Results 11 to 20 of about 31,395 (311)
Asset–asset interactions and clustering in financial markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2001 The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental changes due to a `heat bath' acting on the many-asset system, quantitatively described in terms of a time ...
G. Cuniberti, M. Porto, H. E. Roman
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Journal of Economics, Business & Accountancy Ventura, 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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The Sooner, the Riskier: Temporal Psychological Distance and the Formation of Price Bubbles in Asset Markets [PDF]
Colombo Business JournalThis study engaged 146 participants in asset-market activities, with each participant completing 10 rounds of trading. To encourage active participation, the study offered real currency rewards to those who increased their earnings.
D. I. J. Samaranayake +5 more
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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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Correlation ambiguity, listing choice, and market microstructure
Journal of Management Science and Engineering, 2022 This paper investigates the implication of correlation ambiguity to investor behavior, asset pricing and issuers' listing choices from a market microstructure perspective.
Junyong He +2 more
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Pedestrian Patterns at Railway Platforms during Boarding: Evidence from a Case Study in Switzerland
Journal of Advanced Transportation, 2018 The boarding/alighting process at railway platforms is an important determinant of the railway system performance and depends on the characteristics of passengers, the layout of the platform, and the rolling stock.
Giulia Dell’Asin, Johannes Hool
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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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Cross-Border Asset Pledgeability for Enhanced Financial Stability
East Asian Economic Review, 2020 Even with the sizable Foreign Exchange (FX) holdings and good credit ratings of its top assets, Asia remains vulnerable to various shocks. This paper highlights the limited cross-border asset pledgeability as a significant factor for the lingering ...
Gongpil Choi
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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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