Results 161 to 170 of about 4,043,177 (393)
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information [PDF]
arXiv, 2018 Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today markets. This paper proposes a new generative uncertainty mechanism based on the Bayesian Inference and Correntropy (BIC) technique for accurately evaluating ...
arxiv
Asset Pricing in Multiperiod Securities Markets [PDF]
, 1988 Gary Chamberlain
openalex +1 more source
Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry [PDF]
The CAPM suggests that stock returns are linearly dependent to the market returns. The only risk factor that an asset bears is the market risk which is captured by the asset's beta.
Bayraci, Selcuk
core +1 more source
Advanced Science, EarlyView.A novel artemisinin derivative dimer has been synthesized, and its significant potential as an anti‐cancer agent. The study indicated that ZQJ29 effectively inhibited the proliferation of pancreatic cancer cells in vitro and in vivo. Additionally, these investigations have unveiled ZQJ29 as a new potent PARP1 inhibitor, with the capability to induce ...
Jianping Chen +9 more
wiley +1 more source
Empirical measures of symmetry of market sentiments
Cogent Economics & Finance, 2018 The analysis of asset return series of equity prices and stock indices is a well-researched problem tackled by economists, business and financial analysts in the last few decades.
K.K. Moseki, K.S. M. Rao
doaj +1 more source
Expiring Assets in Automated Market Makers [PDF]
arXivAn automated market maker (AMM) is a state machine that manages pools of assets, allowing parties to buy and sell those assets according to a fixed mathematical formula. AMMs are typically implemented as smart contracts on blockchains, and its prices are kept in line with the overall market price by arbitrage: if the AMM undervalues an asset with ...
arxiv
Pareto Improving Price Regulation When the Asset Market is Incomplete. [PDF]
Incomplete asset markets cause competitive equilibria to be constrained suboptimal and provides scope for Pareto improving interventions. In this paper, we examine how intervention in prices in asset or spot commodity markets serve this purpose.
H. M. Polemarchakis, P. J. J. Herings
core
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
, 1987 In this paper, we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (1962-1985) and
A. Lo, A. Mackinlay
semanticscholar +1 more source
Advanced Science, EarlyView.A low‐temperature hydrogen spillover decomposition strategy is proposed to reveal the influence of the CaCO3 parent conversion process on the properties of nascent CaO. Under the guidance of the advanced synthesis strategy, the properties of calcium‐based dual‐functional materials are maximally exploited.
Lifei Wei +7 more
wiley +1 more source
Essays on experimental asset market [PDF]
, 2020 This thesis consists of three self-contained essays on experimental asset market. The first essay investigates the impacts of a compulsory insider-trading disclosure requirement and its combination with a holding rule modeled after the short-swing and restricted stock rules, on price predictability and asset mispricing.
openaire +2 more sources