Results 71 to 80 of about 204,844 (307)

Do select macroeconomic factors drive momentum returns?

Future Business Journal, 2021
In this paper, we examine the presence of short-term and long-term momentum returns in Indian stock market. The study also tries to shed light on the power of asset pricing models and select macroeconomic variables in explaining momentum returns.
A. Balakrishnan, Nirakar Barik
doaj   +1 more source

Did the Indian Green Revolution Change the Farm Size–Productivity Relationship?

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT We examine the relationship between farm size and productivity during India's Green Revolution, a period of rapid technological transformation. Using a unique panel of over 5000 Indian farm households that spans the Green Revolution (1971–1999), we show that the classic (linear) inverse farm size–productivity relationship gradually evolved ...
Rabail Chandio, Leah E. M. Bevis
wiley   +1 more source

Another look at the CAPM in South Africa: The influence of bull and bear markets

Journal of Economic and Financial Sciences, 2014
Several studies of the Capital Asset Pricing Model (CAPM) in South Africa find that beta cannot explain returns. However, these studies do not consider the effect of bull and bear markets, yet over the period 1995-2009, excess market returns were ...
Ailie Charteris
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
core  

Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes, Amanda M. Countryman, Dustin L. Pendell   +2 more
wiley   +1 more source

Workforce Shocks and Financial Markets: Asset Pricing Perspectives

International Journal of Financial Studies
Workforce 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, Jyoti Agarwal, Alam Ahmad, Refia Wiquar, Mohd Shahid Ali   +4 more
doaj   +1 more source

Markets Mitigate Land‐Use Competition From Energy Crops and Increase Farm Revenues

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Meeting the US Sustainable Aviation Fuel Grand Challenge target of 35 billion gal annually by 2050 will require an estimated 380 million–700 million dry tons of agricultural biomass feedstock. This study evaluates the implications of large‐scale biomass production for land use, crop production, and market outcomes under mature market ...
Daniel G. De La Torre Ugarte, Matthew H. Langholtz, Chad M. Hellwinckel   +2 more
wiley   +1 more source

International Asset Pricing Models: The Case of ASEAN Stock Markets

The International Journal of Banking and Finance, 2009
This paper is about the role of economic grouping as it affects international capital asset pricing models, ICAPM. The conventional ICAPM is extended to include the economic grouping, regional and world factors.
Chee-wooi Hooy, Kim-leng Goh
doaj  

Kenyan Farmers' Policy Priorities During Economic Crisis and Stability: Insights From a Best‐Worst Scaling Experiment

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia, John Olwande, Jacob Ricker‐Gilbert, David L. Mather, Nicole M. Mason   +4 more
wiley   +1 more source

Adapting to Changing Rainfall and Developing Off‐Farm Employment: Implications for the Adoption of Direct Seeding in Rice Production

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Rice is the main staple food for more than half of the world's population and the income from rice is an essential source for livelihoods of millions of households. We examine whether direct seed in rice production is an adaptation of rice farmers to rainfall changes and farm labor scarcity.
Manh Hung Do
wiley   +1 more source