Results 141 to 150 of about 7,005,793 (301)

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Do carbon prices affect stock prices?

Journal of Financial Research, EarlyView.
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +1 more source

Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy. [PDF]

PeerJ Comput Sci
Zhu M, Liu Y, Qin P, Ding Y, Cai Z, Gao Z, Ye B, Qi H, Cheng S, Zeng Z.   +9 more
europepmc   +1 more source

Credit Risk in a Geometric Arbitrage Perspective

, 2014
Simone Farinelli
openalex   +1 more source

The causal impact of short‐sale constraints on the idiosyncratic volatility puzzle

Journal of Financial Research, EarlyView.
Abstract We investigate the causal impact of short‐sale constraints on the idiosyncratic volatility (IVOL) puzzle, where high‐IVOL stocks yield lower future returns. We leverage two opposing exogenous shocks to short‐sale constraints: (1) 2005 Regulation SHO, which relaxes constraints for pilot stocks, and (2) 2003 Jobs and Growth Tax Relief ...
Yufeng Han, Angela Morgan, Jack Wolf, Weike Xu   +3 more
wiley   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
europepmc   +1 more source

Investor Sentiment, Firm Characteristics and Arbitrage Risk The Arbitrage Factor

, 2018
Xiao Han
openalex   +1 more source

Liver Fat Quantification and Steatosis Grading in Fatty Liver Disease by Magnetic Resonance Imaging: Systematic Review and Meta‐Analysis

Journal of Gastroenterology and Hepatology, EarlyView.
ABSTRACT Aim Magnetic resonance imaging (MRI) surrogate biomarkers are widely utilized to diagnose and monitor metabolic dysfunction–associated steatotic liver disease (MASLD). This meta‐analysis assesses their effectiveness in quantifying liver fat and grading steatosis.
Layan I. Al‐Huneidi, Feng Zhao, Romy Maas, Sven J. E. Ermans, Jurgen Runge, Xiangbai Chen, Jim X. Ji, Lejla Alic   +7 more
wiley   +1 more source

An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]

PeerJ Comput Sci
Han G, Li H.
europepmc   +1 more source

Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]

Rev Deriv Res (Dordr), 2022
Muck M.
europepmc   +1 more source