Results 141 to 150 of about 566,488 (301)
Efficient "Myopic" Asset Pricing in General Equilibrium: A Potential Pitfall in Excess Volatility Tests [PDF]
Excess volatility tests for financial market efficiency maintain the hypothesis of risk-neutrality. This permits the specification of the benchmark efficient market price as the present discounted value of expected future dividends. By departing from the
Willem H. Buiter
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Agribusiness, EarlyView.Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley +1 more source
TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET [PDF]
In this paper we are investigating the market efficiency using a model which decomposes the stock return into two components: a stochastic trend and a white noise component.
Pele, Daniel Traian, Voineagu, Virgil
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Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Agribusiness, EarlyView.Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
Is the Australian Forex Market Efficient? A Test of the Forward Rate Unbiasness Hypothesis [PDF]
This paper features a test of the forward rate unbiasedness hypothesis (FRUH), using the Australian dollar with the United States and Japanese currencies using daily frequencies.
David E. Allen, Paul Taco
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Agribusiness, EarlyView.Abstract This study explores the rent price ratio in agricultural land markets, crucial for evaluating market efficiency, policy needs, and farmer decision‐making. Traditionally, the analyses faced challenges due to the absence of concurrent sale and rent data for the same land, potentially leading to biased results.
Marius Michels +4 more
wiley +1 more source
Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998 [PDF]
This paper investigates the information in monthly nominal Swedish real estate stock market returns from 1939-1998. Thus we test the weak form efficient market hypothesis.
Graflund, Andreas
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Agribusiness, EarlyView.ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source