Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2020.11.010
Abstract: Abstract What factors drive price discovery for cross-listed shares? Several significant variables were identified, but the literature assumes that their impact is symmetric throughout the distribution of information shares. Using data from 25 companies listed… read more here.
Keywords: discovery process; price; cross listed; flight safety ... See more keywords
Examining the flight-to-safety with the implied volatilities
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2016.09.015
Abstract: This paper investigates the flight-to-safety phenomenon by examining the interactions between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver markets. We find that increases in VIX lead to contemporaneous… read more here.
Keywords: examining flight; note gold; flight; flight safety ... See more keywords
Flight-to-safety and the risk-return trade-off: European evidence
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.09.009
Abstract: This paper investigates flight-to-safety from stocks to bonds in six European markets. We use quantile regressions to identify flight-to-safety episodes. The conditional risk-return trade-off on the stock markets is negative. Flight-to-safety episodes strengthen the negative… read more here.
Keywords: flight; flight safety; return trade; risk return ... See more keywords
Proactive flight safety – a feasibility study on optimal use of flight data monitoring and incident reports in an airline
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DOI: 10.1080/10803548.2021.1899608
Abstract: Objectives. This study aimed to identify problems with the use of flight data monitoring (FDM) and incident report systems in an airline, present considerations for improvement and suggest a model of how these considerations relate… read more here.
Keywords: use flight; flight; flight safety; flight data ... See more keywords
Adaptive Neural Networks-Based Dynamic Inversion Applied to Reconfigurable Flight Control and Envelope Protection Under Icing Conditions
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DOI: 10.1109/access.2020.2964728
Abstract: Aircraft icing can result in degradation of the aerodynamic characteristics and reduction of the control effectiveness, which would pose serious threats to flight safety. Reconfigurable flight control and envelope protection of iced aircraft have become… read more here.
Keywords: flight; flight safety; control; envelope protection ... See more keywords