Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Entropy (Basel)Nowak P, Gatarek D.
europepmc +1 more source
FinTech Lending and Cashless Payments
The Journal of Finance, EarlyView.ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
wiley +1 more source
Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]
Crit Asian StudJamieson W.
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
Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
, 2015 Marco Giacoletti +2 more
openalex +1 more source
Corporate ESG Profiles and Investor Horizons
The Journal of Finance, EarlyView.ABSTRACT We find that long‐term institutional investors tilt their portfolios toward firms with better Environmental, Social, and Governance (ESG) profiles, in the cross sections of both institutional investor portfolios and the ownership of firms. We test whether several theoretically motivated mechanisms can explain this relationship.
LAURA T. STARKS, PARTH VENKAT, QIFEI ZHU
wiley +1 more source
SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Entropy (Basel)Mao W, Liu P, Huang J.
europepmc +1 more source
Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions
, 2012 Rajeev R. Bhattacharya +1 more
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
The relationship between corporate entrepreneurship and its competitiveness in China: The moderating effect of employee stock ownership plan. [PDF]
HeliyonCao Y, Wan M.
europepmc +1 more source