Asymmetric effects of interest rate changes on stock prices
BJ Lobo - Financial Review, 2000 - Wiley Online Library
This study examines the stock price adjustment process around announcements of changes
in the federal funds rate target in the 1990s using an asymmetric autoregressive …
in the federal funds rate target in the 1990s using an asymmetric autoregressive …
Broadband speed and unemployment rates: Data and measurement issues
We examine the effects of broadband speed on county unemployment rates in the US state
of Tennessee. We merge the older National Broadband Map dataset and the newer FCC …
of Tennessee. We merge the older National Broadband Map dataset and the newer FCC …
Jump risk in the US stock market: Evidence using political information
BJ Lobo - Review of Financial Economics, 1999 - Elsevier
We examine the impact of US elections and partisan politics on the stock market using jump–diffusion
models of daily stock returns from 1965 to 1996. Our approach permits us to track …
models of daily stock returns from 1965 to 1996. Our approach permits us to track …
Exchange rate volatility: Does politics matter?
We examine the weekly volatility of the Japanese Yen, British Pound, German Mark and
Canadian Dollar relative to the US Dollar through five recent US presidential terms. Our …
Canadian Dollar relative to the US Dollar through five recent US presidential terms. Our …
Interest rate surprises and stock prices
BJ Lobo - Financial Review, 2002 - Wiley Online Library
This paper examines the impact of unexpected changes in the federal funds target on stock
prices from 1988 to 2001. Measures of interest rate surprises are constructed from survey …
prices from 1988 to 2001. Measures of interest rate surprises are constructed from survey …
An empirical investigation of the financial value of a college degree
BJ Lobo, LA Burke-Smalley - Education Economics, 2018 - Taylor & Francis
We generate selection-adjusted NPV and IRR estimates for a bachelor’s degree in the US
which account for time-to-graduation, debt financing and tuition levels. We find that a college …
which account for time-to-graduation, debt financing and tuition levels. We find that a college …
[PDF][PDF] Links between the Indian, US and Chinese stock markets
This study examines the bilateral relations between three pairs of stock markets, namely
India-US, India-China and China-US We use a Fractionally Integrated Vector Error Correction …
India-US, India-China and China-US We use a Fractionally Integrated Vector Error Correction …
Econometric error nullifies finding of the impact of broadband speed on county-level employment
In a 2017 Information Economics and Policy article, Bai (2017) used a pooled first-differenced
regression to find a positive relationship between broadband availability and the county-…
regression to find a positive relationship between broadband availability and the county-…
An effective lower bound on Lmax in a worker-constrained job shop
A common industrial operation is a dual resource constrained job shop where: (a) the objective
is to minimize L max , the maximum job lateness; (b) machines are organized into groups…
is to minimize L max , the maximum job lateness; (b) machines are organized into groups…
Money and macroeconomic performance: revisiting divisia money
Recent research suggests that the relation between money and the macroeconomy has
sharply weakened in the US after 1980. We reexamine this alleged breakdown by testing for …
sharply weakened in the US after 1980. We reexamine this alleged breakdown by testing for …