Results 211 to 220 of about 7,235,439 (370)
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
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
The Exchange Rate Effect of Multi-Currency Risk Arbitrage
, 2009 H. Hau
semanticscholar +1 more source
Approximating Risk Premium on a Parametric Arbitrage-Free Term Structure Model
, 2014 Caio Almeida +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
Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]
FoodsLu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc +1 more source
Arbitrage Risk and Market Efficiency - Applications to Market Efficiency
, 2014 Rajeev R. Bhattacharya, Stephen O'Brien
openalex +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
, 2012 Bertrand Tavin
openalex +2 more sources