Results 211 to 220 of about 139,496 (320)

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
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

Limited arbitrage, segmentation, and investor heterogeneity: Why the law of one price so often fails

, 2003
Sean Masaki Flynn
openalex   +1 more source

Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach

, 2010
Weiwei Yin, Junye Li
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

FinTech Lending and Cashless Payments

The Journal of Finance, EarlyView.
ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
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

On Distinguishing Between Valuation and Arbitrage Motivated Short Selling

, 2006
Hemang Desai, S. Krishnamurthy, Kumar Venkataraman   +2 more
openalex   +1 more source

Corporate ESG Profiles and Investor Horizons

The Journal of Finance, EarlyView.
ABSTRACT We find that long‐term institutional investors tilt their portfolios toward firms with better Environmental, Social, and Governance (ESG) profiles, in the cross sections of both institutional investor portfolios and the ownership of firms. We test whether several theoretically motivated mechanisms can explain this relationship.
LAURA T. STARKS, PARTH VENKAT, QIFEI ZHU
wiley   +1 more source

Temporally consistent tri ledger settlement enables robust and noncontestable coordination in interprovincial power systems. [PDF]

Sci Rep
Ma X, Lv S, Hu W, Huang C, Tan Z.
europepmc   +1 more source