Results 81 to 90 of about 708 (257)

Investor Sentiment and Crowdfunding Success: Evidence From Kickstarter

Accounting &Finance, EarlyView.
ABSTRACT This study examines how investor sentiment affects fundraising in reward‐based crowdfunding markets. Using Spotify‐based music sentiment as a proxy for investor sentiment, we show that positive sentiment increases both pledged amounts and the number of backers.
Pu Zhao, Feng Chen
wiley   +1 more source

Arbitrage Pricing Theory: Evidence From An Emerging Stock Market

Lahore Journal of Economics
The development of financial equilibrium asset pricing models has been the most important area of research in modern financial theory. These models are extensively tested for developed markets.
Javed Iqbal, Aziz Haider
doaj  

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  

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

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

On Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During the COVID‐19 Outbreak

Bulletin of Economic Research, EarlyView.
ABSTRACT We examine liquidity spillovers within and between the sovereign bond spot and futures markets in the euro area, covering the periods before, during, and after the COVID‐19‐induced dash for cash episode. Our results indicate that while liquidity spillovers were significantly amplified during the height of the crisis, the magnitude of these ...
Vassilios G. Papavassiliou, Fan Dora Xia
wiley   +1 more source

Anti‐corruption as a Form of Governance? Balancing Growth and Risk in China's Financial Markets

Development and Change, EarlyView.
ABSTRACT This article examines how anti‐corruption campaigns function as unconventional instruments for regulating financial markets in emerging economies, where rapid market expansion often creates opportunities for dubious financial practices. Drawing on an original dataset of 393 investigations into alleged misconduct by personnel in China's ...
Yingyao Wang
wiley   +1 more source

Dynare replication of “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. (2019)

Economic Inquiry, Volume 63, Issue 2, Page 403-423, April 2025.
Abstract This paper replicates the study “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. using the Dynare toolkit. Replication is important as it confirms the results of the original article, provides a user‐friendly version using Dynare, and shows how to deal with large‐scale models with occasionally binding ...
Alex Crescentini, Federico Giri
wiley   +1 more source

Application of the arbitrage pricing based on Gaussian temporal factor analysis (TFA) for the prediction of cryptocurrency prices

Вісник Харківського національного університету імені В.Н. Каразіна: Серія Економіка
The study demonstrates how the Gaussian TFA model can be applied for cryptocurrency price forecasting. The study considers four approaches of the Extended Normalized Radial Basis Function (ENRBF), namely, the N-Adaptive ENRBF, S-Adaptive ENRBF, ICA-ENRBF
A.D. Gbadebo, L.A. Abdulrauf
doaj   +1 more source

Private money and money market integration: The role of payments infrastructure in nineteenth‐century Switzerland

The Economic History Review, EarlyView.
Abstract Using newly collected discount rate data for six Swiss cities from 1846 to 1893, we find no evidence of increasing integration during a 30‐year period of lightly regulated free banking. We attribute this to two structural issues: banks had incentives to ward off competitors by protecting their local monopolies or forming cartels, and there was
Daniel Kaufmann, Rebecca Stuart
wiley   +1 more source