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Econometric analysis of microscopic simulation models (2010)
Journal Article
Li, Y., Donkers, B., & Melenberg, B. (2010). Econometric analysis of microscopic simulation models. Quantitative finance, 10(10), 1187-1201. https://doi.org/10.1080/14697680903460176

Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to com... Read More about Econometric analysis of microscopic simulation models.

The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees (2010)
Journal Article
Dawson, P., & Dobson, S. (2010). The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees. Journal of economic psychology, 31(2), 181-191. https://doi.org/10.1016/j.joep.2009.06.001

This study considers the influences on agents' decisions in an international context. Using data from five seasons of European cup football matches it is found that referees favour home teams when awarding yellow and red cards. Previous research on r... Read More about The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees.

Do benchmark African equity indices exhibit the stylized facts? (2010)
Journal Article
Li, Y., Hamill, P. A., & Opong, K. K. (2010). Do benchmark African equity indices exhibit the stylized facts?. Global finance journal, 21(1), 71-97. https://doi.org/10.1016/j.gfj.2010.03.006

This paper investigates if benchmark African equity indices exhibit the stylized facts reported for financial time series returns. The returns distributions of the Africa All-Share, Large, Medium and Small Company Indices were found to be leptokurtot... Read More about Do benchmark African equity indices exhibit the stylized facts?.

Sources of competitiveness for logistics service providers: a UK industry perspective (2010)
Journal Article
Liu, X., McKinnon, A. C., Grant, D. B., & Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research, 2(1), 23-32. https://doi.org/10.1007/s12159-010-0024-7

This paper empirically examines perceptions on the sources of competitiveness for logistics service providers (LSPs) drawing on two influential theories of strategic management, Porter’s competitive advantage theory and the resource-based view (RBV).... Read More about Sources of competitiveness for logistics service providers: a UK industry perspective.

Crashes in real estate prices: causes and predictability (2010)
Journal Article
Xiao, Q. (2010). Crashes in real estate prices: causes and predictability. Urban studies, 47(8), 1725-1744. https://doi.org/10.1177/0042098009356482

Large swings in real estate prices that end in devastating crashes have been witnessed by many countries in the past two decades. To curtail the damage of these crashes, it is imperative that we understand their causes. This study proposes a model th... Read More about Crashes in real estate prices: causes and predictability.

The residential market of Hong Kong: rational or irrational? (2010)
Journal Article
Xiao, Q., & Liu, Y. (2010). The residential market of Hong Kong: rational or irrational?. Applied economics, 42(7), 923-933. https://doi.org/10.1080/00036840701720960

The current study attempts to investigate the proposition that Hong Kong residential market is only driven by a rational speculative bubble, in addition to fundamentals. The fundamentals are chosen according to the present value model, but will accou... Read More about The residential market of Hong Kong: rational or irrational?.

Risk and predictability of Singapore's private residential market (2010)
Journal Article
Xiao, Q., & Huang, W. (2010). Risk and predictability of Singapore's private residential market. Quantitative finance, 10(5), 529-543. https://doi.org/10.1080/14697680903236113

This study explores the short-run predictability of, and the risks facing investors in, Singapore's private housing market. We explicitly model a periodically collapsing rational speculative bubble within the present value framework, and propose an u... Read More about Risk and predictability of Singapore's private residential market.

Taxes, public spendings and economic growth in OECD countries (2010)
Journal Article
Bhattarai, K. (2010). Taxes, public spendings and economic growth in OECD countries. Problems and Perspectives in Management, 8(1), 14-30

Impacts of taxes and spending on accumulation and growth are assessed theoretically using neoclassical, optimal growth and overlapping generation models. Empirical supports based on rank correlation and panel regression analysis suggest that countrie... Read More about Taxes, public spendings and economic growth in OECD countries.

Optimizing strategic behaviour in a dynamic setting in professional team sports (2010)
Journal Article
Dobson, S., & Goddard, J. (2010). Optimizing strategic behaviour in a dynamic setting in professional team sports. European journal of operational research, 205(3), 661-669. https://doi.org/10.1016/j.ejor.2010.01.024

This article develops a dynamic game-theoretic model of optimizing strategic behaviour by football (soccer) teams. Teams choose between defensive and attacking formations and between a non-violent and a violent playing style, and can vary these choic... Read More about Optimizing strategic behaviour in a dynamic setting in professional team sports.