Results 211 to 220 of about 140,743 (312)

Using FIAT currencies to arbitrage on cryptocurrency exchanges

Journal of International Studies, 2019
Tomasz Czapliński, Elena Nazmutdinova
doaj   +1 more source

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]

PLoS One
Huynh TT, Khoa BT.
europepmc   +1 more source

Test of the Efficient Market Hypothesis by utilizing statistical arbitrage

, 2014
Fredrik Hårstad
openalex   +1 more source

A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria

, 2017
Oyetayo Oluwatosin J., Olufemi Patrick Adeyeye   +1 more
openalex   +1 more source

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

The Journal of Finance, EarlyView.
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT, HAO XING, ANNE G. BALTER   +2 more
wiley   +1 more source

A Sociotechnical Approach to Genomic Data Privacy: A Comparative Analysis. [PDF]

Int Data Priv Law
Sherkow JS.
europepmc   +1 more source

Dynamic Portfolio Selection in Arbitrage

, 2007
Jakub W. Jurek, Halla Yang
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

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

The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage

, 2017
Jianbo Wang, Jianyang Fang
openalex   +1 more source