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Rebecca Emerson Stephen G. Hall Anna Zalewska-Mitura 《Economic Change and Restructuring》1997,30(2-3):75-90
With new technically advanced methods and computers at our disposal, the efficient market hypothesis is once again being debated. At the same time, we are witnessing an unprecedented growth in both existing and new financial markets. These new markets are often in economies which have just recently embraced free market economics; we term these stock markets infant markets. Such stock markets are obviously not efficient in allocating the supply of savings to productive capital. We do not test whether or not these infant markets are informationally efficient, but instead examine whether and how they are becoming more efficient. We propose modelling the excess returns of individual securities using a multi-factor model with time-varying coefficients and generalised auto-regressive conditional heteroskedastic (GARCH) errors. If the markets are becoming more informationally efficient or the agents are learning, we would expect this to manifest itself as the time-varying coefficients becoming more stable as time increases. We test our model using data on four Bulgarian shares. First, we estimate an AR(2) model and a GARCH-M(1,1) model for the shares. Then, we estimated our AR(2) model with time varying coefficients and GARCH type errors. We find varying levels of efficiency and varying speeds of movement towards efficiency within our sample of four shares. 相似文献
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Jeffrey Scott Mclllwain 《Trends in Organized Crime》2005,8(4):15-39
This article seeks to understand the processes by which the crime of intellectual property theft is organized, with specific
attention given to film piracy. It seeks to identify the structure and function of the criminal enterprises engaged in this
crime and assess the degree to which organized crime is involved with film piracy. An analysis of available sources reveals
that general conclusions about the relationship of organized crime to film piracy results from a lack of useable and verifiable
information in media, government, and industry sources. In the absence of independent, substantive analysis, anecdote and
industry interests currently drive public policies and legal developments created to address the role of organized crime in
film piracy. In the United States and across the globe, seizures, criminal indictments, civil actions, and public awareness
are up considerably. Whether or not these advances can be maintained in the face of technological advances, the evolution
of industry economic structures, and consumer indifference to the stigma of intellectual property theft and concern at industry
response to such theft remains to be seen. Specific recommendations for future research are offered.
The author would like to thank the International Center of the National Institute of Justice for soliciting funding this research
through a grant, Intellectual Property and Organized Crime. He also Thanks Jay S. Albanese and his the anonymous reviewers
of this work for their helpful comments and criticisms. This article only reflects the findings of the author, not the National
Institute of Justice, Dr. Albanese or the reviewers. 相似文献
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Scott Prasser 《Australian Journal of Public Administration》1997,56(1):110-118
Reviewing public administration in Australia was once akin to watching glaciers — you knew there was movement and something was happening beneath the surface, but detection required patient observation over a long period of time. 相似文献
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This study examines a crucial question: What kind of effect do interdiction and other drug enforcement activities have on drug smuggling? Do they actually deter smuggling, or is their effect more one of disruption and displacement?... 相似文献
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Evaluating the Impact of Criminal Laws on HIV Risk Behavior 总被引:1,自引:0,他引:1