Results 61 to 70 of about 53,498 (290)
From Smoke to Stock: Effect of PM2.5 on Firm Performance
Sustainable Development, EarlyView.ABSTRACT Motivated by the severity of air pollution, especially with PM 2.5 particles in Thailand, along with the 2030 United Nations' Sustainable Development Goals (UNSDGs), we study the effects of PM2.5 (particulate matter) on firm performance in Thailand over the period of 2014–2022 and find a positive association between PM2.5 and firm performance.
Kriengkrai Boonlert‐U‐Thai +2 more
wiley +1 more source
Stochastic relaxational dynamics applied to finance: towards non-equilibrium option pricing theory
, 1999 Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory.
Otto, Matthias
core +1 more source
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Some Divergence Properties of Asset Price Models
Entropy, 2001 : We consider asset price processes Xt which are weak solutions of one-dimensional stochastic differential equations of the form (equation (2)) Such price models can be interpreted as non-lognormally-distributed generalizations of the geometric Brownian ...
Wolfgang Stummer
doaj +1 more source
Thunderbird International Business Review, EarlyView.ABSTRACT As globalization has matured, the world has faced deepening interdependencies and increasing geo‐economic instability. In response, nation‐states have adopted more assertive approaches, including new industrial policies, global protectionism, and tit‐for‐tat strategies to reshape global power dynamics. This paper argues that firms can serve as
Sergio Mariotti
wiley +1 more source
Hedge Fund Performance, Classification with Machine Learning, and Managerial Implications
British Journal of Management, EarlyView.Abstract Prior academic research on hedge funds focuses predominantly on fund strategies in relation to market timing, stock picking and performance persistence, among others. However, the hedge fund industry lacks a universal classification scheme for strategies, leading to potentially biased fund classifications and inaccurate expectations of hedge ...
Emmanouil Platanakis +3 more
wiley +1 more source
En la frontera de media-desviación estándar
Estudios Económicos, 1996 En este trabajo se presenta un análisis de la Frontera de Media Desviación Estándar (MSF) en términos de dos portafolios notables, y se estudia la localización geométrica de dichos portafolios en la frontera.
Eneas A. Caldiño
doaj +1 more source
Autoregressive multifactor APT model for U.S. Equity Markets [PDF]
Arbitrage Pricing Theory is a one period asset pricing model used to predict equity returns based on a multivariate linear regression. We choose three sets of factors – Market specific, firm specific, and an autoregressive return term to explain returns ...
Malhotra, Karan
core +1 more source
Journal of Accounting Research, EarlyView.ABSTRACT We study how foreign investors’ access to corporate information varies with pairwise geopolitical tensions between the investor's and investee's countries. Using a sample of 1,760 country‐pairs, we find that geopolitical tensions between a conference call host firm's country and a foreign country relate negatively with investor participation ...
YIFEI LU +2 more
wiley +1 more source
Arbitrage Theorem and its Applications
Theory, Methodology, Practice, 2002 In my article I describe the concept of financial rate of return and the value of return in a very simple model first. Then as generalisation of the model we take an experiment, which has n possible outcomes.
Tamás Nagy
doaj