Results 161 to 170 of about 11,519 (249)

The Effects of Regulatory Office Closures on Bank Behavior

Journal of Money, Credit and Banking, EarlyView.
Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley   +1 more source

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]

PLoS One
Cheng S, Qin P, Lu B, Yu J, Tang Y, Zeng Z, Tu S, Qi H, Ye B, Cai Z.   +9 more
europepmc   +1 more source

Arbitrage Opportunities and Entrepreneurial Entry: The Non-Trivial Effects of “Trivial” Opportunities

Joakim Wincent, Sergey Anokhin, Erkko Autio, Bill Schulze   +3 more
openalex   +1 more source

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, EarlyView.
Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN, HUYEN NGUYEN, KLAUS SCHAECK   +2 more
wiley   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Arbitrages et endettement de la firme: Une généralisation

, 1975
Serge Dormard
openalex   +1 more source

CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS [PDF]

, 2015
Fernando Cordero, Lavinia Perez-Ostafe
openalex   +1 more source

Tariffs and Foreign Direct Investment in a Dynamic North–South Model

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines how import tariffs by a developed country (the North) and a developing country (the South) affect innovation and foreign direct investment (FDI) using a quality ladder model. We show that a Northern import tariff raises the relative wage of Northern labor, but impedes innovation and FDI. This may worsen Northern welfare. By
TATSURO IWAISAKO, HITOSHI TANAKA
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source

Investor Sentiment, Managerial Manipulation, and Stock Returns

Journal of Money, Credit and Banking, EarlyView.
Abstract The degree of earnings manipulation has been shown to be positively associated with stock returns at the aggregate level but negatively so in the cross‐ section. We examine, both theoretically and empirically, the role of investor sentiment in accounting for such relations.
JIAJUN JIANG, QI LIU, BO SUN
wiley   +1 more source