Results 121 to 130 of about 2,588 (267)

The importance of considering regimes in long‐term asset allocation to real estate

Real Estate Economics, EarlyView.
Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin, Mingwei (Max) Liang, Milena Petrova   +2 more
wiley   +1 more source

How Tether Depegging Affects Cryptocurrency Returns

Accounting &Finance, EarlyView.
ABSTRACT This paper examines the relationship between Tether depegging events and the returns of ten major cryptocurrencies from November 2017 to November 2024. We distinguish between upward and downward deviations from the Tether peg, identifying these events as threshold exceedances based on historical prices, using both constant parameter and ...
Sean Foley, Seung Ah Lee, George Milunovich   +2 more
wiley   +1 more source

From Human Hands to Machine Minds: Financing AI‐Driven Entrepreneurship in Reward‐Based Crowdfunding

Accounting &Finance, EarlyView.
ABSTRACT This study examines the effect of artificial intelligence (AI) adoption on financing performance in reward‐based crowdfunding. Using Kickstarter data from US projects, we find that AI projects have lower pledged amounts, receive fewer donations and attract fewer backers.
Zirui Song, Yihui Lan, Yuan George Shan
wiley   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

Beyond health protection: Estimating the impact of public health insurance on home‐based livestock raising in rural China

American Journal of Agricultural Economics, EarlyView.
Abstract Livestock often serves as self‐insurance against health shocks for rural households in developing countries. However, little is known about how public health insurance affects livestock production decisions. This paper fills the gap by examining the impact of China's New Rural Cooperative Medical Scheme (NRCMS) on household‐level livestock ...
Ran Li
wiley   +1 more source

Food without fire: Environmental and nutritional impacts from a solar stove field experiment

American Journal of Agricultural Economics, EarlyView.
Abstract Over 80% of the population in rural Sub‐Saharan Africa relies on biomass cooking fuel, a substantial source of anthropogenic greenhouse gases. We use a field experiment in Zambia to investigate the impact of solar stoves on biomass fuel use and cooking habits.
Laura E. McCann, Jeffrey D. Michler, Maybin Mwangala, Osaretin Olurotimi, Natalia Estrada Carmona   +4 more
wiley   +1 more source

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
europepmc   +1 more source

Miss(ed) Representation? Gender, Policy Content, and Legislative Success in Australian Private Members' Bills

Australian Journal of Politics &History, EarlyView.
This paper examines the substantive representation of women in Australian legislative institutions by analysing private members' bills introduced at the state and federal levels from 1997 to 2022. While Australia has made considerable progress in gender equality, persistent sexism and misogyny challenge the substantive impact of increasing numbers of ...
Isabella Vacaflores, Elise Stephenson
wiley   +1 more source

Endogenous opposition: Identity and ideology in Kuwaiti electoral politics

American Journal of Political Science, EarlyView.
Abstract How do opposition elites succeed in authoritarian elections? Existing theories of authoritarian politics suggest a pivotal role for elections in enhancing the survival of incumbent dictators. Yet, in many contexts, opposition elites attract considerable support and constrain the policymaking authorities of these dictators.
Daniel L. Tavana
wiley   +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc   +1 more source