Results 101 to 110 of about 87,733 (349)
Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds
Journal of Accounting Research, EarlyView.ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU +2 more
wiley +1 more source
Natural Resources Forum, EarlyView.ABSTRACT The MENA region faces a critical challenge: balancing economic growth spurred by foreign direct investment (FDI) with environmental sustainability. While FDI can bring technological advancements and capital, concerns exist about its potential to exacerbate environmental degradation, particularly carbon emissions.
Brahim Bergougui, Syed Mansoob Murshed
wiley +1 more source
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes [PDF]
, 2011 This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with vanishing risk, of the form of waiting to buy and ...
Framstad, Nils Chr.
core
News media coverage and the predictability of house prices
Real Estate Economics, EarlyView.Abstract This article introduces new housing‐media‐attention indices for the 50 U.S. states based on the Bloomberg Terminal News Trends (NT) function, which collects articles from various news and social media sources and identifies their content using artificial intelligence tools.
Oguzhan Cepni
wiley +1 more source
Equity Price Risk and Return: Evidence from the Karachi Stock Exchange
JISR Management and Social Sciences & Economics, 2009 This paper examines the tradeoff between equity price risk and returns obtained through various approaches. Capital asset pricing model (CAPM) and arbitrage pricing model (APT) are considered to be the fundamental building blocks of the portfolio theory,
Talha Bin Ali Khan, Ali Khizar Aslam
doaj
No-Arbitrage Taylor Rules [PDF]
We estimate Taylor (1993) rules and identify monetary policy shocks using no-arbitrage pricing techniques. Long-term interest rates are risk-adjusted expected values of future short rates and thus provide strong over-identifying restrictions about the ...
Andrew Ang, Monika Piazzesi, Sen Dong
core
Exemption or illusion? The impact of a youth tax policy on house asking prices in Portugal
Real Estate Economics, EarlyView.Abstract Affordable housing has become an increasing challenge for young individuals in Portugal, where rising house prices and precarious employment conditions hinder homeownership. To address this barrier, the Portuguese Government introduced a tax exemption for individuals under 35 purchasing their first home.
Luís Clemente‐Casinhas, Sofia Vale
wiley +1 more source
When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage\n Markets in a Quantum Mechanical View [PDF]
, 2019 Simone Farinelli, Hideyuki Takada
openalex +1 more source
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities [PDF]
, 2023 Meng Tian, Liuren Wu
openalex +1 more source