Results 201 to 210 of about 134,522 (315)

Forest through the Trees: Building Cross‐Sections of Stock Returns

The Journal of Finance, EarlyView.
ABSTRACT We build cross‐sections of asset returns for a given set of characteristics, that is, managed portfolios serving as test assets, as well as building blocks for tradable risk factors. We use decision trees to endogenously group similar stocks together by selecting optimal portfolio splits to span the stochastic discount factor, projected on ...
SVETLANA BRYZGALOVA, MARKUS PELGER, JASON ZHU   +2 more
wiley   +1 more source

Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

, 1996
John Cochrane, Jesús Saá-Requejo
openalex   +1 more source

Integration and arbitrage in the Spanish financial markets: An empirical approach* [PDF]

, 2000
Alejandro Balbás, Iñaki R. Longarela, Ángel Pardo   +2 more
openalex   +1 more source

Mergers and Attributions: An Examination of M&A Terminations in 1996–2022

Journal of Management Studies, EarlyView.
Abstract Firms often make attributions regarding their actions in managing relationships with shareholders and investors. While research utilizing attribution theory has found that firms tend to attribute negative outcomes to external factors and positive outcomes to internal ones, this behaviour can have both positive and negative consequences ...
Zhe (Adele) Xing, Xiwei Yi
wiley   +1 more source

Arbitrage and Control Problems in Finance. Presentation. [PDF]

, 2000
Elyès Jouini
openalex   +1 more source

Structural Change and Gender Inequality: Trade, Industry Shifts, and Regional Labor Markets in Mexico

Journal of Regional Science, EarlyView.
ABSTRACT This paper examines how structural changes in local industry composition have contributed to the reduction of gender gaps in employment hours across Mexican metropolitan zones (MZs) between 1990 and 2010. Using census microdata, I document that smaller MZs—initially specialized in goods‐producing sectors such as agriculture and manufacturing ...
Juan Duran‐Vanegas
wiley   +1 more source

Explaining the Big Mac Urban‐Rural Price Gap in the United States

Journal of Regional Science, EarlyView.
ABSTRACT The Law of One Price (LOP) is a fundamental economic principle, yet its application in regional studies often excludes rural areas due to data limitations. We analyze price equalization across the US using Big Mac prices to address this gap. Our analysis focuses on three key questions: (i) Is there evidence of price equalization between urban ...
Fernanda Alfaro, Scott Loveridge, Dusan Paredes, Mark Skidmore   +3 more
wiley   +1 more source

Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy. [PDF]

PeerJ Comput Sci
Zhu M, Liu Y, Qin P, Ding Y, Cai Z, Gao Z, Ye B, Qi H, Cheng S, Zeng Z.   +9 more
europepmc   +1 more source

Speculative Attacks: Panic or Arbitrage? [PDF]

, 2000
Allan B. Andersen
openalex   +1 more source

Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]

Sci Rep
Sarathkumar TV, Goswami AK, Khan B, Shoush KA, Ghoneim SSM, Ghaly RNR.   +5 more
europepmc   +1 more source