Results 231 to 240 of about 1,266,518 (397)
Evaluating Asset Pricing Implications of DSGE Models [PDF]
This paper conducts an econometric evaluation of structural macroeconomic asset pricing models. A one-sector dynamic stochastic general equilibrium model (DSGE) with habit formation and capital adjustment costs is considered.
Frank Schorfheide, Kevin L. Reffett
core
Corporate Climate Risk and Membership of Emission Trading Schemes
Business Strategy and the Environment, EarlyView.ABSTRACT Using a sample of 5364 firms from 65 countries, we demonstrate that membership in the scheme increases firm climate risk. Further analysis reveals that the positive impact of membership on climate risk is pronounced among firms in carbon‐intensive industries. Our findings demonstrate that continental differences and legal origin could moderate
Gbenga Adamolekun +4 more
wiley +1 more source
The application of structural and machine learning models to predict the default risk of listed companies in the Iranian capital market. [PDF]
PLoS One, 2023 Peykani P +4 more
europepmc +1 more source
Analysis of the Capital Asset Pricing Model: Application to General Electric Performance
, 2020 Issam Tlemsani +4 more
openalex +2 more sources
Can fundamentals explain cross-country correlations of asset returns?. [PDF]
Previous studies show that existing correlations between national returns are higher than correlations between the national growth rates of fundamental variables.
Restoy, Fernando +1 more
core
Community and Consumer Dynamics in NFTs: Understanding Digital Asset Value Through Social Engagement
Journal of Consumer Behaviour, EarlyView.ABSTRACT While non‐fungible tokens (NFTs) have emerged as a significant blockchain application, research has largely focused on market dynamics rather than consumer behavior. Through in‐depth interviews with 21 NFT consumers and a netnographic analysis of Discord interactions (109,517 words), this study develops a comprehensive framework explaining the
Kristina Brahmstaedt
wiley +1 more source
Application of Big Data in Stock Market based on Capital Asset Pricing Model
, 2022 Guangyan Cai
openalex +2 more sources