Results 231 to 240 of about 11,519 (249)

The Statistical Limit of Arbitrage

Rui Da, Stefan Nagel, Dacheng Xiu
openalex   +1 more source

Trading Games: Beating Passive Strategies in the Bullish Crypto Market

Journal of Futures Markets, Volume 45, Issue 11, Page 1911-1933, November 2025.
ABSTRACT This study examines the effectiveness of cointegrated pairs trading in cryptocurrency markets, introducing systematic parameter optimization within the trading framework. The analysis is conducted using a dataset comprising ten major cryptocurrencies, selected based on market capitalization and consensus mechanism, spanning the period from ...
Rafael Baptista Palazzi
wiley   +1 more source

Life cycle of private equity investments in physician practices: an overview of private equity exits. [PDF]

Health Aff Sch
Singh Y, Reddy M, Zhu JM.
europepmc   +1 more source

Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours

Journal of Futures Markets, Volume 45, Issue 11, Page 2013-2033, November 2025.
ABSTRACT This paper explores the trading dynamics of the options market during extended trading hours (ETHs). During ETH, the options market is characterized by low liquidity and decreased trading activities, yet there is an increased likelihood of informed trading. The introduction of ETH improves overall market liquidity on the following trading day,
Liangyi Mu, Arie E. Gozluklu
wiley   +1 more source

Firms as Political Forces for Good: Navigating Disorder and State Interventionism in A Multipolar World

Thunderbird International Business Review, Volume 67, Issue 6, Page 783-796, November/December 2025.
ABSTRACT As globalization has matured, the world has faced deepening interdependencies and increasing geo‐economic instability. In response, nation‐states have adopted more assertive approaches, including new industrial policies, global protectionism, and tit‐for‐tat strategies to reshape global power dynamics. This paper argues that firms can serve as
Sergio Mariotti
wiley   +1 more source

Optimal two-stage arbitraging and scheduling strategy for distributed energy resource aggregators. [PDF]

Heliyon
Xie P, Liu M, Chen C, Tang W, Wang H.
europepmc   +1 more source

The far side of capitalism: Institutions and trade financing in Manila during the long eighteenth century

The Economic History Review, Volume 78, Issue 4, Page 1068-1087, November 2025.
Abstract Sustained long‐distance trade in the early modern era necessitated institutional mechanisms capable of solving three interrelated challenges: the need to mobilize an unprecedented volume of capital and to lock it in for long periods of time, ways of mitigating the principal–agent problem across continents, and methods to internalize and ...
Juan José Rivas Moreno
wiley   +1 more source

The effects of unified pooling arrangement on health inequity in China: a DID-RIF approach. [PDF]

BMC Health Serv Res
Wu J, Liu Y, Wang C, Liu L, Lu J.
europepmc   +1 more source

Estimating Hedge Fund Leverage: A Three‐Step Estimation Protocol

Financial Markets, Institutions &Instruments, Volume 34, Issue 4, Page 155-172, November 2025.
ABSTRACT Utilizing a micro‐level hedge fund dataset, we propose a methodology for estimating hedge fund leverage. Initially, we perform a Principal Component Analysis on a set of 49 risk factors for dimension deduction purposes. After acquiring 10 Principal Components, we deploy the Least Absolute Shrinkage and Selection Operator regression (Lasso) per
Ariston Karagiorgis, Konstantinos Drakos
wiley   +1 more source

Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]

PeerJ Comput Sci
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
europepmc   +1 more source