Results 151 to 160 of about 173,527 (356)

Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange

, 2019
Rogelio Ladrón de Guevara Cortés, Salvador Torra, Enric Monte   +2 more
openalex   +2 more sources

Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies

International Economic Review, EarlyView.
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi, Junpei Komiyama, Shunya Noda   +2 more
wiley   +1 more source

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

Penentuan Return Saham Syariah dengan Arbitrage Pricing Theory (APT) melalui Pendekatan Vector Autoregressive (VAR)

, 2023
Seftina Diyah Miasary
openalex   +2 more sources

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

Intrinsic Benchmark Beating

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT We examine the role of intrinsic motivations—psychologically based, non‐economic factors—in earnings benchmark beating by focusing on owner‐managed firms that are largely free from external pressures from shareholders, analysts, and the media.
Jeppe Christoffersen, Thomas Plenborg, Morten Seitz   +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

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

Test of Arbitrage Pricing Theory: Evidence from Indonesia

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