Results 131 to 140 of about 2,183,821 (353)

Efficient Estimation of Conditional Asset Pricing Models [PDF]

A semiparametric efficient estimation procedure is developed for the parameters of multivariate GARCH-in-mean models when the disturbances have a distribution that is assumed to be elliptically symmetric but is otherwise unrestricted.
Douglas J. Hodgson, Keith Vorkink
core  

Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth [PDF]

, 2011
In a traditional framework, asset returns are captured by simple linear asset pricing models. They include Capital Asset Pricing Model (CAPM) and Fama-French threefactor model.
Wang, Qing Mei
core  

Food Tastes in the United States: Convergence or Divergence?

Agribusiness, EarlyView.
ABSTRACT This study investigates how food consumption tastes have changed in recent decades across the United States. Using NielsenIQ data for over 77 million transactions, there is evidence of divergence in food tastes across regions from 2007 to 2016 and across households of different income, education, and race/ethnicity groups.
Michael DeDad
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

Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy [PDF]

We study the consumption based asset pricing model in a discrete time pure exchange setting with incomplete information. Incomplete information leads to a filtering problem which agents solve using the Kalman filter.
Prasad Bidarkota, Brice Dupoyet
core  

Stock return, risk and asset pricing [PDF]

, 2008
This thesis attempts to address a number of issues that have been identified in the asset pricing literature as essential for shaping stock returns. These issues include the need to uncover the link between the macroeconomic variables and stock returns ...
Ghunmi, Diana Nawwash Abed El-Hafeth Abu, Abu Ghunmi, Diana Nawwash Abed El-Hafeth, Diana Nawwash Abed El-Hafeth Abu Ghunmi   +2 more
core  

Vendor Types, Attendance, Experience and Sales 2019–2021: Evidence From Five Rural Oregon Farmers Markets

Agribusiness, EarlyView.
ABSTRACT Farmers markets provide a direct‐to‐consumer marketing path for farmers and small businesses, facilitating customer discovery and product refinement. This paper explores farmers markets as a business incubator, with a focus on beginning vendors and resilience to a shock, namely, COVID‐19 market restrictions.
Mallory L. Rahe, Juo‐Han Tsay, Sarah A. Low   +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

The role of vaccination in a model of asset pricing during a pandemic. [PDF]

PLoS One, 2022
Saito Y.
europepmc   +1 more source

On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example [PDF]

We investigate the economic importance of modeling non-linearities in the dynamics of exogenous processes on the implied moments of endogenous variables in the context of the consumption-based asset pricing model. For this purpose, we model the endowment
Prasad Bidarkota
core