1,720,985 research outputs found
Three papers on European financial market integration
EThOS - Electronic Theses Online ServiceGBUnited Kingdo
Going Beyond Counting First Authors in Author Co-citation Analysis
The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Return and volatility spillovers in twelve Eastern European countries, 2006-2015
This study investigates return and volatility spillovers in the stock markets of 12 Eastern European countries using an augmented univariate AR-EGARCH model. The study introduces two additional explanatory variables: the change in exchange rates of each country’s domestic currency to the USD and the return of the S&P 500 index. The previous period's figures were preferred for both parameters. These newly introduced variables are used not only separately, but also in conjunction with and without the liquidity factor. Thus, a ‚bouquet’ of eight parallel equations for each sample is formed. According to the empirical results, return and volatility spillovers are confirmed for most cases, regardless of the chosen approach. Furthermore, the expected positive sign for the coefficients regarding the exchange rates and the S&P 500 index is verified most of the time. Moreover, the leverage effect was observed in several cases. In addition, the outcomes illustrate that the trading volume’s coefficient mainly carries a positive sign and that this variable accounts for spillover effects in return and volatility. Overall, it can be concluded that the developed univariate AR-EGARCH models successfully capture the effects of volatility transmissions in the examined stock markets.12319121
Positive feedback trading and long-term volatility links: evidence from real estate markets of USA, Be/Lux and Switzerland
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Dispelling the Myths Behind First-author Citation Counts
We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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