Results 221 to 230 of about 3,253,312 (300)

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti   +1 more
wiley   +1 more source

Lexical hints of accuracy in LLM reasoning chains. [PDF]

open access: yesSci Rep
Vanhoyweghen A   +3 more
europepmc   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk   +3 more
wiley   +1 more source

When Politics Meets Money: Geopolitical Risk and Money Demand in the US and Euro Area

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the impact of geopolitical risk on real money demand in the United States and the Euro Area using Divisia monetary aggregates. To account for the potential instability of money demand and the complex nature of geopolitical shocks, we employ a comprehensive empirical framework combining linear and non‐linear ...
Anirban Sengupta   +2 more
wiley   +1 more source

Why there are so many definitions of fitness in models. [PDF]

open access: yesGenetics
Smith DJB   +4 more
europepmc   +1 more source

Similarity‐Dissimilarity in the Asian Financial Markets Integration: A Four‐Moment Approach to Examining Convergence‐Divergence to Global Financial Market Centroids

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the evolving integration of 10 major Asian stock markets with key global and regional financial centres, namely, the U.S., China, the E.U., and a constructed Asia centroid. Incorporating all four statistical moments (mean, variance, skewness, and kurtosis), we compute pairwise Euclidean distances to evaluate the degree ...
Burak Korkusuz   +3 more
wiley   +1 more source

Inefficient Frontiers: Industry‐Specific Anomalies in Frontier Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT In this study we identify low‐risk anomalies affiliated with industry in frontier markets, offering valuable insights for fund managers and investors managing an internationally diversified portfolio. Utilising a two‐beta model—incorporating both market and industry betas—we reveal a distinct low‐beta anomaly with a monthly magnitude of 2.13 ...
Alya Hourani   +3 more
wiley   +1 more source

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