Choice Modeling With Context Effects: Generalization for Observational Data
Journal of Behavioral Decision Making, Volume 38, Issue 4, October 2025.ABSTRACT Established procedures of analyzing the effect of context on choice consider simple, compact environments in laboratory settings. However, these approaches severely limit the study of context effects and, as a consequence, the applicability of their findings.
Zakaria Babutsidze +6 more
wiley +1 more source
Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]
Sci RepRebentrost P +4 more
europepmc +1 more source
Anchoring in Takeovers Under Mandatory Bid Rule: Evidence From an Emerging Market
Economics of Transition and Institutional Change, Volume 33, Issue 4, Page 875-896, October 2025.ABSTRACT This article documents the existence of an anchoring bias in the pricing and acceptance of takeover bids in a blockholder regime where the mandatory bid rule applies. Our analysis, performed on the Romanian market for corporate control, shows that the 52‐week high price of the target and the pricing of direct privatisations conducted by the ...
Adrian Pop, Diana Pop
wiley +1 more source
Stock Price and Index Forecasting by Arbitrage Pricing Theory-Based Gaussian TFA Learning [PDF]
, 2002 Kai Chun Chiu, Lei Xu
openalex +1 more source
Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sci RepSarathkumar TV +5 more
europepmc +1 more source
Impact of Narrative R&D Disclosure Characteristics on Stock Return Volatility
FINANCIAL PLANNING REVIEW, Volume 8, Issue 3, September 2025.ABSTRACT This study investigates the impact of narrative R&D disclosure characteristics—readability, sentiment, and quantity—on stock return volatility. A comprehensive longitudinal regression model that includes these three characteristics, along with their interactions with R&D investment intensity, outperforms the other models.
Fang Yang, Yu Peng Lin
wiley +1 more source
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
Journal of Forecasting, Volume 44, Issue 6, Page 2017-2036, September 2025.ABSTRACT The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high‐frequency setting by proposing a functional CAPM estimation approach.
Ufuk Beyaztas +3 more
wiley +1 more source
SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Entropy (Basel)Mao W, Liu P, Huang J.
europepmc +1 more source
Pricing of futures Bitcoin price under fractional volatility
, 2023 boughabi h, qalli ye.
europepmc +1 more source