Debt vs. revenue share financing: A theoretical study on revenue share finance in a capital-constrained newsvendor. [PDF]
Song Y, Jiang M.
europepmc +1 more source
WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. [PDF]
Qin P, Bai M.
europepmc +1 more source
An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]
Ragab M.
europepmc +1 more source
Entropy of Volatility Changes: Novel Method for Assessment of Regularity in Volatility Time Series. [PDF]
Olbryś J.
europepmc +1 more source
Deep momentum networks with market trend dynamics. [PDF]
Song J, Jeon J.
europepmc +1 more source
Volatility and realized quadratic variation of differenced returns: A wavelet method approach [PDF]
Esben Høg
openalex
Cross-section without factors: a string model for expected returns. [PDF]
Distaso W, Mele A, Vilkov G.
europepmc +1 more source
Heterogeneous macroeconomic factors' effects on stocks across sizes, styles, and sectors in the South Korean market. [PDF]
Cho C, Yang J, Jang B.
europepmc +1 more source

