Results 61 to 70 of about 204,844 (307)
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
Fractal Asset Pricing Models for Financial Risk Management
Финансы: теория и практика, 2019 The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the
I. Z. Yarygina, V. B. Gisin, B. A. Putko
doaj +1 more source
Advanced Science, EarlyView.This review summarizes recent advances in four mainstream solution‐based techniques for synthesizing NiOx hole‐transport layers for high‐performance perovskite photovoltaic cells, and highlights the key challenges and future prospects for achieving high efficiency, long‐term stability, and low‐cost perovskite photovoltaic technologies toward ...
Zheng Wu +7 more
wiley +1 more source
CAPM or APT? A Comparison of Two Asset Pricing Models for Malaysia
Malaysian Management Journal, 2020 This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and
Cung Huck Khoon +2 more
doaj +1 more source
Advanced Electronic Materials, EarlyView.A fully coupled FEM–HH model shows that ideally capacitive microelectrodes can achieve lower charge‐density thresholds than Faradaic contacts under current‐controlled stimulation. The advantage stems from the dynamics of surface current density on capacitive interfaces, which redirects current beneath adherent neurons.
Aleksandar Opančar +2 more
wiley +1 more source
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
Pricing the Default Risk Factor in Short-Term Debt: A Compound Option Approach in the Iranian Capital Market [PDF]
Journal of Asset Management and FinancingThis study introduces and integrates short-term debt default risk as a novel systematic factor into the capital asset pricing framework and evaluates its impact on the explanatory power of existing multi-factor models in the Iranian capital market ...
Mahnaz Khorasani +2 more
doaj +1 more source
Discrete-Time Interest Rate Modelling [PDF]
, 2009 This paper presents an axiomatic scheme for interest rate models in discrete time. We take a pricing kernel approach, which builds in the arbitrage-free property and provides a link to equilibrium economics.
Hughston, Lane P., Macrina, Andrea
core +2 more sources
Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich +3 more
wiley +1 more source
The nexus of anomalies-stock returns-asset pricing models: The international evidence
Borsa Istanbul Review, 2019 We study the international stock returns across Europe, Asia Pacific, North America, US, Japan, Global, and Global excluding US. We find there are value premiums in average stock returns across the regions.
Rahul Roy, Santhakumar Shijin
doaj +1 more source