Results 91 to 100 of about 139,496 (320)
It should be expected from this paper an expansion on some distinctive issues regarding arbitrage portfolios: i) a definition on arbitrage portfolios that enables adjustments to SML and CML environments; ii) sufficient conditions to set up arbitrage ...
Rodolfo Apreda
core
Martingales and arbitrage: a new look [PDF]
, 2003 This paper addresses the equivalence between the absence of arbitrage and the existence of equivalent martingale measures. The equivalence will be established under quite weak assumptions since there are no conditions on the set of trading dates (it may ...
Balbás, Alejandro
core +1 more source
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Strategic Management Journal, EarlyView.Abstract Research Summary This study investigates an under‐explored cost of operating in pollution havens: the pollution‐induced operational cost, or the increased labor costs and material supply constraints resulting from host countries' environmental pollution.
Juan Bu, Aurora Genin
wiley +1 more source
EnergiesThis paper presents an economic assessment of seawater thermal energy storage (TES) integrated with industrial heat pumps to couple renewable electricity generation with urban district heating networks.
Timur Abbiasov +5 more
doaj +1 more source
International Journal of Urban and Regional Research, EarlyView.Abstract What happens when venture capitalists try to reinvent housing in their own image? Synonymous with the rise of Big Tech, venture capitalists (VCs) are asset managers that invest in early‐stage companies, pursuing aggressive growth and market domination. Since the 2008 financial crisis, VCs have poured huge sums into real estate start‐ups.
Tim White
wiley +1 more source
The validity and time-horizon of the Fed model for equity valuation: a co-integration approach
Journal of Banking and Financial Economics, 2015 Investors do arbitrage between bonds and stocks. The so-called “Fed model” asserts that comparing the level of the earnings yields of stocks to the nominal government bond yields is relevant when assessing the relative values of the two asset classes ...
Fabien Mercier
doaj +1 more source
In traditional models, arbitrage in a given security is performed by a large number of diversified investors taking small positions against its mispricing.
Andrei Shleifer, Robert W. Vishny
core
Journal of Accounting Research, EarlyView.ABSTRACT We study how foreign investors’ access to corporate information varies with pairwise geopolitical tensions between the investor's and investee's countries. Using a sample of 1,760 country‐pairs, we find that geopolitical tensions between a conference call host firm's country and a foreign country relate negatively with investor participation ...
YIFEI LU +2 more
wiley +1 more source
Drivers of grain price volatility: a cursory critical review
Agricultural Economics (AGRICECON), 2018 Understanding the determinants of price volatility is a key step to prevent the potential negative consequences of the uncertainty faced by farmers. The presented critical review provides a novel categorization of grain price volatility drivers.
Fabio Gaetano Santeramo +4 more
doaj +1 more source