Results 141 to 150 of about 708 (257)

Do Experimental Asset Market Results Replicate? High‐Powered Preregistered Replications of 17 Key Results

The Journal of Finance, EarlyView.
ABSTRACT Experimental asset markets provide a controlled approach to studying financial markets. We attempt to replicate 17 key results from four prominent studies, collecting new data from 166 markets with 1,544 participants. Only three of the 14 original results reported as statistically significant were successfully replicated.
CHRISTOPH HUBER, FELIX HOLZMEISTER, MAGNUS JOHANNESSON, CHRISTIAN KÖNIG‐KERSTING, ANNA DREBER, JÜRGEN HUBER, MICHAEL KIRCHLER   +6 more
wiley   +1 more source

Factors affecting the maximum outcome payments of social impact bonds. [PDF]

PLoS One
Wang H, Chao N, Chen J, Chen M, Fu T.
europepmc   +1 more source

Asymmetric Pass‐Through and Competition

The Journal of Industrial Economics, EarlyView.
ABSTRACT We study the retail price pass‐through of four major tax changes in petroleum products using daily pricing data from gas stations on small Greek islands. We find that (i) the pass‐through of the tax hikes is five times higher than for the tax decrease, (ii) the pass‐through of the tax hikes increases with competition, while that of the tax ...
Christos Genakos, Yuan Lyu, Mario Pagliero   +2 more
wiley   +1 more source

Variance and volatility swap valuation with nonlinear liquidity-feedback stochastic volatility and regime switching. [PDF]

PLoS One
Fu J, Wang K.
europepmc   +1 more source

Tacit Collusion in Markets Under Regulatory Threat: The Effect of Multimarket Contact on Pricing Strategies

Journal of Management Studies, EarlyView.
Abstract Firms under regulatory threat often have a collective interest in influencing policy outcomes through market behaviour. However, when coordination is prohibited and collective benefits are non‐excludable, such efforts are constrained by coordination and outcome uncertainty.
Mirko H. Benischke, Ajay Bhaskarabhatla
wiley   +1 more source

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source

Complementary or Substitutive Environmental Governance? ISO 14001 and Environmental Stringency for Emission Reduction

Journal of Management Studies, EarlyView.
Abstract In this paper, we adopt the so‐called ‘related’ perspective on business and government relations and propose that they interact and influence one another in governing corporate responsibility. We theorize that private and public governance may operate as complements or substitutes, and conduct a comparative institutional analysis to identify ...
Irene Margaret, Jordi A. Surroca, Josep A. Tribó   +2 more
wiley   +1 more source

Decoding Market Voices: Beyond the Charts Analysis of Cryptocurrency Market Microstructure. [PDF]

F1000Res
Sharma N, Manohar S, Rao ABS.
europepmc   +1 more source

Contingent capital: A tale of two valuations

Journal of Risk and Insurance, EarlyView.
Abstract This study investigates the valuation gap between buyers and sellers of insurers' contingent capital, driven by asymmetric exposures to tax benefits, capital injections, and bankruptcy costs. We develop a novel Twin‐Tree Model with Jumps (TTMJ) that models the insurer's asset value dynamics by incorporating catastrophe risk, insolvency risk ...
Tian‐Shyr Dai, Chien‐Ling Lo, You‐Jia Sun, Hao‐Han Chang   +3 more
wiley   +1 more source

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source