Topic
Spillover effect
About: Spillover effect is a research topic. Over the lifetime, 7869 publications have been published within this topic receiving 167367 citations.
Papers published on a yearly basis
Papers
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TL;DR: In this article, the authors used a new spillover directional measure and asymmetric spillover measures to investigate the dynamic asymmetric volatility spillover between oil and stock markets during the period of 2007 to 2016.
141 citations
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TL;DR: In this paper, the analysis of the spillover gap between the social and private rates of return to a proposed project is considered in the context of the Advanced Technology Program (ATP).
Abstract: Government policies like the Advanced Technology Program (“ATP”) are intended, at least in part, to remedy the “market failure” inherent in the fact that a significant portion of the social benefits of new knowledge and technology are not captured by a firm that invests in R&D. ATP’s project selection, and its evaluation of the impact of its program, can be made more effective by explicitly incorporating the analysis of such “spillovers.” For project selection, this means identifying technological, organizational and economic factors that tend to oint to a large “spillover gap,” or deviation between the social and private rates of return to a proposed project. For program evaluation and assessment, it means adapting existing study methods that measure social returns to innovation in ways that explicitly capture spillover effects.
141 citations
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TL;DR: In this article, the authors employed the method introduced by Diebold and Yilmaz (2012) which constructs the spillover index by variance decomposition of the prediction error and revealed the asymmetric spillover effect between two types of markets in return and volatility series.
141 citations
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TL;DR: This paper examined the stock market reaction to announcements of formal supervisory actions and found that the variation in the quality and timeliness of disclosure by U.S. banks explains much of the variation of the market's reactions.
140 citations
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TL;DR: This article found that more working mothers than fathers in the sample experienced negative family-to-work spillover, whereas family life satisfaction was one of the strongest predictors for both mothers and fathers.
Abstract: Prior research has inconsistently documented the gendered nature of negative spillover between the domains of home and work. Little is known about predictors of negative spillover for employed mothers and fathers. Using the 1997 wave of the National Study of the Changing Workforce, this study’s purpose was twofold: to determine if a difference exists in negative spillover for working mothers and fathers and to identify shared and unique predictors of spillover for both groups. Findings reveal that more working mothers than fathers in the sample experienced negative family-to-work spillover. Time spent performing household chores and caring for children by respondent and spouse did not predict negative spillover for mothers, although caring for a sick child was a significant predictor for fathers. Marital satisfaction was not a significant predictor of spillover, whereas family life satisfaction was one of the strongest predictors for both mothers and fathers.
140 citations