Results 121 to 130 of about 280,116 (302)
Small Firm Effect, Liquidity and Security Returns: Australian Evidence [PDF]
Standard asset pricing models ignore the costs of liquidity. In this study we advance the ongoing debate on empirical asset pricing and test if liquidity costs (as proxied by turnover rate, turnover ratio and bid-ask spread) affect stock returns for ...
Alastair Marsden +2 more
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Does Contract Farming Improve Diet Quality? The Case of Senegalese Smallholders
Agribusiness, EarlyView.ABSTRACT The institution of contract farming has gained prominence in most developing countries owing to its numerous benefits. While several studies have already highlighted the welfare benefits of contract farming, very few have investigated the effects on diet quality, despite poor quality diets being a serious challenge in most parts of the ...
Francis E. Ndip, Takeshi Sakurai
wiley +1 more source
Asset prices and liquidity in an exchange economy [PDF]
I develop an asset-pricing model in which financial assets are valued for their liquidity - the extent to which they are useful in facilitating exchange - as well as for being claims to streams of consumption goods.
Ricardo Lagos
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Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Asset pricing during pandemic lockdown. [PDF]
Res Int Bus Finance, 2021 Saito Y, Sakamoto J.
europepmc +1 more source
The Pricing of Derivatives on Assets with Quadratic Volatility [PDF]
The basic model of financial economics is the Samuelson model of geometric Brownian motion because of the celebrated Black-Scholes formula for pricing the call option. The asset's volatility is a linear function of the asset value and the model garantees
Christian Zühlsdorff
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Resilience of Small Beef Packers and the USDA Meat Supply Chain Initiative
Agribusiness, EarlyView.ABSTRACT We focus on the plant‐size resilience relationship among small beef packers during COVID‐19. Defining resilience as the ability to maintain or increase slaughter and non‐resilience as otherwise, we use survey and secondary data to estimate a logit model where resilience is a function of a plant's capacity and age in addition to labor condition
Sunil P. Dhoubhadel +2 more
wiley +1 more source
Pricing model performance and the two-pass cross-sectional regression methodology [PDF]
Since Black, Jensen, and Scholes (1972) and Fama and MacBeth (1973), the two-pass cross-sectional regression (CSR) methodology has become the most popular approach for estimating and testing asset pricing models. Statistical inference with this method is
Cesare Robotti, Jay Shanken, Raymond Kan
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
MathematicsA long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai +2 more
doaj +1 more source