Results 171 to 180 of about 7,005,793 (301)

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

, 2009
H. Hau
semanticscholar   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Limits to Short Arbitrage with Takeover Risk

, 2018
Costanza Meneghetti, Ryan Williams, Steven Chong Xiao   +2 more
openalex   +2 more sources

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Tax Arbitrage with Risk and Effort Aversion Swedish Lottery Bonds 1970-1990

, 2011
Kristian Rydqvist
openalex   +1 more source

Mergers and Attributions: An Examination of M&A Terminations in 1996–2022

Journal of Management Studies, EarlyView.
Abstract Firms often make attributions regarding their actions in managing relationships with shareholders and investors. While research utilizing attribution theory has found that firms tend to attribute negative outcomes to external factors and positive outcomes to internal ones, this behaviour can have both positive and negative consequences ...
Zhe (Adele) Xing, Xiwei Yi
wiley   +1 more source

Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]

Entropy (Basel), 2022
Sheng Y, Ma D.
europepmc   +1 more source

Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model

, 2015
Marco Giacoletti, Kristoffer Laursen, Kenneth J. Singleton   +2 more
openalex   +1 more source

Extreme‐weather risk and the cross‐section of stock returns

Journal of Risk and Insurance, EarlyView.
Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun, Julia Braun, Florian Weigert   +2 more
wiley   +1 more source

China's urban EV ultra-fast charging distorts regulated price signals and elevates risk to grid stability. [PDF]

Nat Commun
Yu Q, Zhao P, Li J, Wang H, Yan J, Zhang H.   +5 more
europepmc   +1 more source