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Dec 18

Selected Papers of PhD Forum 12132011

Posted by abiao at 02:46 | Review | Comments(0) | Reads(4204)
I am finally back China from the 24th Australasian Finance & Banking Conference, 22 hours long flight from London -> Shanghai -> Sydney is more challenging than I thought. In the following posts I will select a few papers I personally feel interesting, hope you can enjoy reading them as I do.

Stock Market Fragility and the Quality of Governance of the Country: relationship between the quality of governance of a country and its degree of financial fragility.

The Ultimate Irrelevance Proposition in Finance?: Over 80% of published studies are distinguishing between statistical and economic significance and about quantifying and interpreting the economic magnitudes of the statistical relationships they measure. Yet, only 10% of them acknowledge limits to the power of their tests and fewer still do anything about them. What can you learn from the paper to change your writing style in order to increase chance of being accepted?

Information Management in Financial Markets: Implications for Stock Momentum and Volatility: the amount of positive information released by a company is positively related to both its future stock performance and future positive releases, suggesting that companies tend to ration the delivery of positive news and create sustainable price trends.

A full list of the PhD forum papers can be downloaded at PhD forum.

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