Results 121 to 130 of about 2,292,114 (394)

Jump risk, time-varying risk premia, and technical trading profits [PDF]

In this paper we investigate the recently documented trading profits based on technical trading rules in an asset pricing framework that incorporates jump risk and time-varying risk premia.
Chenyang Feng, Stephen D. Smith
core  

The impact of the Russia–Ukraine war on stock prices, profits and perceptions in the food supply chain

Agribusiness, EarlyView.
Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler, Ivo Harmens, Alfons Oude Lansink   +2 more
wiley   +1 more source

Testing asset pricing models with individual stocks: An instrumental variables approach

Borsa Istanbul Review
This study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating ex ...
Işıl Candemir, Cenk C. Karahan
doaj   +1 more source

Entropy-based financial asset pricing: Evidence from Pakistan. [PDF]

PLoS One, 2022
Wang S, Khan SA, Munir M, Alhajj R, Khan YA.   +4 more
europepmc   +1 more source

Undiversifiable Returns in a CAPM Economy [PDF]

The effects of endogenous undiversifiable investment and market structure changes on security pricing are analyzed within the GEI-CAPM (General Equilibrium with Incomplete Markets Capital Asset Pricing Model).
Claude Wampach, Peghe Braila
core  

Disentangling the relationships between denomination of origin regulatory councils activities and Spanish wineries' export performance

Agribusiness, EarlyView.
Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin, Marta Fernández‐Olmos   +1 more
wiley   +1 more source

PENGUJIAN VALIDITAS EMPIRIS CAPITAL ASSET PRICING MODEL DI PASAR MODAL INDONESIA

Jurnal Ilmiah Akuntansi dan Bisnis, 2014
A careful analysis of securities trading, supported by thorough and accurate data needed to determine the level of returns and risks in investing. The global financial crisis led many academics to question the validity of market efficiency and the ...
Yolanda Marsyella Simangunsong, Dewa Gede Wirama   +1 more
doaj  

Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]

Heliyon, 2023
Khan N, Zada H, Ahmed S, Shah FA, Jan S.
europepmc   +1 more source

Asset Pricing and the Role of Monetary Policy based on Inflation Targeting [PDF]

, 2019
Hossein Amiri, Reza Ghafouri
openalex   +1 more source

Inside Information and Public News: R-Squared and Beyond [PDF]

This paper finds that the majority of stock price movements remain unexplained after controlling for both public and private information. This suggests that economists’ inability to explain asset price movements is the result of either noise or naive ...
William O. Brown, Jr.
core