Results 71 to 80 of about 2,183,821 (353)
Workforce Shocks and Financial Markets: Asset Pricing Perspectives
International Journal of Financial StudiesWorkforce adjustments, such as mass layoffs, are significant corporate events that can influence stock returns and volatility, yet their broader asset-pricing implications remain underexplored.
Samreen Akhtar +4 more
doaj +1 more source
European Option Pricing with Transaction Costs in Lévy Jump Environment
Abstract and Applied Analysis, 2014 The European option pricing problem with transaction costs is investigated for a risky asset price model with Lévy jump. By the aid of arbitrage pricing theory and the generalized Itô formula (which includes Poisson jump), the explicit solution to the ...
Jiayin Li, Huisheng Shu, Xiu Kan
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
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 more
wiley +1 more source
Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
doaj
Assessing Household Welfare in Response to Rising Food Prices in The Gambia
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines how rising food prices affected household welfare in The Gambia using nationally representative data from the 2015/16 Integrated Household Survey (IHS‐3). The analysis reflects household consumption behavior and market conditions prevailing during that period and provides a structural benchmark for understanding ...
Roger Vorsah +3 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
Asset Pricing in Small Sized Developed Markets [PDF]
, 2013 Asset pricing as a subject is a quest to rationalize different prices associated with different assets that are on offer in financial markets. It does so, using a set of assumptions to mathematically model investors’ behavior, over a set of alternative ...
Butt, Hilal Anwar
core
Unpacking the Farmland Capitalization Effect of Ethanol Establishment
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We unpack the impact of expansions in ethanol production—as measured by proximity to newly constructed ethanol plants and capacity expansions—on farmland values using land transaction data from Kansas in combination with modern causal inference techniques.
Gabriel S. Sampson, Jisang Yu
wiley +1 more source
The Cost of a Nutritious Diet in Cafeterias: Evidence From US Military Dining Facilities
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Providing nutritious meals in institutional settings with financial constraints, such as military dining facilities, is challenging. The US Department of War (DoW) and US Department of Agriculture (USDA) collaborated to modernize the Basic Daily Food Allowance (BDFA) using an optimization model that incorporates service members' consumption ...
Linlin Fan +8 more
wiley +1 more source