Results 221 to 230 of about 35,866 (300)

Tacit Collusion in Markets Under Regulatory Threat: The Effect of Multimarket Contact on Pricing Strategies

Journal of Management Studies, EarlyView.
Abstract Firms under regulatory threat often have a collective interest in influencing policy outcomes through market behaviour. However, when coordination is prohibited and collective benefits are non‐excludable, such efforts are constrained by coordination and outcome uncertainty.
Mirko H. Benischke, Ajay Bhaskarabhatla
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

From Platform Design to Attention Governance: Rethinking Social Media Externalities

Journal of Management Studies, EarlyView.
Abstract Social media platforms have become central infrastructures through which information is produced, distributed, and contested in contemporary societies, with growing consequences for organizations, social interactions, and democracy. Yet, management and organization scholars tend to treat social media platforms as contexts rather than focal ...
Mirko Benischke, Corinne Post
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

Complementary or Substitutive Environmental Governance? ISO 14001 and Environmental Stringency for Emission Reduction

Journal of Management Studies, EarlyView.
Abstract In this paper, we adopt the so‐called ‘related’ perspective on business and government relations and propose that they interact and influence one another in governing corporate responsibility. We theorize that private and public governance may operate as complements or substitutes, and conduct a comparative institutional analysis to identify ...
Irene Margaret, Jordi A. Surroca, Josep A. Tribó   +2 more
wiley   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Contingent capital: A tale of two valuations

Journal of Risk and Insurance, EarlyView.
Abstract This study investigates the valuation gap between buyers and sellers of insurers' contingent capital, driven by asymmetric exposures to tax benefits, capital injections, and bankruptcy costs. We develop a novel Twin‐Tree Model with Jumps (TTMJ) that models the insurer's asset value dynamics by incorporating catastrophe risk, insolvency risk ...
Tian‐Shyr Dai, Chien‐Ling Lo, You‐Jia Sun, Hao‐Han Chang   +3 more
wiley   +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

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source