Results 151 to 160 of about 280,116 (302)
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
Asset Prices and asset Correlations in Illiquid Markets [PDF]
We build a new asset pricing framework to study the effects of aggregate illiquidity on asset prices, volatilities and correlations. In our framework the Black-Scholes economy is obtained as the limiting case of perfectly liquid markets.
Alessio Caldarera, Celso Brunetti
core
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
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
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
Agribusiness, EarlyView.ABSTRACT European agriculture is increasingly exposed to economic instability driven by extreme weather events, market volatility, and geopolitical tensions. To manage these growing risks, farmers are encouraged to adopt innovative risk management strategies such as the Income Stabilization Tool (IST), which offers protection against severe income ...
Alice Stiletto +5 more
wiley +1 more source
AI in chemical engineering: From promise to practice
AIChE Journal, EarlyView.Abstract Artificial intelligence (AI) in chemical engineering has moved from promise to practice: physics‐aware (gray‐box) models are gaining traction, reinforcement learning complements model predictive control (MPC), and generative AI powers documentation, digitization, and safety workflows.
Jia Wei Chew +4 more
wiley +1 more source
Testing Conditional Asset Pricing Models: An Emerging Market Perspective [PDF]
The CAPM as the benchmark asset pricing model generally performs poorly in both developed and emerging markets. We investigate whether allowing the model parameters to vary improves the performance of the CAPM and the Fama-French model. Conditional asset
Don U.A. Galagedera +2 more
core
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
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