Search results for "ict"

showing 10 items of 7961 documents

Stock Volatility Predictability in Bull and Bear Markets

2020

Recent literature on stock return predictability suggests that it varies substantially across economic states being strongest during bad economic times. In line with this evidence, we document that stock volatility predictability is also state dependent. In particular, using a large data set of high-frequency data on individual stocks and a few popular time-series volatility models, in this paper we comprehensively examine how volatility forecastability varies across bull and bear states of the stock market. We find that the volatility forecast horizon is substantially longer when the market is in a bear state than when it is in a bull state. In addition, the volatility forecast accuracy is…

050208 financeHorizon (archaeology)05 social sciencesMarket statesStock returnComputingMilieux_GENERALState dependent0502 economics and businessForecast biasEconometricsEconomicsState dependenceStock market050207 economicsPredictabilityVolatility (finance)General Economics Econometrics and FinanceFinanceStock (geology)SSRN Electronic Journal
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Unveiling the Role of Multiple blockholders: Evidence from Closely Held Firms.

2019

Research Question/Issue. This paper disentangles how the modes of ownership distribution among multiple blockholders and their heterogeneity shape principal–principal conflicts and, in turn, affect firm performance. The paper offers empirical evidence from a panel of Italian closely held firms over the period 2009–2014. Research Findings/Insights. We explore the principal–principal conflicts among blockholders across two distinct control structures. When a single blockholder controls the firm, principal–principal conflicts are shaped by the trade‐off between the alignment effect and the monitoring effect. In this scenario, we find that the relationship between the two largest blockholders' …

050208 financeStrategy and ManagementCorporate governanceclosely held firms ownership distribution blockholder type firm control principal-principal conflicts05 social sciencesControl (management)Principal–agent problemResearch findingsGeneral Business Management and AccountingMicroeconomicsSettore SECS-P/09 - Finanza AziendaleShareholderManagement of Technology and Innovation0502 economics and businessBusinessEmpirical evidenceSettore SECS-P/08 - Economia E Gestione Delle Imprese050203 business & management
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System Dynamics in the Predictive Analytics of Container Freight Rates

2021

This study proposes a two-tier cross-validation and backtesting procedure, including expanding and rolling-window test metrics in predictive analytics of container freight rates by utilizing the system dynamics approach. The study utilized system dynamics to represent the nonlinear complex structure of container freight rates for predictive analytics and performed univariate and multivariate time-series analysis as benchmarks of the conventional approach. In particular, the China containerized freight index (CCFI) has been investigated through various parametric methodologies (both conventional time-series and system dynamics approaches). This study follows a strict validation process cons…

050210 logistics & transportationOperations researchComputer science05 social sciencesContainerizationTransportation02 engineering and technologyPredictive analyticsSystem dynamics0502 economics and businessContainer (abstract data type)0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processingTime seriesLiner shippingCivil and Structural EngineeringTransportation Science
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Using a hazard-independent approach to understand road-network robustness to multiple disruption scenarios

2021

Abstract A range of predictable and unpredictable events can cause road perturbations, disrupting traffic flows and more generally the functioning of society. To manage this threat, stakeholders need to understand the potential impact of a multitude of predictable and unpredictable events. The present paper adopts a hazard-independent approach to assess the robustness (ability to maintain functionality despite disturbances) of the Sioux Falls network to all possible disruptions. This approach allows understanding the impact of a wide range of disruptive events, including random, localised, and targeted link failures. The paper also investigates the predictability of the link combinations wh…

050210 logistics & transportationPotential impactComputer science020209 energy05 social sciencesTransportationLink criticality Network robustness Resilience assessment Road networks Traffic congestion Travel time02 engineering and technologyHazardRisk analysis (engineering)0502 economics and business0202 electrical engineering electronic engineering information engineeringRange (statistics)Settore ICAR/04 - Strade Ferrovie Ed AeroportiNetwork performanceSensitivity (control systems)PredictabilityRobustness (economics)General Environmental ScienceCivil and Structural Engineering
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Investigating Mobility Gaps in University Campuses

2018

The objective of the present research is to carry out a gap analysis between current mobility situations and the needs, future plans and priorities regarding a number of thematic areas on the issue of mobility in university campuses. For this purpose, an interview was conducted involving 36 experts from seven Southern European Universities. More specifically, experts from each university were asked to analyse and rate both the current and the desired situation in the campus under their responsibility with focus on the following thematic areas: parking management, soft modes infrastructure, public transport, car related issues, road infrastructure, environment and energy, mobility management…

050210 logistics & transportationgeographygeography.geographical_feature_categorybusiness.industry05 social sciencesPlan (drawing)PedestrianGap analysisUrban areaTransport engineeringUniversity campusPublic transport0502 economics and business050501 criminologyIct toolsBusinessMobility management0505 law
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Screening of Foreign Direct Investment and the States’ Security Interests in Light of the OECD, UNCTAD and Other International Guidelines

2021

AbstractThis chapter analyses the concept of the “national security interest”, which is widely recognised as allowing a state to determine which areas of its economy are restricted or prohibited to foreign investors. This chapter seeks to identify what constitutes a threat for a state and how that threat is managed both domestically and internationally. Despite the recognition of a state’s right to take measures it considers essential to its security, there are limits. The rules established by the Organisation for Economic Co-operation and Development (OECD) and the United Nations Conference on Trade and Development (UNCTAD) and other international instruments are non-binding but can serve …

050502 lawSecurity interestNational securityTrade and developmentbusiness.industrymedia_common.quotation_subject05 social sciencesInternational tradeForeign direct investmentState (polity)restrictCustomary international lawObligationbusiness0505 lawmedia_common
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CAN I TELL JUST BY MYSELF? DISCUSSING A PARENTAL MENTAL DISORDER WITH A CHILD IN A RESEARCH INTERVIEW

2016

In this single-case study, we focus on how to have a dialogue in a research interview with a child whose parent has been diagnosed with a mental disorder. The interactional context and the interviewer’s role in co-constructing the child’s accounts have been largely neglected in the qualitative psychological research on this subject. Stigma related to mental disorders is increasingly being recognized as a central issue for the entire mental health field. It is considered to have far-reaching effects on the social interaction of the stigmatized person and also to contaminate the interactions of those around that person. We examine how the stigma of a parental mental disorder arises and is neg…

060101 anthropologyInterviewmedia_common.quotation_subject05 social sciencesStrict constructionismShameEmbarrassment06 humanities and the artsMental healthSocial relationdialogiDevelopmental psychologychildrenparental mental healthresearch interviewstigma050902 family studiesQualitative psychological research0601 history and archaeologyGirl0509 other social sciencesPsychologySocial psychologymedia_commonInternational Journal of Child, Youth and Family Studies
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Alexandre Brierre de Boismont and the limits of the psychopathological gaze

2018

One of the most remarkable implications of psychological medicine in the transition from the 18th to the 19th century was the advent of a new way of looking at the human being and new tools for analysing not only behaviour and individual experience, but also historical events, collective behavioural patterns or complex cultural achievements. Unsurprisingly, the deployment of this gaze could not advance without there being a series of disputes and controversies about its reach and the limits to its indiscriminate application. Focusing on the figure of French alienist Alexandre Brierre de Boismont and on the controversial cases of hallucinations and suicide, this article addresses the confli…

060104 historyHistoryPsychoanalysis060105 history of science technology & medicineHistory and Philosophy of ScienceTransition (fiction)0601 history and archaeology06 humanities and the artsPsychologyHuman beingGazePsychopathologyHistory of the Human Sciences
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From victims to survivors : The discourse of trauma in self-narratives of sexual violence in Cosmopolitan UK online

2018

060201 languages & linguisticsCultural Studiesta520seksuaalirikoksetSelf narrativesSexual violenceCommunicationselviytyminenvictimsväkivaltaGender studiesta612106 humanities and the artsuhritcopingsex crimes0602 languages and literatureta5141traumas (mental objects)Sociologyta518ta515traumatviolence (activity)Discourse, Context and Media
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Lügenerwerb und Geschichten vom Lügen

2011

The acquisition of lying is a complex developmental process, where linguistic, cognitive, emotional and moral aspects are intertwined. It is shown that this developmental process is reflected in children’s literature. Since lying is indeed a very important topic in children’s literature, as is shown with regard to children’s books ranging from picture books to books for children in school age to books for young adults, we argue that this topic cannot be well understood when these developmental aspects are not taken into consideration.

060201 languages & linguisticsLinguistics and LanguageSchool age childLiterature and Literary TheoryPicture booksCognition06 humanities and the artsLanguage and LinguisticsDevelopmental psychology030507 speech-language pathology & audiology03 medical and health sciences0602 languages and literature0305 other medical sciencePsychologyLyingZeitschrift für Literaturwissenschaft und Linguistik
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