Results 251 to 260 of about 173,527 (356)

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

COMPARATIVE ANALYSIS OF ACCURACY BETWEEN CAPITAL ASSET PRICING MODEL (CAPM) AND ARBITRAGE PRICING THEORY (APT) IN PREDICTING STOCK RETURN (CASE STUDY: MANUFACTURING COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE FOR THE 2015-2018 PERIOD)

, 2020
Try Try Wahyuny, Tri Gunarsih
openalex   +1 more source

Essays on the arbitrage pricing theory [PDF]

, 1993
George Koutoulas
openalex  

Media Sentiment and Price Run‐Ups

European Financial Management, Volume 32, Issue 2, Page 677-700, March 2026.
ABSTRACT We empirically test competing hypotheses about the role of financial media sentiment in price run‐ups. Our global analysis of unusual price increases in stock market segments provides no evidence for long‐term market overreactions fuelled by media reporting.
Heiko Jacobs, Alexander Lauber
wiley   +1 more source

Business decision-making of power generators in competitive electricity market. [PDF]

Heliyon
Shao L, Chen T, Zhu J, Li M, He Y, Lin H.   +5 more
europepmc   +1 more source

The Effect of Macroeconomic Variables on Stock Prices: A Conceptual Framework of the Arbitrage Pricing Theory [PDF]

, 2012
Shivangi Singh, Jotwani Naresh
openalex  

Call Me Maybe: Corporate Bond Prices Upon Missed Call Opportunities

Financial Management, Volume 55, Issue 1, Spring 2026.
ABSTRACT In a sample of discretely callable corporate bonds, we find excess returns of approximately 40 bps realized on the release of the issuer's decision to call or not to call. The bonds that could have been profitably called (in‐the‐money bonds) but are not called contribute the most to the bond price jump. We attribute the jump to the revaluation
Alexey Ivashchenko, Michael Rockinger
wiley   +1 more source

Low carbon optimization for wind integrated power systems with carbon capture and energy storage under carbon pricing. [PDF]

Sci Rep
Meng Q, He Y, Hussain S, Lu J, Guerrero JM.   +4 more
europepmc   +1 more source

No-arbitrage Private Market Equity Prices and Transaction Costs: Generalized IPCPL Theory and Private Market Empirical Tests

, 2017
David H. Goodman, Malcolm McLelland
openalex   +1 more source

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, Volume 58, Issue 2, Page 497-532, March 2026.
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