Results 261 to 270 of about 1,211,501 (366)

The Capital Asset Pricing Model

Bulletin - Prague College Centre for Research and Interdisciplinary Studies, 2012
openaire   +2 more sources

Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy

Journal of Forecasting, EarlyView.
ABSTRACT We analyze the predictive power of fundamentals versus random walk models for horizons from 1 to 24 months in an emerging market. Specifically, we investigate what fundamentals models outperform random walk during periods of appreciation and depreciation of the exchange rate.
Helder Ferreira de Mendonça, Luciano Vereda, Luan Mateus Matos de Araújo   +2 more
wiley   +1 more source

The impact of carbon emissions trading on green total factor productivity based on evidence from a quasi-natural experiment. [PDF]

Sci Rep
Hu H.
europepmc   +1 more source

Private equity renewable energy investments in India. [PDF]

Heliyon
Gandhi HH, Hoex B, Hallam BJ.
europepmc   +1 more source

Forecasting Energy Efficiency in Manufacturing: Impact of Technological Progress in Productive Service and Commodity Trades

Journal of Forecasting, EarlyView.
ABSTRACT This paper employs the theory of biased technological progress to assess the effects of technological advancements across diverse trades, with a particular emphasis on predicting energy efficiency. A translog cost function model is developed, integrating five critical types of energy inputs.
Zixiang Wei, Yongchao Zeng, Yingying Shi, Ioannis Kyriakou, Muhammad Shahbaz   +4 more
wiley   +1 more source

Financial market regulation and corporate social responsibility: Evidence from China's new asset management regulation. [PDF]

PLoS One
Zhu L, Wang Y, Zhang Q.
europepmc   +1 more source

Price Discovery and Efficiency in Uniswap Liquidity Pools

Journal of Futures Markets, EarlyView.
ABSTRACT Using almost three years of minute‐level data, we show that the efficiency of Uniswap v3 is much improved relative to v2, and some v3 pools are approaching or even exceeding Bitstamp in terms of price discovery ability. Regression results suggest that the channels of influence for these improvements are an increase in informed liquidity ...
Carol Alexander, Xi Chen, Jun Deng, Qi Fu   +3 more
wiley   +1 more source

Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]

Heliyon
Dennis Chirwa PB, Dzupire NC.
europepmc   +1 more source

Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional Non‐Normality

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley   +1 more source

Early warning strategies for corporate operational risk: A study by an improved random forest algorithm using FCM clustering. [PDF]

PLoS One
Fang X.
europepmc   +1 more source