Results 121 to 130 of about 139,496 (320)
A note on conditional arbitrage-free maximum entropy densities for simulative option pricing [PDF]
In this note we present a simple method to include the no-arbitrage condition into the derivation of conditional densities using the principle of maximum entropy.
Herrmann, Klaus
core
Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
The AI Act’s Research Exemption: A Mechanism for Regulatory Arbitrage?
, 2023 Liane Colonna, Stockholm Law Submitter
openalex +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract Agricultural subsidies can be an effective policy tool to enhance soil organic carbon sequestration. This paper assesses the effectiveness of a second‐best hypothetical policy which subsidizes additional canola hectares optimally for each soil zone in Saskatchewan in an effort to increase soil organic carbon.
Devin A. Serfas
wiley +1 more source
Alesco and Mark Resources: Cross-Border Tax Arbitrage, Economic Reality, and Anti-Avoidance Rules in New Zealand and Canada [PDF]
, 2013 Sarah Miles
openalex +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
core +1 more source
The Network State, Exit, and the Political Economy of Venture Capital
Antipode, EarlyView.Abstract This article focuses on the Network State movement as embodying the venture capital (VC) logic of exit. Exit constitutes both a strategy for lucrative returns and an ideology seeking out new territories for financial and technological speculation.
Olivier Jutel
wiley +1 more source
Do tax havens affect the usage of share buybacks schemes?
Annals of Public and Cooperative Economics, EarlyView.Abstract This study examines whether the use of tax haven subsidiaries by U.S. multinational corporations (MNCs) is associated with more intense usage of share buybacks. I find that MNCs' more intensive tax haven subsidiary usage is positively associated with a higher buyback ratio, a higher level of free cash flow and a higher level of return on ...
Alessandro Chiari
wiley +1 more source
New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]
Heliyon, 2023 Wong WK +4 more
europepmc +1 more source
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures [PDF]
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature to insure existence of Pareto optima and equilibria with short-selling when investors have a single belief about future returns, is ...
Cuong Le Van, Rose-Anne Dana
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