Results 1 to 10 of about 15,445 (209)
Information asymmetry on the link between corporate social responsibility and stock price crash risk [PDF]
Cogent Economics & Finance, 2023 Theoretically, corporate social responsibility (CSR) can have both positive and negative effects on stock price crash risk, and the empirical evidence is mixed. CSR can be a useful signal of better informational quality and acts as an effective corporate
Thuy Cao +3 more
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Global carbon price asymmetry [PDF]
Journal of Environmental Economics and Management, 2022 This paper studies a social planner who chooses countries' carbon prices so as to maximize global welfare. Product markets are characterized by firm heterogeneity, market power, and international trade. Because of the market-power distortion, the planner's optimal policy is second-best.
Robert A. Ritz
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Analysis of Stock Price Motion Asymmetry via Visibility-Graph Algorithm
Frontiers in Physics, 2020 This paper is the first to differentiate between concave and convex price motion trajectories by applying visibility-graph and invisibility-graph algorithms to the analyses of stock indices.
Ruiyun Liu, Yu Chen
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Stock Price Synchronicity and Information Asymmetry
Muhasebe Enstitüsü Dergisi, 2023 This study aims to investigate how stock price synchronization affects information asymmetry. In this regard, the stock price synchronicity was estimated using the Market Model.
Mohammad Reza Toutounchi Asl +1 more
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Is idiosyncratic asymmetry priced in commodity futures? [PDF]
Journal of Financial Research, 2023 AbstractIn this article, we use a recently introduced asymmetry measure, IE, to measure the idiosyncratic asymmetry of commodity futures returns and find that idiosyncratic asymmetry negatively and significantly predicts commodity futures returns cross sectionally. Furthermore, we find that a long–short trading strategy based on idiosyncratic asymmetry
Yufeng Han, Xuan Mo, Zhi Su, Yifeng Zhu
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PRICE TRANSMISSION ANALYSIS IN PORK SUPPLY CHAIN IN SERBIA [PDF]
Ekonomika Poljoprivrede (1979), 2020 As the pork supply chain was perceived through three level of chain: agricultural sector, processing and distribution sector, the main objective of this paper was the estimation of the vertical price transmission in the pork supply chain in the Republic
Marija Jeremić +4 more
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Examining Relationshionship Between on Limit Price And Information Asymmetry In Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2013 Price Limit is a type of circuit breaker which is applied in future markets and also some of stock exchanges in emerging markets. In this research we try to examine the relationship between price limit and information asymmetry before earning ...
Shahabeddin Shams, Mariyeh Ashrafi
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Petrol price asymmetries revisited [PDF]
Energy Economics, 1998 An error correction model is fitted to monthly data on net retail prices for the United Kingdom over the period January 1982 to June 1995 in order to examine the short-run response of retail petrol prices to changes in input costs and the exchange rate.
Barry Reilly, Robert Witt
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Agraris: Journal of Agribusiness and Rural Development Research, 2020 Horticulture products price in Indonesia (for certain commodities) has experienced the issue of volatility, price decline at farm gate stage, due to an increase in supply is not equal to or comparable with price increase at the other stage.
Dina Nurul Fitria +2 more
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General equilibrium pricing with information asymmetry [PDF]
Frontiers in Applied Mathematics and Statistics, 2015 We propose a general equilibrium model for asset pricing that incorporates asymmetric information as the key element determining security prices. In our setting, the concepts of completeness, arbitrage, state price and equivalent martingale measure are extended to the case of asymmetric information.
Zhang, Yuzhong, Dong, Fangfei
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