Results 121 to 130 of about 111,755 (296)

Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns [PDF]

, 2023
Sarit Maitra, Vivek Mishra, Sukanya Kundu, Manav Chopra   +3 more
openalex   +1 more source

Uneven Product Diversification: Explaining the Lag of Agricultural Economies

International Economic Review, EarlyView.
ABSTRACT This paper documents that agricultural sectors diversify less than other manufacturing activities. A simple model shows that this difference can contribute to welfare divergence in a way that is qualitatively different to what results when uneven growth happens in the intensive margin.
Guzmán Ourens
wiley   +1 more source

Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno

Lecturas de Economía, 2011
Arbitrage pricing theory states that the expected return of an asset portfolio is related to factors characterizing the economy and could be associated to macroeconomic variables.
Werner Kristjanpoller Rodríguez, Mauricio Morales Jure   +1 more
doaj  

How Important Is the Home Market for Cross‐Listed Biotech Companies?

International Finance, EarlyView.
ABSTRACT This study investigates five German biotechnology firms cross‐listed on XETRA and NASDAQ. By employing high‐frequency data, we estimate both bivariate and trivariate vector error correction models—the latter explicitly accounting for exchange rate dynamics—to assess which market, domestic or U.S., leads in price discovery.
Theodore Panagiotidis, Pavlos Tsiokas
wiley   +1 more source

Labor Productivity, Return Predictability, and Operating Profitability

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT Labor productivity plays a crucial role in fundamental analysis, yet its impact on stock market valuation remains relatively unexplored. We show that labor productivity contains value‐relevant information incremental to equity book value and abnormal earnings.
Weimin Liu, Di Luo, Cheng Zeng, Huainan Zhao   +3 more
wiley   +1 more source

A Test For A Multi-Risk Premia International Asset Pricing Model: An Arbitrage Pricing Theory Application

, 2011
Carl B. McGowan, Deane Rifon
openalex   +2 more sources

Do carbon prices affect stock prices?

Journal of Financial Research, EarlyView.
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +1 more source

The evolution of data pricing: From economics to computational intelligence. [PDF]

Heliyon, 2023
Hao J, Deng Z, Li J.
europepmc   +1 more source

Test of Arbitrage Pricing Theory: Evidence from Indonesia

, 2016
Jacinta Winarto, Ernie Tisnawati, Ria Ratna Ariawati   +2 more
openalex   +2 more sources

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, EarlyView.
Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN, HUYEN NGUYEN, KLAUS SCHAECK   +2 more
wiley   +1 more source