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Economic Applications of Conditional Intensity Models
for financial transactions and patent applications data
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In several fields of economics, an important characteristic of the data representing economic events is that the arrival time of each event is random. In the field of finance, examples of these data are the financial transaction processes and the bid/ask order submission processes observed over the trading day of a financial market. In the field of firms' innovation activity, the arrival times of firms' patent applications provide another example. In this monograph, different dynamic econometric models are employed to test economic hypotheses related to market liquidity and trading activity of financial assets. Moreover, the book also presents econometric applications to study the determinants of the firm's patent application intensity, and the impact of a firm's innovation activity on the firm's and its competitors' stock market value and patent application activity.
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