Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China. [PDF]
Mo Y, Sun W, Ding Y, Wang L.
europepmc +1 more source
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+4 more
wiley +1 more source
Factor-GAN: Enhancing stock price prediction and factor investment with Generative Adversarial Networks. [PDF]
Wang J, Chen Z.
europepmc +1 more source
ABSTRACT This study examines the effect of climate change exposure on analysts' forecasted stock performance operationalized by their actual recommendations. Our results indicate that firms with higher exposure to climate change receive less favorable recommendations from analysts.
Cyrine Khiari+4 more
wiley +1 more source
Dollar shocks and cross-border capital flows: Evidence from 33 emerging economies. [PDF]
Hu M, Yuan X.
europepmc +1 more source
Water Shortage and Mitigation Solutions: A Focus on New Physical and Financial Hedging Tools
ABSTRACT Climate change, water mismanagement, and overconsumption are intensifying droughts and water shortages worldwide. Beyond health risks, water scarcity threatens food security, disrupts agriculture, and can fuel conflicts—underscoring the need for sustainable water management.
Nicola Bartolini+2 more
wiley +1 more source
Debt vs. revenue share financing: A theoretical study on revenue share finance in a capital-constrained newsvendor. [PDF]
Song Y, Jiang M.
europepmc +1 more source
Trading Games: Beating Passive Strategies in the Bullish Crypto Market
ABSTRACT This study examines the effectiveness of cointegrated pairs trading in cryptocurrency markets, introducing systematic parameter optimization within the trading framework. The analysis is conducted using a dataset comprising ten major cryptocurrencies, selected based on market capitalization and consensus mechanism, spanning the period from ...
Rafael Baptista Palazzi
wiley +1 more source
Financialization, housing rents and affordability in Toronto. [PDF]
August M, St-Hilaire C.
europepmc +1 more source
Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours
ABSTRACT This paper explores the trading dynamics of the options market during extended trading hours (ETHs). During ETH, the options market is characterized by low liquidity and decreased trading activities, yet there is an increased likelihood of informed trading. The introduction of ETH improves overall market liquidity on the following trading day,
Liangyi Mu, Arie E. Gozluklu
wiley +1 more source