Results 201 to 210 of about 2,183,821 (353)

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  

Choice experiments on land managers' participation in environmental programs: A systematic review and meta‐analysis of estimate validity

American Journal of Agricultural Economics, EarlyView.
Abstract Discrete choice experiments are increasingly being used to estimate land managers' willingness to accept participation in incentive‐based environmental programs. This is a specific application of discrete choice experiments: the estimation of willingness to accept for a private good (program participation) where respondents have to make trade ...
Anastasio J. Villanueva, Angel Perni, Jesus Barreiro‐Hurle   +2 more
wiley   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Intermediary Asset Pricing: New Evidence from Many Asset Classes

, 2017
Zhiguo He, Bryan T. Kelly, Asaf Manela
semanticscholar   +1 more source

The exchange rate and purchasing power parity in arbitrage-free models of asset pricing. [PDF]

Exchange; Purchasing; Purchasing power; Power; Models; Model; Asset pricing; Pricing;
Sercu, Piet
core  

The Herfindahl neutral point: A firm‐level threshold for managing market concentration with evidence from US hog packing

American Journal of Agricultural Economics, EarlyView.
Abstract This paper derives a firm‐level threshold, the Herfindahl Neutral Point, from the standard concentration index used in merger review. At this threshold, a marginal expansion leaves the index unchanged. Firms below the threshold reduce concentration when they expand; firms above it increase concentration.
Andrew J. Keller, Krishna P. Paudel
wiley   +1 more source

Author Correction: Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Asset pricing implications of good governance. [PDF]

PLoS One, 2019
Lehnert T.
europepmc   +1 more source

Noncausality and Asset Pricing

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  

Asset Pricing in a Two-Country Discontinuous General Equilibrium Model [PDF]

The aim of this paper is to develop a framework for asset pricing in a continuous time general equilibrium model for a two country Lucas type economy.
Ciprian Necula
core