Results 1 to 10 of about 2,749,952 (263)
THE ROLE OF INVESTOR SENTIMENT ON PRICING EFFECT OF PROFITABILITY RISK FACTOR IN KENYA
International Journal of Accounting & Finance Review, 2022 Emerging stock markets are characterized by strong investor sentiment and rapid fluctuations in returns. However, the role of investor sentiment on asset pricing has not been explored in these markets.
semanticscholar +1 more source
Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets [PDF]
Accounting & Finance, Aug 2021, 12826, XX(X), XX-XX, 2021 We consider in detail an investment strategy, titled "The Bounce Basket", designed for someone to express a bullish view on the market by allowing them to take long positions on securities that would benefit the most from a rally in the markets. We demonstrate the use of quantitative metrics and large amounts of historical data towards decision making ...
arxiv +1 more source
Testing for Multiple Bubbles in the Nigerian Stock Exchange
Saudi Journal of Economics and Finance, 2023 Monthly All Share Index data from 1985M01-2021M12 was sourced from the Central Bank of Nigeria and the Central Securities Clearing System of the Nigerian Stock Exchange; to analyze multiple bubble periods.
O. Olulu-Briggs, Daniel Dornubari Sunday
semanticscholar +1 more source
Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs [PDF]
In International Symposium on Highly-Efficient Accelerators and
Reconfigurable Technologies (HEART2022). Association for Computing Machinery,
New York, NY, USA, 95 to 101, 2022 Quantitative finance is the use of mathematical models to analyse financial markets and securities. Typically requiring significant amounts of computation, an important question is the role that novel architectures can play in accelerating these models.
arxiv +1 more source
Decentralized Finance (DeFi) [PDF]
International Journal of Social Humanities Sciences Research
(JSHSR). volume 91-13 (2023), 2023 Decentralized finance, powered by blockchain technology, is growing day by day. This field, which emerged a few years ago, today manages $70 billion in assets. In this study, the concept of decentralized finance is discussed and explained the differences from traditional finance.
arxiv +1 more source
Farmers’ perception on improved cassava varieties cultivated in Abia State, Nigeria
Nigeria Agricultural Journal, 2017 This study analyzed farmers‘ perception of improved varieties of cassava cultivated in Abia state, Nigeria. Multistage random sampling procedure was used to select 120 cassava farmers. Data were analyzed with descriptive and inferential statistics (Probit regression model).
O.M. Obike +9 more
openaire +49 more sources
WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]
, 2010 The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in ...
A Blinder +76 more
core +3 more sources
International Journal of Finance and Accounting, 2018 Purpose: The capital asset pricing model (CAPM) is one of the basic models in the security price analysis.Many asset pricing models have been developed to improve the CAPM.Among such models is the latest Fama and French five factor model which is ...
Nsama Musawa +2 more
semanticscholar +1 more source
Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm [PDF]
Finance Research Letters, September 2023, 104421, 2023 We consider the problem of being a cross-chain wealth management platform with deposits, redemptions and investment assets across multiple networks. We discuss the need for blockchain bridges to facilitates fund flows across platforms. We point out several issues with existing bridges. We develop an algorithm - tailored to overcome current constraints -
arxiv +1 more source
Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages [PDF]
, 2003 Term default and balloon risk play an interactive role in the pricing of credit risk in commercial mortgages. Most commercial mortgage pricing studies assume a borrower\u27s default decision is based solely on the property value; the mortgage valuation ...
Eppli, Mark, Tu, Charles C.
core +3 more sources