Results 131 to 140 of about 22,369 (310)
Putting the Price in Asset Pricing
The Journal of FinanceABSTRACTWe propose a novel way to estimate a portfolio's abnormal price, the percentage gap between price and the present value of dividends computed with a chosen asset pricing model. Our method, based on a novel identity, resembles the time‐series estimator of abnormal returns, avoids the issues in alternative approaches, and clarifies the role of ...
Cho, Thummim, Polk, Christopher
openaire +2 more sources
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
International Asset Pricing Models: The Case of ASEAN Stock Markets
The International Journal of Banking and Finance, 2009 This paper is about the role of economic grouping as it affects international capital asset pricing models, ICAPM. The conventional ICAPM is extended to include the economic grouping, regional and world factors.
Chee-wooi Hooy, Kim-leng Goh
doaj
Agribusiness, EarlyView.ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley +1 more source
An augmented capital asset pricing model using new macroeconomic determinants. [PDF]
Heliyon, 2020 Pham CD, Phuoc LT.
europepmc +1 more source
Alternative Policy Designs to Help Farmers Select Profitable Conservation Practices
Agribusiness, EarlyView.ABSTRACT Voluntary private carbon initiatives (VPCIs) promote the implementation of agricultural conservation practices that mitigate emissions of greenhouse gases (GHGs) via financial incentives to participating farmers. Simultaneously, an array of public policies supports the adoption of conservation practices through technical and financial ...
Oranuch Wongpiyabovorn +1 more
wiley +1 more source
Optimal Macroprudential Policy and Asset Price Bubbles
, 2019 Nina Biljanovska +2 more
openalex +1 more source
Information Dense and Industry Scalable Accelerated Formation
Advanced Intelligent Discovery, EarlyView.Pulsed formation can reduce lithium‐ion battery formation time by over 50% while maintaining or enhancing performance. Validated on 25 Ah prismatic cells, this industry‐scalable method yields thinner, more homogeneous solid electrolyte interphases (SEIs).
Leon Merker +3 more
wiley +1 more source
Topology‐Aware Machine Learning for High‐Throughput Screening of MOFs in C8 Aromatic Separation
Advanced Intelligent Discovery, EarlyView.We screened 15,335 Computation‐Ready, Experimental Metal–Organic Frameworks (CoRE‐MOFs) using a topology‐aware machine learning (ML) model that integrates structural, chemical, pore‐size, and topological descriptors. Top‐performing MOFs exhibit aromatic‐enriched cavities and open metal sites that enable π–π and C–H···π interactions, serving as ...
Yu Li, Honglin Li, Jialu Li, Wan‐Lu Li
wiley +1 more source
Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice? [PDF]
Heliyon, 2020 Pham CD, Phuoc LT.
europepmc +1 more source