Results 61 to 70 of about 2,292,114 (394)
Prediction of Stock Prices Using Capital Asset Pricing Model in Nigerian Stock Market
JDE (Journal of Developing Economies), 2023 The main intention of this study is to use the accounting data using CAPM to determine the stock prices/returns for the Nigerian capital market. In this study, the independent variable is the prediction of the stock prices and the dependent variable is ...
Muhammed Lamin Jabbi +1 more
doaj +1 more source
An Experimental Test of the Lucas Asset Pricing Model
The Review of Economic Studies, 2018 We implement a dynamic asset pricing experiment in the spirit of Lucas (1978) with storable assets and non-storable cash. In the first treatment, we impose diminishing marginal returns to cash to incentivize consumption smoothing across periods.
Sean Crockett, J. Duffy, Yehuda Izhakian
semanticscholar +1 more source
Risk, uncertainty, and asset prices [PDF]
Journal of Financial Economics, 2005 We identify the relative importance of changes in the conditional variance of fundamentals (which we call 'uncertainty') and changes in risk aversion ('risk' for short) in the determination of the term structure, equity prices, and risk premiums ...
Geert Bekaert +2 more
openaire +3 more sources
Advanced Sustainable Systems, EarlyView.This study analyses the uncertainty and variability existing in the economic performance of polylactic acid (PLA) production, via integrating techno‐economic analysis with process models and Monte Carlo simulation enabled by artificial intelligence. The results show that the minimum selling price varies from $2,107 to $3076/t PLA.
Yinqiao Wang +5 more
wiley +1 more source
Identifying outliers in asset pricing data with a new weighted forward search estimator
Revista Contabilidade & Finanças, 2020 The purpose of this work is to present the Weighted Forward Search (FSW) method for the detection of outliers in asset pricing data. This new estimator, which is based on an algorithm that downweights the most anomalous observations of the dataset, is ...
Alexandre Aronne +2 more
doaj +2 more sources
Cancer Immunotherapy via Disruption of Integrin αvβ3 and CD47 Costabilization on Cancer Cell Surface
Advanced Science, EarlyView.This study identifies a cancer‐specific interaction between CD47 and integrin αvβ3 that facilitates immune evasion. A rationally designed peptide, PSFL‐NK13, disrupts this axis, enhancing macrophage‐mediated phagocytosis and suppressing tumor growth without inducing anemia.
Peng‐Cheng Yu +12 more
wiley +1 more source
Developing "Multifactor Asset Pricing Models" Using Threshold Regression Approach and Credit Risk Factor [PDF]
تحقیقات مالیObjective This study aims to develop threshold asset pricing models to enhance the performance of common multi-factor models. Over the past thirty years, asset pricing models have evolved by incorporating pricing anomalies as new factors that previous ...
Hadi Gharehbaghii, Mahmoud Botshekan
doaj +1 more source
Forecasting Trends with Asset Prices [PDF]
SSRN Electronic Journal, 2015 In this paper, we consider a stochastic asset price model where the trend is an unobservable Ornstein Uhlenbeck process. We first review some classical results from Kalman filtering. Expectedly, the choice of the parameters is crucial to put it into practice.
Ahmed Bel Hadj Ayed +2 more
openaire +3 more sources
Coupling Nitrogenous Organic Wastewater Treatment and Biorefinery via N‐Cycling Bacterium
Advanced Science, EarlyView.The vast reservoir of nitrogenous organic pollutants in industrial wastewaters can serve as untapped carbon‐nitrogen resources. This study employs the newly discovered Paracoccus sp. ZQW‐1 as a versatile chassis to simultaneously achieve N‐methylpyrrolidone (NMP) wastewater depuration and polyhydroxybutyrate (PHB) synthesis.
Ziqian Wang +3 more
wiley +1 more source
Testing the asset pricing model of exchange rates with survey data [PDF]
This paper proposes a new test for the asset pricing model of the exchange rate. It examines whether the way market analysts generate their forecasts is closer to the one implied by the asset pricing model, or to any of those implied by some alternative ...
Naszodi, Anna
core +3 more sources