Results 311 to 320 of about 37,249 (382)

Improving momentum returns using generalized linear models

open access: yesInternational Review of Finance, Volume 25, Issue 2, June 2025.
Abstract We estimate the enduring momentum probabilities of past winners and losers continuing as future winners and losers by incorporating a comprehensive set of firm characteristics. Our results reveal that combining the price momentum signals and enduring momentum probabilities generates returns double those of the traditional price momentum ...
Hui Zeng   +3 more
wiley   +1 more source

Estimating and pricing commodity futures with time‐delay stochastic processes

open access: yesMathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7469-7480, 15 May 2025.
In commodity futures pricing models, the commodity present price is generally considered to reflect all information in the markets and past information is not regarded important. However, there is some empirical evidence that shows that this fact is unrealistic. In this paper, we consider some stochastic models with delay for pricing commodity futures.
Lourdes Gómez‐Valle   +1 more
wiley   +1 more source

Institutional Fragility and Entrepreneurial Activities

open access: yesAsia &the Pacific Policy Studies, Volume 12, Issue 2, May 2025.
ABSTRACT Extensive research has shown that transition economies often experience internal friction, conflicts, and institutional fragility when different institutional dimensions evolve at an uneven pace. However, limited knowledge exists regarding how institutional fragility specifically affects entrepreneurial activities.
Mingzhi Hu   +3 more
wiley   +1 more source

Trade costs and the integration of British West Africa in the global economy, c. 1840–1940

open access: yesThe Economic History Review, Volume 78, Issue 2, Page 474-498, May 2025.
Abstract Despite the essential role of trade for African economies, in the extensive literature on the historical evolution of international trade costs, Africa is still missing. In this article, we contribute to filling this gap by (1) providing the first estimates of British West Africa's trade costs with Britain c.
Federico Tadei   +2 more
wiley   +1 more source

Respectable standards of living: The alternative lens of maintenance costs, Britain 1270–1860

open access: yesThe Economic History Review, Volume 78, Issue 2, Page 613-645, May 2025.
Abstract This paper argues that in all societies there is considerable agreement about what goods and services are needed to provide a decent living, and that this standard can be measured by the expense involved in maintaining people of good standing.
Jane Humphries
wiley   +1 more source

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