"Lipstick Effect In Romania: Propensity To Buy Cosmetics And Stock Market Evolutions "

Market Blended Insight: Modeling Propensity to Buy with the Semantic Web

Market Blended Insight (MBI) is a project with a clear objective of making a significant performance improvement in UK business to business (B2B) marketing activities in the 5-7 year timeframe. The web has created a rapid expansion of content that can be harnessed by recent advances in Semantic Web technologies and applied to both Media industry provision and company utilization of exploitable ...

Mathew Effect in Artificial Stock Market

In this article, we established a stock market model based on agents’ investing mentality. The agents decide whether to purchase the shares at the probability, according to their anticipation of the market’s behaviors. The expectation of the amount of shares they want to buy is directly proportional to the value of asset they hold. The agents sell their shares because of the gaining-profit psyc...

Exchange rate volatility and its effect on stock market volatility

This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...

Transition, the Evolution of Stock Market Efficiency and entry into EU: the case of Romania

Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. ...