Results 201 to 210 of about 2,240,235 (392)
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+1 more
doaj +1 more source
Dynamic Asset Pricing Theory for Life Contingent Risks [PDF]
Although the valuation of life contingent assets has been thoroughly investigated under the framework of mathematical statistics, little financial economics research pays attention to the pricing of these assets in a non-arbitrage, complete market. In this paper, we first revisit the Fundamental Theorem of Asset Pricing (FTAP) and the short proof of it.
arxiv
Asset Pricing Explorations for Macroeconomics [PDF]
John H. Cochrane, Lars Peter Hansen
openalex +1 more source
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
Abstract This study explores the rent price ratio in agricultural land markets, crucial for evaluating market efficiency, policy needs, and farmer decision‐making. Traditionally, the analyses faced challenges due to the absence of concurrent sale and rent data for the same land, potentially leading to biased results.
Marius Michels+4 more
wiley +1 more source
Idiosyncratic Volatility Matter? New Zealand Evidence [PDF]
Standard asset pricing models ignore idiosyncratic risk. In this study we examine if stock idiosyncratic or unique risk affects returns for New Zealand stocks using the factor portfolio mimicking approach of Fama and French (1993, 1996). We find evidence
Alastair Marsden+2 more
core
ABSTRACT This study combines sensory analysis and stated preference valuation techniques to assess the monetary value of organoleptic attributes of new tomato varieties. The tomatoes evaluated included two new varieties adapted to South Texas growing conditions, a commercial check, and tomatoes imported from Mexico.
Samuel D. Zapata+3 more
wiley +1 more source
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets [PDF]
This paper derives the expressions of correlations between prices of two assets, returns of two assets, and price-return correlations of two assets that depend on statistical moments and correlations of the current values, past values, and volumes of their market trades. The usual frequency-based expressions of correlations of time series of prices and
arxiv
Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors [PDF]
Lars Peter Hansen, Kenneth J. Singleton
openalex +2 more sources
ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó+3 more
wiley +1 more source