1,720,958 research outputs found
Essays on Finance and Climate Risk
No full textThis thesis consists of three chapters on climate risks and financial markets. The first chapter studies how residential mortgage contracts distribute flood risk exposures across banks, households, and the government flood insurer. I find that banks offload flood risk to the government through flood insurance contracts, and to households through higher required down payments. This credit rationing shifts the composition of mortgages in flood zones towards richer and higher credit quality borrowers. The second chapter, joint with David Thesmar, Augustin Landier, and Jean-Francois Bonnefon, characterizes investors’ moral preferences in a parsimonious experimental setting, where we auction stocks with various ethical features. We find strong evidence that investors seek to align their investments with their social values (“value alignment”), and find no evidence of behavior driven by the social impact of investment decisions (“impact-seeking preferences”). The third chapter proposes a simple structural model to study substitution patterns within the class of safe and liquid assets at the extreme short-end of the yield curve. Demand system estimates suggest that treasury securities and financial commercial paper are nearly perfect substitutes.Ph.D
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe 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
Estimating demand for liquid assets
No full textThesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, May, 2020Cataloged from the official PDF of thesis.Includes bibliographical references (pages 21-22).This paper proposes a simple structural model to study substitution patterns within the class of safe and liquid assets at the extreme short-end of the yield curve (maturity <1YR). I estimate the demand system by exploiting plausibly exogenous variation in safe asset issuance due to regulatory requirements (''window dressing"). Under this identifying assumption, month-end dummies can be considered supply shocks and can be used to instrument quantities. 2SLS estimates suggest nearly perfect substitutability between treasury securities and financial commercial paper.by Parinitha Sastry.S.M. in Management ResearchS.M.inManagementResearch Massachusetts Institute of Technology, Sloan School of Managemen
Variations on the Author
Get PDF“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
Get PDFWe 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
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe 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
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
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