Results 171 to 180 of about 7,235,439 (370)

Turning Alphas into Betas: Arbitrage and Endogenous Risk

, 2019
Thummim Cho
semanticscholar   +1 more source

Common Currency, Common Market? [PDF]

Does the common currency promote goods market integration within the EMU? We argue that such an effect is likely, but that the mechanism typically proposed – lover costs of arbitrage because of increased price transparency – is likely to be of minor ...
Richard Friberg
core  

A Test For A Multi-Risk Premia International Asset Pricing Model: An Arbitrage Pricing Theory Application

, 2011
Carl B. McGowan, Deane Rifon
openalex   +2 more sources

Essays on Arbitrage Pricing Theory and Systemic Risk Modeling [PDF]

, 2015
Meriton Ibraimi
openalex   +1 more source

Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies

International Economic Review, EarlyView.
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi, Junpei Komiyama, Shunya Noda   +2 more
wiley   +1 more source

Rate of Arbitrage and Reconciled Beliefs [PDF]

Any group of risk neutral agents who hold differing beliefs is vulnerable to money pumps (arbitrage). Thus, the agents may wish to reconcile their beliefs into a new joint belief.
Marco Scarsini, Yossi Feinberg
core  

An Arbitrage-Free Nelson-Siegel Term Structure Model with Stochastic Volatility for the Determination of Currency Risk Premia

, 2014
Sarah Mouabbi
openalex   +1 more source

Labor Productivity, Return Predictability, and Operating Profitability

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT Labor productivity plays a crucial role in fundamental analysis, yet its impact on stock market valuation remains relatively unexplored. We show that labor productivity contains value‐relevant information incremental to equity book value and abnormal earnings.
Weimin Liu, Di Luo, Cheng Zeng, Huainan Zhao   +3 more
wiley   +1 more source

Integrated forecasting and deep reinforcement learning for price-based self-scheduling of PV-BESS: Utility-scale evidence in Chile. [PDF]

PLoS One
Pérez J, Lobos G, Bonacic M.
europepmc   +1 more source

Limited risk arbitrage investment management.

, 1996
Imperial Users ...
List, Hans-Fredo, List, Hans-Fredo
openaire   +1 more source