Results 151 to 160 of about 11,519 (249)

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Do carbon prices affect stock prices?

Journal of Financial Research, EarlyView.
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +1 more source

Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]

Crit Asian Stud
Jamieson W.
europepmc   +1 more source

Arbitrage: A Critique of the Political Economy of Finance

, 2015
Carolyn Hardin
openalex   +1 more source

The causal impact of short‐sale constraints on the idiosyncratic volatility puzzle

Journal of Financial Research, EarlyView.
Abstract We investigate the causal impact of short‐sale constraints on the idiosyncratic volatility (IVOL) puzzle, where high‐IVOL stocks yield lower future returns. We leverage two opposing exogenous shocks to short‐sale constraints: (1) 2005 Regulation SHO, which relaxes constraints for pilot stocks, and (2) 2003 Jobs and Growth Tax Relief ...
Yufeng Han, Angela Morgan, Jack Wolf, Weike Xu   +3 more
wiley   +1 more source

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

Financial Arbitrage and Information Technology

, 2012
Monzurul Hoque, Hamid Mohammadi
openalex   +2 more sources

Liver Fat Quantification and Steatosis Grading in Fatty Liver Disease by Magnetic Resonance Imaging: Systematic Review and Meta‐Analysis

Journal of Gastroenterology and Hepatology, EarlyView.
ABSTRACT Aim Magnetic resonance imaging (MRI) surrogate biomarkers are widely utilized to diagnose and monitor metabolic dysfunction–associated steatotic liver disease (MASLD). This meta‐analysis assesses their effectiveness in quantifying liver fat and grading steatosis.
Layan I. Al‐Huneidi, Feng Zhao, Romy Maas, Sven J. E. Ermans, Jurgen Runge, Xiangbai Chen, Jim X. Ji, Lejla Alic   +7 more
wiley   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Arbitrage and Optimal Portfolio Choice with Financial Constraints

, 2000
Helmut Elsinger, Martin Summer
openalex   +1 more source