Results 51 to 60 of about 35,866 (300)
ANALYSIS OF THE INVESTMENT ARBITRAGE STRATEGY USING FINANCIAL MULTIPLIERS
Статистика и экономика, 2016 This article describes an algorithm for stock pairs trading using financial multipliers of underlying companies. This algorithm has been tested on historical data and compared with classical Bollinger bands strategy.
Dmitry S. Pashkov
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how environmental regulations can drive technological change, drawing on the innovation systems perspective and the strong Porter hypothesis (SPH). The SPH suggests that well‐designed stringent regulations can foster innovation and enhance firm competitiveness, performance, and survival, yet prior research remains largely ...
Muhammad Zubair Khan +3 more
wiley +1 more source
Essays in statistical arbitrage
, 2014 This three-paper thesis explores the important relationship between arbitrage and price efficiency. Chapter 3 investigates the risk-bearing capacity of arbitrageurs under varying degrees and types of risk.
Alsayed, Hamad
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Financial innovation and arbitrage in the Spanish bond market [PDF]
, 2001 This paper empirically tests the level of sequential arbitrage in the Spanish bond market. The test is implemented by drawing on default free and option free pure discount and coupon bonds issued by the Spanish government.
Balbás, Alejandro, López, Susana
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Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
Firm‐Level Climate Risk and Stock Price Crash: Does Investor Attention or Sentiment Matter?
Business Strategy and the Environment, EarlyView.ABSTRACT This study moves beyond traditional crash‐risk channels focused on managerial bad‐news hoarding to examine how firm‐level climate risk translates into stock price crashes through investor behaviour. Using a novel text‐based measure of climate exposure extracted from earnings call transcripts, we capture firm‐specific regulatory, physical and ...
Hoa Phan +4 more
wiley +1 more source
Projective system approach to the martingale characterization of the absence of arbitrage [PDF]
, 2001 The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
Balbás, Alejandro +2 more
core +2 more sources
IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2014 Real prices are created on markets by supply and demand and they do not have to follow some distributions or have some properties, which we often assume. However, prices have to follow some rules in order to make arbitrage impossible.
Sergei A. Ivanov
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether ESG‐related profitability differences arise from observable firm characteristics or from structural differences in how firms convert those characteristics into performance outcomes. Using an unbalanced panel data design, the final sample comprises 727 firm‐year observations from 178 publicly listed non‐financial ...
Yara Ibrahim +2 more
wiley +1 more source
Private law enforcement in post-communist Southeastern Europe: An economic analysis of arbitration and execution [PDF]
Ekonomski Anali, 2004 The very idea of private law enforcement is alien in Southeastern Europe and appears there to be perceived as somewhat extravagant. A thoroughgoing search for the reasons of an extremely limited scope of the private law enforcement is undertaken in the ...
Schoenfelder Bruno
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