Results 91 to 100 of about 35,866 (300)
American Depositary: A Case Study for Brazilian Market [PDF]
Journal of Systemics, Cybernetics and Informatics, 2012 Specialists often question market efficiency. Some works suggest arbitrage opportunities in several financial operations. Such opportunities can be explained mainly by information asymmetry, since pricing in the stock market is directly linked to ...
André Machado Caldeira +3 more
doaj
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
The Arbitrage Pricing Theorem with Incomplete Preferences [PDF]
This paper proves existence of equilibrium and the arbitrage pricing theorem for an asset exchange economy, where the individual's preferences may be incomplete or intransitive.
Erkan Yalcin, David Kelsey
core
Managerial and Decision Economics, EarlyView.ABSTRACT This paper examines whether institutional ownership with different investment horizons is related to corporate breakthrough innovation, using panel data of Chinese A‐share listed firms from 2014 to 2023. Long‐term institutional ownership is positively and significantly associated with breakthrough innovation, while short‐term institutional ...
He Zeng +3 more
wiley +1 more source
Evaluating Battery Degradation Models in Rolling-Horizon BESS Arbitrage Optimization
EnergiesBattery Energy Storage Systems (BESS) can benefit from price volatility in electricity markets, but frequent cycling increases degradation and reduces long-term value. This study develops a rolling-horizon dispatch framework in which battery operation is
Chase Humiston +2 more
doaj +1 more source
Implementation of Optimal Scheduling Algorithm for Multi-Functional Battery Energy Storage System
Energies, 2019 Energy storage system (ESS) can play a positive role in the power system due to its ability to store, charge and discharge energy. Additionally, it can be installed in various capacities, so it can be used in the transmission and distribution system and ...
Hee-Jun Cha, Sung-Eun Lee, Dongjun Won
doaj +1 more source
The Convertible Arbitrage Strategy Analyzed [PDF]
This paper analyzes convertible bond arbitrage on the Canadian market for the period 1998 to 2004.Convertible bond arbitrage is the combination of a long position in convertible bonds and a short position in the underlying stocks.
Horst, J.R. ter +2 more
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Online Rebate Strategy for a Dual‐Channel Supply Chain
Naval Research Logistics (NRL), EarlyView.ABSTRACT As online shopping channels become ubiquitous, consumers are faced with a vast number of digital purchasing options. To attract more consumers, many e‐shops utilize cashback websites (CWs) to provide online rebates. This study examines a dual‐channel supply chain, in which the manufacturer sells products through both its own online store and a
Peng Xu, Xuan Zhao, Tiaojun Xiao
wiley +1 more source
Pravo trećih da svoja potraživanja ostvaruju u arbitražnom postupku : (prikaz presude)
Poredbeno Pomorsko Pravo, 2006 Iako broker nije ugovorna strana u ugovoru o iskorištavanju broda, pa time ni u arbitražnom sporazumu sadržanom u takvom ugovoru, ovlašten je i obvezan ostvarivati svoje pravo na plaćanje brokerske provizije pokretanjem arbitražnog postupka protiv ...
Zoran Tasić
doaj
An End-to-End Deep Learning Model for Clustering-Based Statistical Arbitrage
IEEE AccessWe propose an end-to-end deep learning framework for statistical arbitrage in the cryptocurrency futures market, which integrates clustering and trading within a unified structure.
Hyunju Lee, Woojin Chang
doaj +1 more source