Quantitative finance - pricing of securities

Results 131 to 140 of about 59,747 (184)

Major Conundrums and Possible Solutions in DeFi Insurance

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source

The influence of carbon emission trading on the optimization of regional energy structure. [PDF]

Heliyon
Jia S, Zhu X, Gao X, Yang X.
europepmc +1 more source

Herding and Anti‐Herding Behaviour in the UK, French and German Stock Markets Before and During the Covid Pandemic

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou +3 more
wiley +1 more source

Does green credit promote real economic development? Dual empirical evidence of scale and efficiency. [PDF]

PLoS One
Jiang S, Yuan X.
europepmc +1 more source

Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou +2 more
wiley +1 more source

Rural–Urban Digital Divide: Evidence From Indian States

International Journal of Finance &Economics, EarlyView.
ABSTRACT The Indian economy has achieved significant progress in recent years, with the country expected to contribute about 16% of the global growth. However, at the sub‐national level, economic development has been quite disparate over the decades, with widening inequality between the richer western and southern states and other parts of the country.
Rashmi Arora, Nikhil Sapre
wiley +1 more source

Do the unusual resignations of independent directors affect auditors' professional judgment? [PDF]

PLoS One
Zhang L, Li Z.
europepmc +1 more source

Material ESG Performance and Bid Premium in Merger and Acquisition Deals

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the firm‐level and country‐level environmental, social, and governance (ESG) performance on bid premiums in cross‐border mergers and acquisitions (M&A) transactions. We document considerable variations in bid premiums. Higher carbon emissions are associated with higher bid premiums, suggesting that acquirers may perceive ...
Ndubuisi Ezenwa +2 more
wiley +1 more source

Currency risk analysis of belt and road initiative countries. [PDF]

PLoS One
Li M, Liu W, Wang L.
europepmc +1 more source

Financial stability influence on climate risk, GHG emission, and green economic recovery of China.

Environ Sci Pollut Res Int, 2023
Hua L.
europepmc +1 more source