Results 121 to 130 of about 2,183,821 (353)

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  

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

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, Azzeddine Azzam, Binod Khanal   +2 more
wiley   +1 more source

Ambiguity, Information Quality and Asset Pricing [PDF]

When ambiguity averse investors process news of uncertain quality, they act as if they take a worst-case assessment of quality. As a result, they react more strongly to bad news than to good news. They also dislike assets for which information quality is
Larry Epstein, Martin Schneider
core  

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

SCAPM (Shariah Compliant Asset Pricing Model); the Formula of Risk and Return Modification in Islamic Finance

Al-tijary, 2018
As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
doaj   +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

Variance Swaps and Intertemporal Asset Pricing [PDF]

This paper proposes an ICAPM in which the risk premium embedded in variance swaps is the factor mimicking portfolio for hedging exposure to changes in future investment conditions. Recent empirical evidence shows that the fears by investors to deviations
Belén Nieto, Alfonso Novales Cinca, Gonzalo Rubio   +2 more
core  

Access to Finance and Innovation in the Canadian Food Processing

Agribusiness, EarlyView.
ABSTRACT Innovation is a presumed channel through which finance affects productivity, yet there is limited research testing the relationship between finance and innovation in the food manufacturing sector. The purpose of the paper is to explore the determinants (e.g., financing, R&D, firm size, expenditure on innovation) of the adoption of innovation ...
Getu Hailu, Deepananda Herath
wiley   +1 more source

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