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 SciZhu M +9 more
europepmc +1 more source
Replication Data for: Limits of Arbitrage and Primary Risk Taking in Derivative Securities
, 2023 Liuren Wu
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 +3 more
wiley +1 more source
Cross-sectional Predictability of Indian Stock Returns: A Factor Analytical Approach
Copernican Journal of Finance & AccountingThis article's core objective is to analyze how firm characteristics collectively effect the risk-adjusted returns of Indian stocks. It aims to understand the simultaneous explanatory power of multiple variables that have shown to predict the cross ...
Sanjay Shanbhag, Kamran Quddus
doaj
A Sociotechnical Approach to Genomic Data Privacy: A Comparative Analysis. [PDF]
Int Data Priv LawSherkow JS.
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 +2 more
wiley +1 more source
An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]
PeerJ Comput SciHan G, Li H.
europepmc +1 more source
The Effects of Regulatory Office Closures on Bank Behavior
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
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 OnePing WY, Hu YW, Luo LQ.
europepmc +1 more source
Idiosyncratic Risk, Costly Arbitrage and Asymmetry: Evidence from Pairs Trading
, 2016 Stephanie Sarah Riedinger
openalex +1 more source