Results 61 to 70 of about 107,784 (157)

The Impacts of Macroeconomic Variables on the Iranian Stock Market [PDF]

پژوهشهای اقتصادی, 2009
This paper is an attempt to investigate the impacts of macroeconomic variables on capital market in Iran using quarterly observations for the period 1991Q2 to 2007Q1.
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doaj  

Modelos multifactores macroeconómicos desde la perspectiva del Arbitrage Pricing Theory (APT)

Análisis Económico, 2014
El planteamiento de un modelo multifactor macroeconómico desde la perspectiva del APT requiere de una adecuada selección de los factores de riesgo, éstos deben tener fácil interpretación, ser robustos en el tiempo y explicar tanto como sea posible la ...
Elitania Leyva Rayón
doaj  

ESTIMATING TURKISH STOCK MARKET RETURNS WITH APT MODEL: COINTEGRATION AND VECTOR ERROR CORRECTION

Economic Review, 2016
Multifactor financial models are of great importance in analyzing practical asset prices. As an alternative to CAPM, Arbitrage Pricing Theory (APT), developed by Ross (1976), describes the expected returns on any financial asset with respect to ...
Özge SEZGİN ALP, Fazıl GÖKGÖZ, Güray KÜÇÜKKOCAOĞLU   +2 more
doaj   +2 more sources

The evolution of data pricing: From economics to computational intelligence. [PDF]

Heliyon, 2023
Hao J, Deng Z, Li J.
europepmc   +1 more source

Does investors' site visits improve the capital market pricing efficiency? [PDF]

Heliyon, 2023
Li N, Yuan R, Khan MA, Yang X, Khaliq N, Zhang X.   +5 more
europepmc   +1 more source

Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]

Ann Oper Res, 2023
Tang Z, Zhong B, Zhou L, Shen C.
europepmc   +1 more source

Optimal Stock Portfolio Analysis using Mean-Value at Risk (Mean-VaR) under Arbitrage Pricing Theory (APT)

International Journal of Business, Economics, and Social Development
Investing in Sharia-compliant stocks is one of the rapidly growing investment options, making it a potential choice for investors' portfolios. Therefore, investors need to understand how to select an optimal composition of stocks in their portfolio. This
Puspa Dwi Ayu Banowati, Betty Subartini, Sukono Sukono   +2 more
doaj   +1 more source

Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]

Entropy (Basel), 2022
Sheng Y, Ma D.
europepmc   +1 more source

Applying Theorem of Ross to Transition Probability Matrix in Energy Options Pricing after Political Tensions and Russia-Ukraine Conflict

Energy Exploration & Exploitation
Probability Matrix, it is necessary to obtain energy options pricing. The paper found the true probabilities of transition from the current state of the market to other states.
Alexey Mikhaylov, Tsangyao Chang, Aigul Mukhanova, Akmaral Bukharbayeva, Zuleima Karpyn   +4 more
doaj   +1 more source

Does it reasonable to include grid-side energy storage costs in transmission and distribution tariffs? Benefit evaluation based on economic externality. [PDF]

Heliyon, 2023
Huang S, Ye Z, Huang Y.
europepmc   +1 more source