THE REQUIRED RATE OF RETURN FOR PUBLICLY HELD AGRICULTURAL EQUITY: AN ARBITRAGE PRICING THEORY APPROACH [PDF]
Collins, Robert A., Collins, Robert A.
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A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
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Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
Khan S +4 more
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What (If Anything) is Wrong with High-Frequency Trading? [PDF]
Mildenberger CD.
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A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P, Cirillo P.
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A hype-adjusted probability measure for NLP stock return forecasting. [PDF]
Cao Z, Geman H.
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Conditional autoencoder asset pricing models for the Korean stock market. [PDF]
Kim E, Cho T, Koo B, Kang HG.
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PENGARUH VARIABEL MAKROEKONOMI TERHAPAP PENAKSIRAN RETURN SAHAM DAN RISIKO MENGGUNAKAN MODEL ARBITRAGE PRICING THEORY [PDF]
Hani Aghnia Rahmani
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