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IEEE Access, 2023 Multi-asset portfolio selection is an asset allocation strategy involving a variety of assets. Adaptive investment strategies which consider the dynamic market characteristics of individual assets and asset classes are vital for maximizing returns and ...
Jinkyu Kim +3 more
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Risks, 2023 This study assesses the dynamic relationship between macroeconomic factors and bank asset quality based on changes in the condition of stock market returns.
Richard Apau +2 more
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IJEBD (International Journal of Entrepreneurship and Business Development), 2021 Purpose: This research aims to determine the effect of intellectual capital on market value with financial performance as an intervening variable. Design/methodology/approach: This study uses quantitative methods, the population used in this study is
Sriyono Sriyono +2 more
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Insider trading with dynamic asset under market makers' partial observations
AIMS Mathematics, 2023 This paper studies an extended continuous-time insider trading model of Calentey and Stacchetti (2010, Econometrica), which allows market makers to observe some partial information about a dynamic risky asset. For each of the two cases with trading until
Jixiu Qiu, Yonghui Zhou
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Analysis on the motivation and economic consequences of Humanwell Healthcare asset stripping [PDF]
SHS Web of Conferences, 2023 Due to the rapid economic development, many listed companies blindly pursue diversification, resulting in the company into the main business diversification, loss of core competitiveness, performance decline and other difficulties, therefore, the means ...
Lu Xiaoyan
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Investigating Market Reaction to Asset Revaluation and Its Effect on Firm’s Access to Financing [PDF]
مطالعات تجربی حسابداری مالی, 2021 In this study, we examine the market reaction to the asset revaluation of listed companies. We first estimate the market reaction to the asset revaluation announcement, then explore potential explanations for the market reaction.
Roya Soltani, Ali ebrahimnejad
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Journal of Economics, Business & Accountancy, 2017 Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the ...
Muhammad Iqbal, Buddi Wibowo
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Open issues in testing liquidity in frontier financial markets: The case of Serbia [PDF]
Ekonomski Anali, 2010 This paper examines the impact of illiquidity and liquidity risk on expected asset returns in the Serbian stock market. For this market we estimate the conditional Liquidity-adjusted Capital Asset Pricing Model (LCAPM) of Acharya and Pedersen (2005).
Minović Jelena Z., Živković Boško R.
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Monetary attribute of stablecoins: A theoretical and empirical test
National Accounting Review, 2023 With the continuous expansion of their market size and scope of use, the monetary attribute of stablecoins has become a focal point. The identification of the monetary attribute of stablecoins is a prerequisite for their supervision. Based on the essence
Meng Fan , Jinping Dai
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Using the Entire Yield Curve in Forecasting Output and Inflation
Econometrics, 2018 In forecasting a variable (forecast target) using many predictors, a factor model with principal components (PC) is often used. When the predictors are the yield curve (a set of many yields), the Nelson–Siegel (NS) factor model is used in place of ...
Eric Hillebrand +3 more
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