Results 141 to 150 of about 2,292,114 (394)

Noncausality and Asset Pricing [PDF]

Misspecification of agents' information sets or expectation formation mechanisms maylead to noncausal autoregressive representations of asset prices. Annual US stock prices are found to be noncausal, implying that agents' expectations are not revealed to
Lof, Matthijs
core   +1 more source

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

The Effect of Transfer Pricing, Profitability, and Fixed Asset Intensity on Tax Aggressiveness with Audit Committee as Moderating Variable

Indonesian Interdisciplinary Journal of Sharia Economics
This study aims to analyze the effect of transfer pricing, profitability, and fixed asset intensity on tax aggressiveness with the audit committee as a moderating variable.
Romita Situmorang, Andang Wirawan Setiabudi   +1 more
doaj   +1 more source

Is the FOMC’s policy inflating asset prices? [PDF]

Keeping the policy rate significantly and persistently below "long-run equilibrium rates" may inflate asset prices.Federal Open Market Committee ; Asset ...
Daniel L. Thornton
core  

Utility indifference pricing with market incompleteness [PDF]

, 2008
Utility indifference pricing and hedging theory is presented, showing how it leads to linear or to non-linear pricing rules for contingent claims. Convex duality is first used to derive probabilistic representations for exponential utility-based prices ...
Monoyios, Michael
core   +1 more source

Farmers' Financial Literacy—Scale Development and Linkages to Accounting Practices and Financial Outcomes

Agribusiness, EarlyView.
ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley   +1 more source

Penentuan Saham Efisien dan Tidak Efisien dengan Metode Capital Asset Price Model (CAPM)

, 2020
I Wayan Sunarya
openalex   +2 more sources

Search Frictions and Asset Price Volatility [PDF]

We examine the quantitative effect of search frictions in product markets on asset price volatility. We combine several features from Shi (1997) and Lagos and Wright (2002) in a model without money.
B. Ravikumar, Enchuan Shao
core  

Circularity, Sustainability, and the Quality of Coffee Sold via Vending Machines: What Do Italian Consumers Prefer?

Agribusiness, EarlyView.
ABSTRACT Vending is an important sector in the daily lives of many people, and coffee is the most frequently consumed product in the European market. Like many other sectors, vending is responding to the challenge of sustainable development by taking various actions, such as offering increasingly ecologically sound coffee while maintaining/improving ...
Alberto Bertossi, Stefania Troiano, Francesco Marangon   +2 more
wiley   +1 more source

Optimal Design of Multi-Asset Options

Risks
The combination of stochastic derivative pricing models and downside risk measures often leads to the paradox (risk, return) = (−infinity, +infinity) in a portfolio choice problem. The construction of a portfolio of derivatives with high expected returns
Alejandro Balbás, Beatriz Balbás, Raquel Balbás   +2 more
doaj   +1 more source