Results 221 to 230 of about 7,235,439 (370)

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

Arbitrage Risk and Arbitrage Returns: Evidence from the Fundamental Value-to-Price Anomaly

, 2008
K.C. John Wei, Jie Zhang
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

Temporally consistent tri ledger settlement enables robust and noncontestable coordination in interprovincial power systems. [PDF]

Sci Rep
Ma X, Lv S, Hu W, Huang C, Tan Z.
europepmc   +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

Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]

Crit Asian Stud
Jamieson W.
europepmc   +1 more source

From gateway to value ladder—The curious case of online mutual aid in China

Journal of Risk and Insurance, EarlyView.
Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen, Runhuan Feng, Miao Guo, Tianyang Wang   +3 more
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

The relationship between corporate entrepreneurship and its competitiveness in China: The moderating effect of employee stock ownership plan. [PDF]

Heliyon
Cao Y, Wan M.
europepmc   +1 more source

Extensions of the Merger Arbitrage Risk Model

, 2008
Stéphane Daul
openalex   +1 more source