Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
europepmc +1 more source
Systemic Credit Risk Premium: Insights From Credit Derivatives Markets
ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley +1 more source
Drug Price and Health Policy Knowledge Influence Prescription Behavior in Orphan Diseases: Pheochromocytoma and Paraganglioma As Prototypes of Orphan Drug Econometrics. [PDF]
Le DQ+5 more
europepmc +1 more source
On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion [PDF]
Fred Espen Benth
openalex +1 more source
Social Media, Traditional News and Stock Returns: A Causal Mediation Analysis
ABSTRACT Increasing computing power and access to the internet have amplified the role of social media and online news media on financial market outcomes. However, these two sources of information are intertwined in such a way that information flows between them.
Kingstone Nyakurukwa, Yudhvir Seetharam
wiley +1 more source
Does financialization inhibit enterprise innovation? Analysis of innovation behavior of Chinese enterprises based on evolutionary game. [PDF]
Tang J, Gong R, Shi Y, Wang H, Wang M.
europepmc +1 more source
Decision‐Making in M&A Under Market Mispricing: The Role of Deep Learning Models
ABSTRACT In the ever‐evolving landscape of financial markets, mergers and acquisitions (M&A) play a pivotal role in shaping the corporate ecosystem. However, the presence of market mispricing, driven by various factors such as information asymmetry, behavioral biases, and external shocks, has been a persistent challenge for investors and corporations ...
Yuxuan Tang
wiley +1 more source
ABSTRACT Based on a 16‐month qualitative study, this article documents the diverse guanxi practices used by private tutoring entrepreneurs in Chongqing, China. It reveals how these entrepreneurs leverage their social connections to support their businesses.
Jun Li+2 more
wiley +1 more source
Private equity renewable energy investments in India. [PDF]
Gandhi HH, Hoex B, Hallam BJ.
europepmc +1 more source