Results 141 to 150 of about 44,329 (240)

Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM [PDF]

This paper explores the theoretical and empirical implications of time-varying and unobservable beta. Investors infer factor loadings from the history of returns via the Kalman filter. Due to learning, the history of beta matters.
Adrian, Tobias, Franzoni, Francesco
core  

A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]

BMC Health Serv Res
Zuniga-Jara S, Ruiz-Campo S, Soria-Barreto K.   +2 more
europepmc   +1 more source

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]

PLoS One
Huynh TT, Khoa BT.
europepmc   +1 more source

Stock profiling using time-frequency-varying systematic risk measure. [PDF]

Financ Innov, 2023
Mestre R.
europepmc   +1 more source

Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns [PDF]

This paper decomposes the overall market (CAPM) risk into parts re.ecting uncertainty related to the long-run dynamics of portfolio-speci.c and market cash .ows and discount rates.
Ekaterini Panopoulou, Koubouros, M., Malliaropulos, D.   +2 more
core  

Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]

PLoS One
Khan S, Shoaib A, Aftab R, Yasir M, Saeed MB.   +4 more
europepmc   +1 more source

Non-standardized form of CAPM and stock returns [PDF]

Emerging markets like Pakistan confront with the problem to validate the CAPM in its original form. Since standard form of this model has unrealistic assumptions, different non-standardized forms have been introduced by different researchers.
Muhammad, Irfan
core   +1 more source

Genome-wide association study identifies novel variants in olfactory, vitamin A, vitamin B, and cadherin pathways associated with learning and memory. [PDF]

Sci Rep
Hopkins LN, Avgan N, Sutherland HG, Fernandez FE, Knowles EEM, Haupt LM, Blangero J, Glahn DC, Shum DHK, Lea RA, Griffiths LR.   +10 more
europepmc   +1 more source

On the Dynamic Specification of International Asset Pricing Models [PDF]

In this paper, we test the international conditional CAPM model of Dumas and Solnik (1993) and the international conditional APT model of Ferson and Harvey (1992), as well as various extensions of these models.
Eric Ghysels, Maral Kichian, René Garcia   +2 more
core  

LightCTL: lightweight contrastive TCR-pMHC specificity learning with context-aware prompt. [PDF]

Brief Bioinform
Ye F, Chen M, Huang Y, Zhang R, Li X, Wang X, Han S, Ma L, Liu X.   +8 more
europepmc   +1 more source