Results 221 to 230 of about 139,496 (320)

Arbitrage and Optimal Portfolio Choice with Financial Constraints

, 2000
Helmut Elsinger, Martin Summer
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

Extreme‐weather risk and the cross‐section of stock returns

Journal of Risk and Insurance, EarlyView.
Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun, Julia Braun, Florian Weigert   +2 more
wiley   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
europepmc   +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

No-arbitrage restrictions and the U.S. Treasury market

, 2012
Andrea Ajello, Luca Benzoni, Olena Chyruk   +2 more
openalex   +1 more source

Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]

Front Artif Intell
Guede-Fernández F, Wagle Y, Dias P, Giordano AP, Henriques L, Costa G, Azevedo S.   +6 more
europepmc   +1 more source

Efficiency of S&P CNX Nifty Index Option of the National Stock Exchange (NSE), India, using Box Spread Arbitrage Strategy

, 2014
G. P. Girish, Nikhil Rastogi
openalex   +2 more sources

Tackling the (un)affordability of medicines for cardiometabolic risk factors worldwide: a call to action. [PDF]

BMJ Glob Health
James N, Gibbons K, Agboyibor K, Banda S, Khan T, Schwartz JI, Acharya Y.   +6 more
europepmc   +1 more source

On the concept of arbitrage and some applications of arbitrage pricing

, 2020
Enni Jarnila
openalex   +1 more source