Results 41 to 50 of about 810,945 (328)
The Comparison of the Effectiveness of Seligman, Lyubomirsky and Fordyce Happiness Training Programs in Cardiac Patients: A psychoneuroimmunological Assessment [PDF]
پژوهشنامه روانشناسی مثبت, 2015 The present study examined and compared the effectiveness of three happiness interventions on risk biomarkers and psychological variables in coronary patients. In this study 68 coronary patients were assigned randomly to 4 groups of 17 patients, in three
gholamreza nikrahan +6 more
doaj
Asset Market Linkages in Crisis Periods [PDF]
SSRN Electronic Journal, 2001 We characterize asset return linkages during periods of stress by an extremal dependence measure. Contrary to correlation analysis, this nonparametric measure is not predisposed toward the normal distribution and can allow for nonlinear relationships. Our estimates for the G-5 countries suggest that simultaneous crashes between stock markets are much ...
P. Hartmann +2 more
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Dissecting anomalies and dynamic human capital: The global evidence
Borsa Istanbul Review, 2018 We argue that the risk of an asset is measured by the covariance of an asset's return with the return on the aggregate market and human capital. The intertemporal and consumption-based CAPM, along with an extended version of CAPM framework examines the ...
Rahul Roy, Santhakumar Shijin
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Discrete Dynamics in Nature and Society, 2021 Investigating the existence and causes of idiosyncratic volatility premium puzzle in developing stock market can enrich the research on this asset pricing puzzle.
Xiaohui Chen, Jianhua Ye
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Adaptive Expectations, Confirmatory Bias, and Informational Efficiency [PDF]
, 2010 We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct).
Aldashev, Gani +2 more
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A New Set of Financial Instruments
Frontiers in Applied Mathematics and Statistics, 2020 In complete markets there are risky assets and a riskless asset. It is assumed that the riskless asset and the risky asset are traded continuously in time and that the market is frictionless. In this paper, we propose a new method for hedging derivatives
Abootaleb Shirvani +3 more
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Self-organization and phase transition in financial markets with multiple choices
, 2014 Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices.
He, Yun-Xin +5 more
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Emerging Market Crises: An Asset Markets Perspective [PDF]
SSRN Electronic Journal, 1998 Although internal policy mismanagements can be cited in most recent emerging market crises, they seldom account fully for the severity of these crises. The reluctance of international investors to provide the resources that would limit the extent of the reversal almost invariably plays a key role in bringing a previously (over?)-heated economy to a ...
Ricardo J. Caballero +2 more
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Liquid markets and market liquids: collective and single-asset dynamics in financial markets
, 2001 We characterize the collective phenomena of a liquid market. By interpreting the behavior of a no-arbitrage N asset market in terms of a particle system scenario, (thermo)dynamical-like properties can be extracted from the asset kinetics.
Cuniberti, G., Matassini, L.
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Debt Financing in Asset Markets [PDF]
American Economic Review, 2012 We study rollover risk and collateral value in a dynamic asset pricing model with endogenous debt financing by extending the framework of Geanakoplos (2009) with a generic binomial tree and time-varying heterogeneous beliefs. Optimistic borrowers face rollover risk if the belief dispersion between the borrowers and the pessimistic lenders widens after
Zhiguo He, Wei Xiong
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