Results 111 to 120 of about 2,292,114 (394)
Agribusiness, EarlyView.Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic +2 more
wiley +1 more source
Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange [PDF]
This study examines the Capital Asset Pricing Model of Sharpe (1964) Lintner (1965) and Black (1972) as the benchmark model in the asset pricing theory.
Attiya Y. Javid, Eatzaz Ahmad
core
, 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
Determining the influence of belonging to a wine protected designation of origin on profitability
Agribusiness, EarlyView.Abstract To guide consumers, wineries need credible attributes about the quality of their wines and its origin. In Spain, protected designations of origin (PDO) guarantee that the wine has been produced in a certain wine region in accordance with specific and officially regulated quality criteria thus providing elements of guarantee to the consumer ...
Jordi Moreno Gené +2 more
wiley +1 more source
Retracted: Application of Capital Asset Pricing Model Based on BP Neural Network in E-commerce Financing. [PDF]
Comput Intell Neurosci, 2023 Intelligence And Neuroscience C.
europepmc +1 more source
A simple model for asset price bubble formation and collapse [PDF]
, 2010 Alexander Kiselev, Lenya Ryzhik
openalex +1 more source
A Real Investment-based Model of Asset Pricing
, 2022 Frederico Belo, Xinwei Li
openalex +1 more source
The exchange rate and purchasing power parity in arbitrage-free models of asset pricing. [PDF]
Exchange; Purchasing; Purchasing power; Power; Models; Model; Asset pricing; Pricing;
Sercu, Piet
core
Agribusiness, EarlyView.Abstract The transition from subsistence to market‐oriented agriculture holds the potential to boost rural economic progress and improve the well‐being of the rural poor in developing countries. Despite this potential, there is limited understanding of the key drivers for smallholder commercialization. In this study, we utilize comprehensive three‐wave
Abebayehu Girma Geffersa +1 more
wiley +1 more source
Corrigendum to "An augmented capital asset pricing model using new macroeconomic determinants" [Volume 6, Issue 10 (October 2020) e05185]. [PDF]
Heliyon, 2023 Pham CD, Phuoc LT.
europepmc +1 more source