: Herding behavior, sectors, markets, time-varying

A comprehensive segmentation analysis of crude oil market based on time irreversibility,
Jianan Xia, Pengjian Shang, Dan Lu and Yi Yin, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Segmentation; Time irreversibility; Complexity; Crude oil market;

Time-shift asymmetric correlation analysis of global stock markets,
Sergey K. Aityan, Alexey K. Ivanov-Schitz and Sergey S. Izotov, in Journal of International Financial Markets, Institutions and Money (2010)
Keywords: Stock market Correlation Asymmetric Time-shift Globalization

Early labor market outcomes of university graduates: Does time to degree matter?,
Carmen Aina and Giorgia Casalone, in Socio-Economic Planning Sciences (2020)
Keywords: Time to degree; Labor market outcomes; Returns to university;

Toward the integration of European natural gas markets:A time-varying approach,
Patricia Renou-Maissant, in Energy Policy (2012)
Keywords: European gas market; Integration; Time-varying models;

What are tenants demanding the most? A machine learning approach for the prediction of time on market,
Marcelo DEL Cajias and Anna Freudenreich, from European Real Estate Society (ERES) (2023)
Keywords: housing; Machine Learning; Random forest; Time on Market

Labour Market Analysis using Time Series Models: Russia 1999-2011,
Elena Vakulenko, from Università di Perugia, Dipartimento Economia (2013)
Keywords: labour market, time series models, Russia

Time-Varying Dependency and Structural Changes in Currency Markets,
Chia-Hsun Hsieh and Shian-Chang Huang, in Emerging Markets Finance and Trade (2012)
Keywords: conditional copula, currency market, structural break, time series model, time-varying dependency

The role of the end time in experimental asset markets,
Anita Kopányi-Peuker and Matthias Weber, in Journal of Corporate Finance (2024)
Keywords: Experimental finance; Asset market experiments; Time horizon; Indefinite end time; Bubbles;

The Role of the End Time in Experimental Asset Markets,
Anita Kopányi-Peuker and Matthias Weber, from Swiss Finance Institute (2022)
Keywords: Experimental finance; asset market experiments; time horizon; indefinite end time; bubbles

Conditional CAPM: Time-varying Betas in the Brazilian Market,
Frances Fischberg Blank, Carlos Patricio Samanez, Tara Keshar Nanda Baidya and Fernando Antonio Aiube, in Brazilian Review of Finance (2014)
Keywords: conditional CAPM, time-varying beta, stock market anomalies, Kalman filter

An analysis of time-varying commodity market price discovery,
Paresh Kumar Narayan and Susan Sharma, in International Review of Financial Analysis (2018)
Keywords: Price discovery; Time-varying; Error correction model; Spot and futures markets;

New Product Development Structures and Time-to-Market,
Srikant Datar, Clark Jordan, Sunder Kekre, Surendra Rajiv and Kannan Srinivasan, in Management Science (1997)
Keywords: time-to-market, new product development, product prototyping, hazard function models

New Product Development: The Performance and Time-to-Market Tradeoff,
Morris A. Cohen, Jehoshua Eliasberg and Teck Ho, in Management Science (1996)
Keywords: new product development, time-to-market, new product performance

A Time Series Model for the Romanian Stock Market,
El Thalassinos and Diana-Mihaela Țîrcă (Pociovalisteanu), in European Research Studies Journal (2007)
Keywords: Time series methodology, forecasting stock markets, stationarity tests

Organizing time banks: Lessons from matching markets,
Tommy Andersson, Ágnes Cseh, Lars Ehlers and Albin Erlanson, from Universite de Montreal, Departement de sciences economiques (2018)
Keywords: Market design; time banking; priority mechanism; non-manipulability

Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086),
Mitja Stadje and Antoon Pelsser, from Tilburg University, Center for Economic Research (2014)
Keywords: Actuarial valuation principles; financial risk; market-consistency; time-consistency

Organizing Time Banks: Lessons from Matching Markets,
Tommy Andersson, Ágnes Cseh, Lars Ehlers and Albin Erlanson, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2018)
Keywords: market design, time banking, priority mechanism, non-manipulability

Organizing Time Banks: Lessons from Matching Markets,
Tommy Andersson, Agnes Cseh, Lars Ehlers and Albin Erlanson, from Institute of Economics, Centre for Economic and Regional Studies (2018)
Keywords: market design; time banking; priority mechanism; non-manipulability

Organizing Time Banks: Lessons from Matching Markets,
Tommy Andersson, Ágnes Csehz, Lars Ehlers and Albin Erlanson, from Lund University, Department of Economics (2019)
Keywords: market design; time banking; priority mechanism; non-manipulability

TIME SERIES DECOMPOSITION AS A METHOD OF MEASURING CAPITAL MARKETS CONVERGENCE,
Rafal Zukowski, in OLSZTYN ECONOMIC JOURNAL (2020)
Keywords: time series analysis, international capital markets, markets convergence

Short-term market efficiency indicator based on the waiting-time distribution,
Syed Mujahid Hussain, Sergey Osmekhin and Frédéric Délèze, in Review of Managerial Science (2021)
Keywords: Market efficiency indicator, Market inefficiency, Statistical arbitrage, Waiting-time distribution

Are the hypothesis tests used in time-on-market studies powerful enough?,
Paul Anglin, from European Real Estate Society (ERES) (2018)
Keywords: hypothesis testing; market clearing; numerical simulations; Power; Time on Market

Residential Asking Rents and Time on the Market,
Marcus Allen, Ronald Rutherford and Thomas Thomson, in The Journal of Real Estate Finance and Economics (2009)
Keywords: Time on market, Duration model, Hedonic model, Atypicality, Residential rent, Asking rent,

Working Time as Gendered Time,
Carmen Sirianni and Cynthia Negrey, in Feminist Economics (2000)
Keywords: Work-time, Alternative Work-time Arrangements, Household-labor Time, Market-labor Time, Gender And Work-time,

Energy market reforms in China and the time-varying connectedness of domestic and international markets,
Tiantian Wang, Fei Wu, Dayong Zhang and Qiang Ji, in Energy Economics (2023)
Keywords: China; Energy market reform; Energy transition; Spillovers; Time-varying;

Market integration in the Australian National Electricity Market: Fresh evidence from asymmetric time-frequency connectedness,
Muhammad Abubakr Naeem, Sitara Karim, Mustafa Raza Rabbani, Rabindra Nepal and Gazi Uddin, in Energy Economics (2022)
Keywords: NEM; Electricity markets; Asymmetry; Time-frequency connectedness;

On Transaction-Cost Models in Continuous-Time Markets,
Thomas Poufinas, in IJFS (2015)
Keywords: risky asset; transaction costs; weakly complete markets; continuous-time markets; cost function; option pricing

Minimizing the Expected Market Time to Reach a Certain Wealth Level,
Constantinos Kardaras and Eckhard Platen, from Quantitative Finance Research Centre, University of Technology, Sydney (2008)
Keywords: Numeraire portfolio; growth-optimal portfolio; market time; upcrossing; overshoot; exponential Levy markets; Ito markets; semimartingale markets

Time-varying Multivariate Extension of the Linear Market Model for Developed and Emerging Markets,
Serdar Nesl?hano?lu, from International Institute of Social and Economic Sciences (2015)
Keywords: CAPM, Market model, Time-varying systematic covariance risk, Multivariate state space model, Stock market Integration

Business model and time management in product development. Time to delivery, Time to market, and Time to initial public offering,
Sihem Ben Mahmoud-Jouini, from HAL (2004)
Keywords: Business,model,time,management,product,development,delivery,market,initial public offering

Market Crashes and Time-Translation Invariance,
Simon Gluzman, in FinTech (2023)
Keywords: market crashes; time-translation invariance; replica symmetry violation; exponential approximants; Gompertz approximants; logistic approximants; quantitative technical analysis

A set of time series data labour market stocks and flows for the Netherlands 1980 to 2010,
Manuel Mullers, Joan Muysken and Erik de Regt, from United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2013)
Keywords: labour market flows, time aggregation bias, the Netherlands

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets,
Francesco Guidi, from University Library of Munich, Germany (2010)
Keywords: Stock markets; cointegration; time-varying correlations.

Implementing flexible demand: Real-time price vs. market integration,
Florian Kühnlenz, Pedro H.J. Nardelli, Santtu Karhinen and Rauli Svento, in Energy (2018)
Keywords: Real-time pricing; Day-ahead market; Balancing market; Market design; Demand response; Smart grid;

A test of the adaptive market hypothesis using a time-varying AR model in Japan,
Akihiko Noda, in Finance Research Letters (2016)
Keywords: The adaptive market hypothesis; The efficient market hypothesis; Time-varying model approach; Degree of market efficiency;

Time to market vs. Time to delivery. Managing speed in Engineering Procurement and construction projects,
Sihem Ben Mahmoud-Jouini, Christophe Midler and Gilles Garel, from HAL (2004)
Keywords: Project management,Time-to-market,Time-to-delivery,Speed,Engineering,Procurement and Construction,Speed profile,Construction,Concurrent engineering

The influences of delay time on the stability of a market model with stochastic volatility,
Jiang-Cheng Li and Dong-Cheng Mei, in Physica A: Statistical Mechanics and its Applications (2013)
Keywords: Financial markets; Heston model; Time delay; Correlated noises; The mean escape time;

Time series momentum and contrarian effects in the Chinese stock market,
Huai-Long Shi and Wei-Xing Zhou, in Physica A: Statistical Mechanics and its Applications (2017)
Keywords: Econophysics; Time series momentum effect; Time series contrarian effect; Trading strategy; Chinese stock market;

Time on the Market and Probability of Sale Using a Generalized Geometric Hazard Model,
Steven B Caudill, Bogosavljevic Ksenija, Johnson Ken H. and Franklin Mixon, in Journal of Econometric Methods (2022)
Keywords: discrete-time hazard model, generalized geometric distribution, Weibull distribution, time on market, probability of sale, real estate economics

Time and Social Order,
Stefano Fiori, from Springer (2021)
Keywords: Time of the market, Historical time, Property, Social forms of time, Prudent man

Time-Varying Copula Modelling Between Malaysia and Major Stock Markets,
Nurul Hanis Aminuddin Jafry, Ruzanna Ab Razak and Noriszura Ismail*, in The Journal of Social Sciences Research (2018)
Keywords: Time-varying copula; Dependence; Malaysia stock market; Diversifications

TIME-SERIES AND CROSS-SECTIONAL MOMENTUM IN INDIAN STOCK MARKET,
Simarjeet Singh and Nidhi Walia, in Copernican Journal of Finance & Accounting (2020)
Keywords: cross-sectional momentum; time-series momentum; Indian stock market

Time-varying spillovers among first-tier housing markets in China,
Chien-Fu Chen and Shu-hen Chiang, in Urban Studies (2020)
Keywords: Chinese housing market; housing frenzies; spillovers; time-varying ripple effects

Time-varying Granger causality between the stock market and unemployment in the United States,
Vincent Fromentin, from HAL (2021)
Keywords: Stock market,unemployment,time-varying causality,United States

A model of investment under uncertainty with time to build, market incompleteness and risk aversion,
Laura Delaney, in European Journal of Operational Research (2021)
Keywords: Finance; Investment under uncertainty; Time to build; Market incompleteness; Risk aversion;

The roles of mean residence time on herd behavior in a financial market,
Jiang-Cheng Li, Yun-Xian Li, Nian-Sheng Tang and Dong-Cheng Mei, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Financial market; Heston model; Herd behavior; Mean residence time; Econophysics;

Information measure for financial time series: Quantifying short-term market heterogeneity,
Linda Ponta and Anna Carbone, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Entropy; Long-range correlated time series; Market heterogeneity; Portfolio selection;

Power law of quiet time distribution in the Korean stock-market,
Byoung Hee Hong, Kyoung Eun Lee and Jae Woo Lee, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Econophysics; Quiet time; Power law; Return; Stock market;

Time-varying pattern causality inference in global stock markets,
Tao Wu, Xiangyun Gao, Sufang An and Siyao Liu, in International Review of Financial Analysis (2021)
Keywords: Causality; PC theory; CCM theory; Time-varying; Global stock markets;

What are tenants demanding the most? A machine learning approach for the prediction of time on market,
Marcelo Cajias and Anna Freudenreich, in Journal of Property Investment & Finance (2024)
Keywords: Residential, Housing, Time on market, Machine learning, Decision tree, Random forest

Are homes hot or cold potatoes? The distribution of marketing time in the housing market,
Paul Carrillo and Jaren Pope, in Regional Science and Urban Economics (2012)
Keywords: Time on market; Liquidity risk; Quantile decomposition; Duration model; Censoring;

Do We Need to Implement Multi-Interval Real-Time Markets?,
Darryl R. Biggar and Mohammad Reza Hesamzadeh, in The Energy Journal (2022)
Keywords: Look-ahead dispatch; Pricing; Real-time market; Dual degeneracy

Cross-Sectional and Time-Series Momentum Returns and Market States,
Muhammad Cheema, Gilbert Nartea and Yimei Man, from University Library of Munich, Germany (2017)
Keywords: momentum returns, cross-sectional, time-series, market states

Time-varying asymmetric tail dependence of international equities markets,
Chunyang Zhou and Xiao Qin, in Pacific-Basin Finance Journal (2021)
Keywords: Time-varying asymmetric tail dependence; Skewed t copula; Emerging markets;

Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency,
Andrei Shynkevich, in Journal of Economics and Business (2013)
Keywords: Time-series momentum; Return predictability; Data snooping bias; Market efficiency;

Volatility Spillover in Regional Emerging Stock Markets: A Structural Time-Series Approach,
Talla Al-Deehani and Imad A. Moosa, in Emerging Markets Finance and Trade (2006)
Keywords: emerging markets, stochastic volatility, structural time-series modeling, volatility spillover,

Smallholder Milk Market Participation and Intra-household Time Allocation in Ethiopia,
Birhanu Megersa Lenjiso, Jeroen Smits and Ruerd Ruben, in The European Journal of Development Research (2016)
Keywords: Ethiopia, intra-household, milk market, smallholder, time allocation

Mutual Fund Theorem for continuous time markets with random coefficients,
Nikolai Dokuchaev, in Theory and Decision (2014)
Keywords: Optimal portfolio, Mutual Fund Theorem, Continuous time market models,

Investment timing and capacity decisions with time-to-build in a duopoly market,
Haejun Jeon, in Journal of Economic Dynamics and Control (2021)
Keywords: Time-to-build; Investment lags; Investment capacity; Duopoly market; Real options;

Integrating dynamic time-to-market, pricing, production and sales channel decisions,
Özalp Özer and Onur Uncu, in European Journal of Operational Research (2015)
Keywords: Time-to-market; Stochastic production systems; Pricing; Learning by doing; Optimal stopping;

Exponential Smoothing Approaches for Prediction in Real-Time Electricity Markets,
Tryggvi Jónsson, Pierre Pinson, Henrik Aa. Nielsen and Henrik Madsen, in Energies (2014)
Keywords: real-time electricity markets; classification; non-stationarity; moving average