Results 191 to 200 of about 53,498 (290)

Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns

, 2023
Sarit Maitra, Vivek Mishra, Sukanya Kundu, Manav Chopra   +3 more
openalex   +2 more sources

Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]

PLoS One
Khan S, Shoaib A, Aftab R, Yasir M, Saeed MB.   +4 more
europepmc   +1 more source

Decision‐Making in M&A Under Market Mispricing: The Role of Deep Learning Models

Managerial and Decision Economics, Volume 46, Issue 6, Page 3352-3374, September 2025.
ABSTRACT In the ever‐evolving landscape of financial markets, mergers and acquisitions (M&A) play a pivotal role in shaping the corporate ecosystem. However, the presence of market mispricing, driven by various factors such as information asymmetry, behavioral biases, and external shocks, has been a persistent challenge for investors and corporations ...
Yuxuan Tang
wiley   +1 more source

PENERAPAN MODEL ARBITRAGE PRICING THEORY DENGAN PENDEKATAN VECTOR AUTOREGRESSION DALAM MENGESTIMASI EXPECTED RETURN SAHAM (Studi Kasus: Saham-Saham Kompas100 Periode 2010-2013)

, 2014
VIAN RISKA AYUNING TYAS, KOMANG DHARMAWAN, Made Widhi Asih   +2 more
openalex   +2 more sources

Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic. [PDF]

Financ Res Lett, 2021
Iyke BN, Ho SY.
europepmc   +1 more source

Disagreement and returns: The case of cryptocurrencies

Financial Management, Volume 54, Issue 3, Page 633-672, Autumn (Fall) 2025.
Abstract We present the first evidence of investor‐trading‐based disagreement's influence on cross‐sectional cryptocurrency daily returns. We interpret abnormal trading volume as investor disagreement and find evidence in support of Miller's disagreement model: when short‐sale constraints are binding, high abnormal volume (high disagreement) assets ...
Jon A. Garfinkel, Lawrence Hsiao, Danqi Hu   +2 more
wiley   +1 more source

Analisis Pengaruh Faktor Makroekonomi terhadap Return dan Risk Premium Saham Menggunakan Model Arbitrage Pricing Theory

, 2016
Elly Zunara, Sri Hartoyo
openalex   +2 more sources

A hype-adjusted probability measure for NLP stock return forecasting. [PDF]

Front Artif Intell
Cao Z, Geman H.
europepmc   +1 more source

A fuzzy multifactor asset pricing model. [PDF]

Ann Oper Res, 2022
Mbairadjim Moussa A, Sadefo Kamdem J.
europepmc   +1 more source

Why do famines still occur in the 21st Century? A review on the causes of extreme food insecurity

Journal of Economic Surveys, Volume 39, Issue 4, Page 1433-1461, September 2025.
Abstract Why do famines persist in the 21st century, despite significant advances in agricultural productivity? Throughout human history, famines have been – and continue to be – among the harshest manifestations of destitution. They result from the exacerbation of human vulnerabilities caused by the synergistic interaction of multiple anthropogenic ...
Sergio Tezanos‐Vázquez
wiley   +1 more source