Results 101 to 110 of about 730,581 (311)
Cost‐Benefit Analysis of the European Union Carbon Border Adjustment Mechanism in Fertilizer Trade
Agribusiness, EarlyView.ABSTRACT The carbon border adjustment mechanism (CBAM), launching 2026, will charge EU importers for embedded carbon emissions, aiming to reduce emissions but raising import costs. Shifts in demand following implementation may reduce carbon emissions, but importers will bear the cost of increased prices.
Natalie Crisci +3 more
wiley +1 more source
REGE Revista de Gestão, 2005 This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model.
Felipe Dias Paiva
doaj
MathematicsMachine learning technologies are increasingly embedded in financial decision-making processes, yet their influence on investor behavior and market efficiency remains insufficiently understood.
Ziheng Xu, Wan Liu
doaj +1 more source
Asset Pricing without Garbage [PDF]
SSRN Electronic Journal, 2013 ABSTRACTThis paper provides an explanation for why garbage implies a much lower relative risk aversion in the consumption‐based asset pricing model than National Income and Product Accounts (NIPA) consumption expenditure: Unlike garbage, NIPA consumption is filtered to mitigate measurement error.
openaire +8 more sources
Asset Pricing Under Information with Stochastic Volatility [PDF]
Based on a general specification of the asset specific pricing kernel, we develop a pricing model using an information process with stochastic volatility. We derive analytical asset and option pricing formulas.
Bertram Düring
core
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Asset pricing with long-run disaster risk. [PDF]
PLoS One, 2023 Fan R, Xiao C.
europepmc +1 more source
Asset Prices in an Exchange Economy [PDF]
Econometrica, 1978 THIS PAPER IS A THEORETICAL examination of the stochastic behavior of equilibrium asset prices in a one-good, pure exchange economy with identical consumers. The single good in this economy is (costlessly) produced in a number of different productive units; an asset is a claim to all or part of the output of one of these units.
openaire +2 more sources
Noncausality and Asset Pricing [PDF]
Misspecification of agents' information sets or expectation formation mechanisms maylead to noncausal autoregressive representations of asset prices. Annual US stock prices are found to be noncausal, implying that agents' expectations are not revealed to
Lof, Matthijs
core