Results 81 to 90 of about 12,595 (305)
The role of venture‐financed startups in innovation for US agriculture
Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
Asset Pricing with Home Capital [PDF]
I analyze a stylized consumption-based asset pricing model that features heterogeneous agents and household capital, and discover a novel recession risk factor related to the cross-sectional second moments of the corresponding investments into such home ...
Michal Pakos
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Abstract This study employs a schizocartographic approach to explore community narratives of space, memory, and violence in Kraaifontein, Cape Town. Through participants' accounts, ordinary places—gardens, shops, blocks, sports grounds, and streets—emerge as ambivalent geographies where trauma, resilience, and belonging intersect.
Guido Veronese +2 more
wiley +1 more source
Pricing the Default Risk Factor in Short-Term Debt: A Compound Option Approach in the Iranian Capital Market [PDF]
This study introduces and integrates short-term debt default risk as a novel systematic factor into the capital asset pricing framework and evaluates its impact on the explanatory power of existing multi-factor models in the Iranian capital market ...
Mahnaz Khorasani +2 more
doaj +1 more source
Testing Multi-Factor Asset Pricing Models in the Visegrad Countries [PDF]
There is no consensus in the literature as to which model should be used to estimate stock returns and the cost of capital in the emerging markets. The Capital Asset Pricing Model (CAPM), which is most often used for this purpose in the developed markets,
Borys, Magdalena Morgese Borys
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Abstract Longer‐duration, holistic, cohort‐based, coach‐led interventions may be particularly effective in promoting both economic health and emotional well‐being among unmarried mothers living in economically disadvantaged neighborhoods. Aligning with the 1999 Centers for Disease Control (CDC) framework for program evaluation, this study presents a ...
Jennifer Langhinrichsen‐Rohling +5 more
wiley +1 more source
CAPM (Capital Asset Pricing Model) with Stable Distribution
In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution.
Dedi Rosadi
doaj
An Analysis of the Impact of Selected Factors on the Bond Market
Exchange rate risk is important factor for the valuation of capital asset on international markets. According to the International Arbitrage Pricing Theory currency movements affect the prices of capital assets and associated risk premiums.
Blanka Francová
doaj +1 more source
Improving the Asset Pricing Ability of the Consumption-Capital Asset Pricing Model? [PDF]
This paper compares the asset pricing ability of the traditional consumption-based capital asset pricing model to models from two strands of literature attempting to improve on the poor empirical results of the C-CAPM. One strand is based on the intertemporal asset pricing model of Campbell (1993, 1996) and Campbell and Vuolteenaho (2004).
openaire +2 more sources
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach [PDF]
We develop new tests of the capital asset pricing model (CAPM) that take account of and are valid under the assumption that the distribution generating returns is elliptically symmetric; this assumption is necessary and sufficient for the validity of the
Douglas J. Hodgson +2 more
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