Kaia Lv

Managing Editor of MDPI, JRFM Editorial Office E-Mail: [email protected]

[Journal of Risk and Financial Management @JRFM_MDPI]

Please join us to welcome the new Editor in Chief of the Journal of Risk and Financial Management, Prof. Dr. Thanasis Stengos, from University of Guelph, Canada.

We sincerely look forward to the next progress of JRFM under the lead of Prof. Dr. Stengos.

[Kaia Lv @kaia_lv]

'Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden', new article in JRFM - Special Issue 'Analysis of Global Financial Markets', view full text at https://t.co/Q5bWdCYaoh

[Journal of Risk and Financial Management @JRFM_MDPI]

Special Issue "High Frequency Finance", leading by Prof. Tony S. Wirjanto (@UWaterloo), aims to provide a collection of papers from leading experts in the area of #highfrequency #trading & #financial #data. Welcome your submissions! https://t.co/vHPtLVAj0x

[Journal of Risk and Financial Management @JRFM_MDPI]

Welcome New Advisory Board Member! https://t.co/WrazlcpjbX
Prof. Dr. Barry Goodwin, from North Carolina State University, joined our Advisory Board. Welcome!

[Kaia Lv @kaia_lv]

#cointegration; #statistical_arbitrage; #natural_gas; #wholesale_electricity; #futures_market; #spark_spread; #Expectations; #Arbitrage; #Energy_Futures #Markets

[Kaia Lv @kaia_lv]

Expectations for Statistical Arbitrage in Energy Futures Markets https://t.co/E2NStfs6Le @JRFM_MDPI

[Journal of Risk and Financial Management @JRFM_MDPI]

#mdpijrfm A Divisia User Cost Interpretation of the Yield Spread Recession Prediction https://t.co/ZeY91mdUQ2 @JRFM_MDPI #interest_rates; #Great_Recession; #Federal_Reserve; #Financial_Stability; #Divisia; #yield_spread; #recessions; #Cost; #Recessio_Prediction

[Kaia Lv @kaia_lv]

#mdpijrfm Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis https://t.co/ObMtbGml2C @JRFM_MDPI #excessreturns; #efficientmarkethypothesis; #datasnooping; #investment and #capitalmarkets; #StockInvestment; #EfficientMarket

[Kaia Lv @kaia_lv]

When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions https://t.co/IwfSISsk1p @JRFM_MDPI #merging and #acquisition #M&A; #wealtheffects; #emergingmarkets; #CrossBorder #Acquisitions

[Kaia Lv @kaia_lv]

#mdpijrfm Money as an Institution: Rule versus Evolved Practice? Analysis of Multiple Currencies in Argentina https://t.co/vwGeAOx85E @JRFM_MDPI

[Kaia Lv @kaia_lv]

Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-#GARCH Model https://t.co/66qNtg0Qfg … @JRFM_MDPI

[Journal of Risk and Financial Management @JRFM_MDPI]

#mdpijrfm Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-#GARCH Model https://t.co/TjNXPCAQxS @JRFM_MDPI
#exchangerate; #oilprice; #BRICS; #dependencestructure; #copula

[MDPI @MDPIOpenAccess]

AdTurtle: An Advanced Turtle Trading System https://t.co/YJiRynFJ1Q #AlgorithmicTrading #StopLoss #Turtle @JRFM_MDPI

[Kaia Lv @kaia_lv]

#financialeconomics, #microeconomics, #macroeconomics, #laboreconomics, #economicgrowth, #Econometric

[Journal of Risk and Financial Management @JRFM_MDPI]

@BooksMDPI Prof. Thanasis Stengos' new Special Issue book "#Nonparametric #Econometric #Methods and #Application", is published in @JRFM_MDPI and available online: https://t.co/U4gcEPOHHm. #financialeconomics, #microeconomics, #macroeconomics, #laboreconomics, #economicgrowth

[Journal of Risk and Financial Management @JRFM_MDPI]

Check out new article "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments", published in @JRFM_MDPI, see more at https://t.co/RgGFPBEZak #Bayesianeconometrics; #portfolio choice; #stock #market #predictability; #InvestorSentiments; #FinancialMarkets

[Journal of Risk and Financial Management @JRFM_MDPI]

A paper "Multi-Period Investment Strategies under Cumulative Prospect Theory" from Prof. Traian A. Pirvu (McMaster University), is published online. See more at https://t.co/RbsGNSsA7e
#portfolioselection; #multi-period #investment #strategy; #cumulative prospect theory (#CPT)

[Journal of Risk and Financial Management @JRFM_MDPI]

A paper "Threshold @Stochastic Conditional Duration Model for #Financial #Transaction #Data" from Prof. Tony S. Wirjanto (@UWaterloo) is published online. See more at https://t.co/pVtGMrhRLH #threshold; #Bayesian inference; #FinancialEconometrics; #financialdata

[Journal of Risk and Financial Management @JRFM_MDPI]

New article of @JRFM_MDPI Special Issue "#ComputationalFinance": "The Impact of #Algorithmic #Trading in a Simulated #Asset #Market", can be accessed freely online at https://t.co/87CZIH0Kxx #algorithmictrading; #marketquality; #liquidity; #StatisticalArbitrage

[Kaia Lv @kaia_lv]

A paper "Defined Contribution #Pension Plans: Who Has Seen the #Risk?" from Prof. Peter A. Forsyth (University of Waterloo @UWaterloo) and Prof. Kenneth R. Vetzal (University of Waterloo), is published online. See more at https://t.co/bS5N9qyCMX #assetallocation, #definedbenefit

[Journal of Risk and Financial Management @JRFM_MDPI]

A paper "The Effects of the #Financing #Facilitation #Act after the #Global #Financial #Crisis: Has the Easing of Repayment Conditions Revived Underperforming Firms?" from Dr. Nobuyoshi Yamori (Kobe University), is published online. See more at https://t.co/XBvuc6qn9S

[Kaia Lv @kaia_lv]

#mdpijrfm Herding in Smart-Beta Investment Products https://t.co/IZu1Do29qF @JRFM_MDPI