Results 101 to 110 of about 139,496 (320)

DAX Index Futures: Mispricing and Arbitrage in German Markets [PDF]

The paper reports the results of an empirical study of the price relation between the German Performance Stock Index, DAX, and DAX futures. An ex-ante arbitrage strategy based on arbitrage signals is analyzed.
Bühler, Wolfgang, Kempf, Alexander
core  

Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds

Journal of Accounting Research, EarlyView.
ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU, JOSHUA MADSEN, FRANK S. ZHOU   +2 more
wiley   +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

Heterogeneous Spillover Effects: How FDI in Resources Extraction, Manufacturing, and Services Affect Sectoral Carbon Emissions in the MENA Region

Natural Resources Forum, EarlyView.
ABSTRACT The MENA region faces a critical challenge: balancing economic growth spurred by foreign direct investment (FDI) with environmental sustainability. While FDI can bring technological advancements and capital, concerns exist about its potential to exacerbate environmental degradation, particularly carbon emissions.
Brahim Bergougui, Syed Mansoob Murshed
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  

The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put-Call Parity Analysis [PDF]

This paper is concerned with arbitrage efficiency of the Nikkei index option contracts traded on the Osaka Securities Exchange ( OSE) within the put-call parity (PCP) framework. A thorough ex post analysis is first carried out.
Steven Li
core  

News media coverage and the predictability of house prices

Real Estate Economics, EarlyView.
Abstract This article introduces new housing‐media‐attention indices for the 50 U.S. states based on the Bloomberg Terminal News Trends (NT) function, which collects articles from various news and social media sources and identifies their content using artificial intelligence tools.
Oguzhan Cepni
wiley   +1 more source

Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage [PDF]

, 2012
Eric Kemp‐Benedict
openalex   +1 more source

How arbitrage-free is the Nelson-Siegel Model? [PDF]

We test whether the Nelson and Siegel (1987) yield curve model is arbitrage-free in a statistical sense. Theoretically, the Nelson-Siegel model does not ensure the absence of arbitrage opportunities, as shown by Bjork and Christensen (1999).
Coroneo, Laura, Nyholm, Ken, Vidova-Koleva, Rositsa   +2 more
core  

Exemption or illusion? The impact of a youth tax policy on house asking prices in Portugal

Real Estate Economics, EarlyView.
Abstract Affordable housing has become an increasing challenge for young individuals in Portugal, where rising house prices and precarious employment conditions hinder homeownership. To address this barrier, the Portuguese Government introduced a tax exemption for individuals under 35 purchasing their first home.
Luís Clemente‐Casinhas, Sofia Vale
wiley   +1 more source