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Browsing Graduate School of Business by Title
Now showing items 55-74 of 80
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(Nazarbayev University Graduate School of Business, 2016-11)This study investigates the implications of the implementation of a new, modern planning system proposed by a leading international consulting company for a large state-owned corporation operating in the oil and gas ...
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(Nazarbayev University, Graduate School of Business, 2021-12-21)This study gets insight from a recently published article which finds out the predicting role of the “CFEAR” in the commodity futures market. It becomes interesting for me to check its robustness in a longer period. Due ...
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(The Chinese Journal of Comparative Law, 2020-05-21)Since the Belt and Road Initiative (BRI) was announced in 2013, China’s expanding economic, geopolitical, and business presence demonstrates its eagerness to play a more significant role in the systems of international ...
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(Nazarbayev University, Graduate School of Business, 2021-02-11)We investigate whether there exist seasonal anomalies in the Kaza- khstan Stock Exchange (KASE) index. We focus on two well-known ef- fects in capital markets: day-of-the-week and month-of-the-year e ects af- ter ...
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(Nazarbayev University, Graduate School of Business, 2022-12-14)In this research, we fit term structure models of the interest rates to cross-sections of government bonds in Kazakhstan and investigate whether we can use the pricing errors as indicators of mispricing. We test whether ...
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(Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-05-01)Using daily return data from 448 actively managed mutual funds over a recent 9- year period, we look for persistence, over two consecutive quarters, in the ability of funds to select individual stocks and time the market. ...
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(AMER STATISTICAL ASSOC, 2018)This study develops and implements methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for all risk averse investors. We develop a test ...
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(Nazarbayev University, Graduate School of Business, 2022-12-14)Prior literature attributes stock price crash risk to managers hiding or personally absorbing firm-specific negative information from investors. Managers hide information in the 10-K reports which lead to stock price crashes ...
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(Journal of Retailing, 2017-09-01)Abstract Customers can sometimes learn unanticipated or hidden use value of a firm’s product whereas the non-customers remain uninformed about that extra value. A monopolist will increase its profit by informing the ...
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(Nazarbayev University Graduate School of Business, 2016-11)This work intends to analyze the environment of the OSR market and develop a strategy for LLP Caspian Sea Support to retain the leadership position in the oil spill response market. It will be fulfilled by applying several ...
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(Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2007-02-17)This paper puts the PIN variable (Probability of INformation-based trading) to test. We ¯nd that for a large set of stocks, the PIN vari- able is lower (albeit insigni¯cantly) in the periods before earnings an- nouncements ...
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(Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2015-10-08)I use simulated series of buys and sells to test nine different PIN estimation algorithms implemented in SAS, proc NLP. I conclude that the algorithms do a good job estimating PIN, on average, when applied to series ...
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(Journal of the Academy of Marketing Science, 2007-12-01)The dynamic effects of survival determinants in e-commerce are tested using longitudinal data on 460 e-tailers. This is achieved through the incorporation of both time-varying covariates and coefficients in a discrete ...
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(2006-03)Longitudinal data on 460 e-tailers are used to test the dynamic effects of survival determinants in e-commerce. The model includes elements of competitive strategy, industry structure, firm and product characteristics, ...
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(Social Science Research Network (SSRN), 2016)We provide evidence that managers have a revealed preference for reporting total revenue numbers just above base-ten thresholds (i.e., “round” numbers) of the form N × 10K. Examples are $10 million (1 × 107) and $4 billion ...
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(Nazarbayev University Graduate School of Business, 2016-11)This thesis presents the role of corporate culture in organizational change management. The objective is to study the existing corporate culture of the Republican State Enterprise “Kazakhstan temir zholy” (hereinafter ...
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(Nazarbayev University, Graduate School of Business, 2021-12-21)This paper verifies under realistic trading conditions the results in Moreira and Muir (2017) which shows that leveraging/deleveraging the index portfolio according to its past volatility with the use of index options ...
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(Nazarbayev University, Graduate School of Business, 2021-12-21)This study assesses whether the strategy Moreira and Muir (2017) on volatility-managed portfolios generates high returns when applied on the U.S. stock market. In our owrk we replicate the methodology of Moreira and Muir ...
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(Finance Research Letters, 2021-11-10)Firms with high social capital systematically outperform their peers during periods of economic distress. Yet, it is not clear under which institutional conditions corporate social capital is the most valuable to shareholders. ...
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(Nazarbayev University Graduate School of Business, 2016-11)Autonomous organization of education "Nazarbayev University" is a unique project in the field of education, established on the initiative of the President of the Republic of Kazakhstan Nursultan Nazarbayev, and is intended ...
Now showing items 55-74 of 80
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