Capital growth and survival strategies in a market with endogenous prices [PDF]
arXiv, 2021 We call an investment strategy survival, if an agent who uses it maintains a non-vanishing share of market wealth over the infinite time horizon. In a discrete-time multi-agent model with endogenous asset prices determined through a short-run equilibrium of supply and demand, we show that a survival strategy can be constructed as follows: an agent ...
arxiv
Inside Money, Procyclical Leverage, and Banking Catastrophes [PDF]
PLoS ONE 9(8): e104219, 2014 We explore a model of the interaction between banks and outside investors in which the ability of banks to issue inside money (short-term liabilities believed to be convertible into currency at par) can generate a collapse in asset prices and widespread bank insolvency.
arxiv +1 more source
King and Cochrane: The technological treadmill and racial inequity in US agriculture
Applied Economic Perspectives and Policy, EarlyView.Abstract Between 1920 and 1969, the number of Black farmers in the US decreased from 14% of all operators to 4%. Using Martin Luther King Jr.'s critique of agricultural policy and Willard Cochrane's theory of the technological treadmill, we explore how racial discrimination was linked to policies that led to structural change in US agriculture.
Jared Hutchins, Jacopo De Marinis
wiley +1 more source
Pengaruh Capital Asset Pricing Model Terhadap Harga Saham (Studi Pada Perusahaan – Perusahaan Sub Sektor Perbankan Yang Listing Di Bursa Efek Indonesia Periode 2014-2016) [PDF]
, 2017 Stock Price influenced by demands and supplies of investor and issuer in stock exchanges. One of the investor aims in investing on company stocks are to get a high return.
Akram, F. M. (Faisal) +1 more
core
Investigating the Interactive Effect of Tax Risk and Social Responsibility on the Value of Companies Accepted in Tehran Stock Exchange [PDF]
مجله دانش حسابداری, 2020 Objective: The aim of this study was to provide a model for tax risk measurment in the first step, and to examine the impact of tax risk and social responsibility as well as their interactive effect on the value of companies accepted in the Iranian ...
Jamal Barzegari Khanaghah (Ph.D) +2 more
doaj +1 more source
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs the data envelope analysis (DEA) to assess technological progress and its impact on agricultural total factor productivity (TFP) across 18 the Organization for Economic Cooperation and Development (OECD) countries from 1973 to 2015.
Yu Sheng
wiley +1 more source
Penggunaan Capital Asset Pricing Model (Capm) Untuk Pengelompokan Dan Penilaian Efisiensi Saham (Studi Pada Saham-saham Perusahaan Sektor Pertambangan (Mining) Yang Terdaftar Di Bursa Efek Indonesia (Bei) Periode 2009-2013) [PDF]
, 2016 This study aims to classify and rate the stock an efficient based on the method of Capital Asset Pricing Model (CAPM), which is a model of balance that connects the systematic risk with the expected return.
Ratnaningtyas, R. (Ratnaningtyas) +2 more
core
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [PDF]
تحقیقات مالی, 2020 Objective: This study is primarily aimed at designing a tax risk assessment model for companies listed on the Tehran Stock Exchange. This research is also aimed at investigating the impact of corporate tax risk on capital asset pricing models and ...
Jamal Barzegari Khanaghah +1 more
doaj +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study investigates the impact and cost‐competitiveness of rooftop solar power in a highly hydropower‐driven northern energy system toward 2050. The role of rooftop photovoltaics (PV) is assessed under different energy transition pathways and through a sensitivity analysis aiming to disclose important barriers to PV investments in the energy system.
Stine Fleischer Myhre, Eva Rosenberg
wiley +1 more source