Pub Date : 2024-09-12DOI: 10.1080/13504851.2024.2401512
Xiaodu Xie, Adam Clements
Empirical studies on volatility forecasting have predominantly concentrated on point or interval estimates. However, the study of directional changes in volatility remains a relatively underexplore...
{"title":"Predicting directional volatility: HAR model with machine learning integration","authors":"Xiaodu Xie, Adam Clements","doi":"10.1080/13504851.2024.2401512","DOIUrl":"https://doi.org/10.1080/13504851.2024.2401512","url":null,"abstract":"Empirical studies on volatility forecasting have predominantly concentrated on point or interval estimates. However, the study of directional changes in volatility remains a relatively underexplore...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142258188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-12DOI: 10.1080/13504851.2024.2399748
Chen Li, Mazhar Islam, Shantanu Dutta
We examine the impact of managerial ability on insider trading profitability within geographically diversified firms, where operational complexity can potentially increase insider advantages. We an...
{"title":"Insider trading profitability in geographically diversified firms: does managerial ability matter?","authors":"Chen Li, Mazhar Islam, Shantanu Dutta","doi":"10.1080/13504851.2024.2399748","DOIUrl":"https://doi.org/10.1080/13504851.2024.2399748","url":null,"abstract":"We examine the impact of managerial ability on insider trading profitability within geographically diversified firms, where operational complexity can potentially increase insider advantages. We an...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142258189","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-11DOI: 10.1080/13504851.2024.2401508
Weikang Zhao, Qinglin Sun
This paper investigates the impact of urban-level public data open platforms on corporate innovation strategies by using them as a quasi-natural experiment and employing the difference-in-differenc...
{"title":"Public data openness and firm innovation strategies","authors":"Weikang Zhao, Qinglin Sun","doi":"10.1080/13504851.2024.2401508","DOIUrl":"https://doi.org/10.1080/13504851.2024.2401508","url":null,"abstract":"This paper investigates the impact of urban-level public data open platforms on corporate innovation strategies by using them as a quasi-natural experiment and employing the difference-in-differenc...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142258395","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-11DOI: 10.1080/13504851.2024.2397081
Wenyao Hu, Heng Wang
During the COVID pandemic, the mobility of individuals is largely reduced. This paper is to investigate how this immobility-induced social isolation affects conference calls sentiment. We employ se...
{"title":"Covid-19 and firm communication: how do mobility constraints affect the conference call sentiment?","authors":"Wenyao Hu, Heng Wang","doi":"10.1080/13504851.2024.2397081","DOIUrl":"https://doi.org/10.1080/13504851.2024.2397081","url":null,"abstract":"During the COVID pandemic, the mobility of individuals is largely reduced. This paper is to investigate how this immobility-induced social isolation affects conference calls sentiment. We employ se...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142258397","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-10DOI: 10.1080/13504851.2024.2396557
Leonhard Ipsen, Jan Schulz
We suggest and empirically substantiate that the global production network constitutes an important variable for inflation inequality, as it modulates the impact of cost-push shocks on households. ...
{"title":"The (dis-)equalizing effects of production networks","authors":"Leonhard Ipsen, Jan Schulz","doi":"10.1080/13504851.2024.2396557","DOIUrl":"https://doi.org/10.1080/13504851.2024.2396557","url":null,"abstract":"We suggest and empirically substantiate that the global production network constitutes an important variable for inflation inequality, as it modulates the impact of cost-push shocks on households. ...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142206964","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-10DOI: 10.1080/13504851.2024.2400306
Hasan Karaboga, Abdullah Altun, Halit Yanikkaya
This paper estimates the impact of bilateral global value chain (GVC) participation on the globalization of the innovation systems for the years between 1990 and 2018. By combining the data from UN...
{"title":"The impact of participation in global value chains on the globalization of innovation systems","authors":"Hasan Karaboga, Abdullah Altun, Halit Yanikkaya","doi":"10.1080/13504851.2024.2400306","DOIUrl":"https://doi.org/10.1080/13504851.2024.2400306","url":null,"abstract":"This paper estimates the impact of bilateral global value chain (GVC) participation on the globalization of the innovation systems for the years between 1990 and 2018. By combining the data from UN...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142258396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-03DOI: 10.1080/13504851.2024.2396556
Mondher Bouattour, Amine Ben Amar, Néjib Hachicha
This paper investigates the sensitivity of a set of Middle Eastern stock markets to the most recent armed confrontation between Hamas and Israel. The analysis reveals a discernible negative impact ...
{"title":"How does Hamas–Israel war impact stock markets in the Middle East? Country and sector-level analysis","authors":"Mondher Bouattour, Amine Ben Amar, Néjib Hachicha","doi":"10.1080/13504851.2024.2396556","DOIUrl":"https://doi.org/10.1080/13504851.2024.2396556","url":null,"abstract":"This paper investigates the sensitivity of a set of Middle Eastern stock markets to the most recent armed confrontation between Hamas and Israel. The analysis reveals a discernible negative impact ...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142206969","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-02DOI: 10.1080/13504851.2024.2397566
Dylan Brewer, Graham Lewis
This article examines the effect of the COVID-19 pandemic and work-from-home trends on residential construction. We document a decline in building permits filed early in the pandemic, followed by a...
{"title":"Work from home, polarization, and new residential construction during COVID-19","authors":"Dylan Brewer, Graham Lewis","doi":"10.1080/13504851.2024.2397566","DOIUrl":"https://doi.org/10.1080/13504851.2024.2397566","url":null,"abstract":"This article examines the effect of the COVID-19 pandemic and work-from-home trends on residential construction. We document a decline in building permits filed early in the pandemic, followed by a...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142206966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-30DOI: 10.1080/13504851.2024.2396550
Wenguang Lin
The paper uses a hybrid model of convolutional neural network and long short-term memory (CNN-LSTM) to examine the impact of the prediction (or input) window length on the prediction accuracy of tr...
{"title":"“Darling, time horizon matters”: applying the CNN-LSTM method for predicting US equity ETFs","authors":"Wenguang Lin","doi":"10.1080/13504851.2024.2396550","DOIUrl":"https://doi.org/10.1080/13504851.2024.2396550","url":null,"abstract":"The paper uses a hybrid model of convolutional neural network and long short-term memory (CNN-LSTM) to examine the impact of the prediction (or input) window length on the prediction accuracy of tr...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142206970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-30DOI: 10.1080/13504851.2024.2395464
John A. Dove, Noah J. Trudeau
Various literatures have evaluated the economic consequences associated with both entrepreneurship and occupational licencing. However, there has been a relative lack of research that attempts to t...
{"title":"Occupational Licensing restrictions and early-stage entrepreneurship: a US state-level analysis","authors":"John A. Dove, Noah J. Trudeau","doi":"10.1080/13504851.2024.2395464","DOIUrl":"https://doi.org/10.1080/13504851.2024.2395464","url":null,"abstract":"Various literatures have evaluated the economic consequences associated with both entrepreneurship and occupational licencing. However, there has been a relative lack of research that attempts to t...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142206971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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