Results 161 to 170 of about 2,292,114 (394)
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
Disagreement, Tastes, and Asset Prices
, 2005 Eugene F. Fama, Kenneth R. French
openalex +1 more source
Agribusiness, EarlyView.ABSTRACT The cocoa‐chocolate value chain faces significant environmental and social challenges, driving firms to adopt sustainability strategies ranging from individual practices to third‐party certifications. This study investigates the factors associated with these strategies by analyzing 304 cocoa‐chocolate companies using firm‐level data from the ...
Stella Marschner +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
A Structural Credit Risk Model with Jumps Based on Uncertainty Theory
MathematicsThis study, within the framework of uncertainty theory, employs an uncertain differential equation with jumps to model the asset value process of a company, establishing a structured model of uncertain credit risk that incorporates jumps.
Hong Huang +3 more
doaj +1 more source
The Heterogeneous Response of Real Estate Asset Prices to a Global Shock
, 2022 Sandro Heiniger +2 more
openalex +1 more source
Assessing Asset Pricing Anomalies [PDF]
The optimal portfolio strategy is developed for an investor who has detected an asset pricing anomaly but is not certain that the anomaly is genuine rather than merely apparent.
Michael J. BRENNAN, Yihong XIA
core
Multifactor Explanations of Asset Pricing Anomalies
, 1996 E. Fama, K. French
semanticscholar +1 more source
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