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ASSET PRICING IN A CAPITAL MARKET [PDF]
This research shows us risks in acquiring assets on capital markets. Behavior of investors uses limited rational theory, adaptive theory of expectations and mind theory. Simon asserted in 1955 that “a normal human being is not entirely rational in making
Valentin Gabriel CRISTEA
doaj
Asset price dynamics for a two-asset market system
We present a mathematical model for a market involving two stocks which are traded within a single homogeneous group of investors who have similar motivations and strategies for trading. It is assumed that the market consists of a fixed amount of cash and stocks (additions in time are not allowed, so the system is closed) and that the trading group is ...
Bulut, H., Merdan, H., Swigon, D.
openaire +5 more sources
This study demonstrates that pulsed potential electrolysis significantly improves CO2 reduction performance on copper‐nitrogen doped carbon electrodes. The formation of cationic copper sites and metallic clusters as a function of applied intermittent potential leads to notable selectivity changes compared to potentiostatic reduction.
Dorottya Hursán+13 more
wiley +1 more source
DexaPatch, an implantable, low‐swelling amphiphilic hydrogel system containing dexamethasone‐PLGA microparticles, is developed and characterized for sustained local steroid release to reduce postoperative inflammation in tight surgical spaces. DexaPatch significantly reduces postoperative edema and fibrosis in a rabbit model of anterior spinal surgery,
Stephen W. Linderman+6 more
wiley +1 more source
Correlation ambiguity, listing choice, and market microstructure
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
doaj
This study presents a multiphasic bile duct construct composed of biocompatible materials and cells, featuring an inner layer that supports biliary epithelium growth, a middle layer providing mechanical strength, and an outer cell‐permissive layer designed to support future in vivo integration.
Mattia Pasqua+9 more
wiley +1 more source
Portfolio selection based on market states acquired via price and non-price data
Financial markets exhibit quasi-stationary patterns, known as market states, which previous studies have identified through the correlation structure of asset returns using clustering techniques.
Andy Chung+2 more
doaj +1 more source
Organic conducting polymers are crucial for advanced wearable bioelectronic devices. A novel aniline‐based donor‐acceptor conducting polymer is developed via a rational molecular design approach, exhibiting enhanced ionic molecular interactions for highly sensitive and stable wearable pH sensors.
Junning Qian+3 more
wiley +1 more source
IntroductionThe study aimed at to evaluate the impact of mung bean crop market participation upon asset accumulation of smallholder farmers in lowland areas of South Ethiopia.MethodsAbout 384 smallholder mung bean producer farmers were selected from the ...
Girma Gata, Berhanu Kuma, Alula Tafesse
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Another look at the CAPM in South Africa: The influence of bull and bear markets
Several studies of the Capital Asset Pricing Model (CAPM) in South Africa find that beta cannot explain returns. However, these studies do not consider the effect of bull and bear markets, yet over the period 1995-2009, excess market returns were ...
Ailie Charteris
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