Results 101 to 110 of about 2,183,821 (353)
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
Agribusiness, EarlyView.ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source
Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
doaj
Debt Covenant, Tax Expense, and Intangible Assets on Transfer Pricing
Jurnal AkuntansiPurpose - Determine and analyze the effect of Debt Covenant, Tax Expense, and Intangible Asset on Transfer Pricing. Design/methodology/approach - This study uses an associative quantitative approach using multiple linear regression analysis and Eviews
Jenny Puspita Sari, Wiwit Irawati
doaj +1 more source
Analysts’ Forecasts and Asset Pricing: A Survey
, 2016 This survey reviews the literature on sell-side analysts’ forecasts and their implications for asset pricing. We review the literature on the supply and demand forces shaping analysts’ forecasting decisions as well as on the implications of the ...
S. Kothari, Eric C. So, Rodrigo S. Verdi
semanticscholar +1 more source
, 2005 This study quantifies the potential effects of aging on asset prices using a sophisticated overlapping generations (OLG) model with international diversification reflecting the global nature of capital markets. We show that the expected decline in the returns to capital will depend on the degree of international diversification.
Börsch-Supan, Axel +2 more
openaire +2 more sources
Evaluating Asset Pricing Implications of DSGE Models [PDF]
This paper conducts an econometric evaluation of structural macroeconomic asset pricing models. A one-sector dynamic stochastic general equilibrium model (DSGE) with habit formation and capital adjustment costs is considered.
Kevin L. Reffett, Frank Schorfheide
core
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
ASSET PRICING, MARKET INTEGRATION, AND CONTAGION: A BIBLIOMETRIC PERSPECTIVE [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis paper provides a comprehensive bibliometric analysis of the existing literature concerning the broader asset pricing literature, with a particular focus on the topics of market integration, financial contagion, risk transmission, and ...
BUDRIȘ CRISTIAN-ANDREI
doaj
Agribusiness, EarlyView.ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley +1 more source