Results 241 to 250 of about 2,240,235 (392)

Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle

, 1989
John H. Cochrane
openalex   +1 more source

EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS [PDF]

, 1999
Albert Marcet, Kenneth J. Singleton
openalex   +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  

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

Sustainability Strategies in the Cocoa‐Chocolate Value Chain: An Analysis Using Stakeholder Theory, Global Value Chain Theory, and Resource Dependence Theory

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, Luigi Orsi, Alessandro Olper, Stefanella Stranieri   +3 more
wiley   +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

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

Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India

International Journal of Economics and Financial Issues, 2016
With the assumption that the returns are normally distributed with no fat tails, most of the existing studies have used ordinary least square (OLS) method to test the pricing ability of asset pricing models.
Prashant Sharma, Prashant Gupta, Anurag Singh   +2 more
doaj  

Correction: Conditional autoencoder asset pricing models for the Korean stock market. [PDF]

PLoS One
Kim E, Cho T, Koo B, Kang HG.
europepmc   +1 more source

Food Tastes in the United States: Convergence or Divergence?

Agribusiness, EarlyView.
ABSTRACT This study investigates how food consumption tastes have changed in recent decades across the United States. Using NielsenIQ data for over 77 million transactions, there is evidence of divergence in food tastes across regions from 2007 to 2016 and across households of different income, education, and race/ethnicity groups.
Michael DeDad
wiley   +1 more source