Results 141 to 150 of about 53,498 (290)

The Validity of the Arbitrage Pricing Theory in the Jordanian Stock Market

, 2012
Imad Zeyad Ramadan
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

Life cycle sustainability assessment of substituting fossil based with biogenic materials: A German case study on drinking cups and insulation boxes

Journal of Industrial Ecology, EarlyView.
Abstract Bioeconomy is often cited as one pathway toward sustainable materials and a circular economy in an urban–rural context. This study conducts a life cycle sustainability assessment (LCSA)—life cycle assessment, social life cycle assessment, and life cycle costing (LCC)—to assess the benefits and impacts of substituting fossil polymer‐based ...
Felix Assies, Lukas Messmann, Andrea Thorenz, Axel Tuma   +3 more
wiley   +1 more source

Applying Theorem of Ross to Transition Probability Matrix in Energy Options Pricing after Political Tensions and Russia-Ukraine Conflict

Energy Exploration & Exploitation
Probability Matrix, it is necessary to obtain energy options pricing. The paper found the true probabilities of transition from the current state of the market to other states.
Alexey Mikhaylov, Tsangyao Chang, Aigul Mukhanova, Akmaral Bukharbayeva, Zuleima Karpyn   +4 more
doaj   +1 more source

Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]

Ann Oper Res, 2023
Tang Z, Zhong B, Zhou L, Shen C.
europepmc   +1 more source

On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model [PDF]

, 2003
Kai-Chun Chiu, Lei Xu
openalex   +1 more source

Does investors' site visits improve the capital market pricing efficiency? [PDF]

Heliyon, 2023
Li N, Yuan R, Khan MA, Yang X, Khaliq N, Zhang X.   +5 more
europepmc   +1 more source

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

Investor Sentiment, Managerial Manipulation, and Stock Returns

Journal of Money, Credit and Banking, EarlyView.
Abstract The degree of earnings manipulation has been shown to be positively associated with stock returns at the aggregate level but negatively so in the cross‐ section. We examine, both theoretically and empirically, the role of investor sentiment in accounting for such relations.
JIAJUN JIANG, QI LIU, BO SUN
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