Results 71 to 80 of about 2,292,114 (394)
Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion
Discrete Dynamics in Nature and Society, 2018 The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices.
Yanmin Ouyang +2 more
doaj +1 more source
Advanced Science, EarlyView.The synergistic effect between crosslinked polyacrylamide and glucose brings the precursor sintering activity with better thermostability, allowing its formation of a coherent carbon structure at lower temperatures (≤ 1200 °C) under ambient pressure.
Chenlin Hou +10 more
wiley +1 more source
FISCAL POLICY AND ASSET PRICES [PDF]
Bulletin of Economic Research, 2011 ABSTRACTWe analyse the impact of fiscal policy on asset prices using a panel vector auto‐regressive (PVAR) approach and quarterly data for ten industrialized countries. We find that positive fiscal shocks lead to a temporary fall in stock prices and a gradual and persistent decrease in housing prices.
AGNELLO, Luca, Sousa, R.
openaire +4 more sources
Advanced Energy Materials, EarlyView.This study investigates the feasibility of scaling up Prussian White (PW)‐based cathode manufacturing at a pilot scale. Through careful PW dehydration combined with optimized aqueous processing, we report the stepwise development of industrially relevant 1 Ah pouch cells and evaluate their performance under various conditions.
Faduma M. Maddar +7 more
wiley +1 more source
Non‐Tariff Measures and U.S. Agricultural Exports
Applied Economic Perspectives and Policy, EarlyView.Abstract How much do non‐tariff measures (NTMs) affect U.S. agricultural exports? While countries maintain a large and diverse set of NTMs to safeguard the health of plants, animals, and humans, policymakers and regulatory bodies may neglect the impact these measures have on international trade.
Yunus Emre Karagulle +2 more
wiley +1 more source
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Cogent Economics & Finance, 2019 Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the risk distribution of financial assets.
Lorraine Rupande +2 more
doaj +1 more source
Networks in Production: Asset Pricing Implications
Journal of Finance, 2017 In this paper, I examine asset pricing in a multisector model with sectors connected through an input‐output network. Changes in the network are sources of systematic risk reflected in equilibrium asset prices.
Bernard Herskovic
semanticscholar +1 more source
Dollars for Drops: Abatement Cost of Water for Irrigation in the Colorado River Basin
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Colorado River is a lifeline for more than 40 million people in the western United States. However, with climate change diminishing snowpacks in the Rocky Mountains and increasing demands from agriculture and urban areas, the river's flow has become insufficient to meet all the competing needs.
Shahin Bahrami +2 more
wiley +1 more source
A six-factor asset pricing model
Borsa Istanbul Review, 2018 The present study introduce the human capital component to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model.
Rahul Roy, Santhakumar Shijin
doaj +1 more source
A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
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