Results 101 to 110 of about 131,433 (278)
Linking credit risk premia to the equity premium [PDF]
Although the equity premium is - both from a conceptual and empirical perspective - a widely researched topic in finance, there is still no consensus in the academic literature about its magnitude.
Berg, Tobias, Kaserer, Christoph
core
ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity
European Financial Management, EarlyView.ABSTRACT We examine the impact of risk aversion, ambiguity, and uncertainty (geopolitical and economic) on the ESG thematic bond markets in emerging countries. We analyze ESG sovereign (both USD and local currency denominated) and corporate bond markets on the aggregate and regional levels.
Nebojsa Dimic +3 more
wiley +1 more source
Revisiting Asset Pricing Models: The Case for an Intangibles Factor
Financial Management, EarlyView.ABSTRACT In an increasingly knowledge‐based economy, intangible assets may be an important driver of firm performance and stock returns. We introduce an intangibles intensity factor (INT), distinct from the organization capital factor, and show that exposure to this factor strongly predicts stock returns, outperforming traditional factors.
Dion Bongaerts +2 more
wiley +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, EarlyView.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Comparative study between the performances of two Islamic indices
Jurnal Akuntansi, Manajemen dan Ekonomi, 2018 This study aims to analyze the differences in the performance of FTSE Bursa Malaysia EMAS Shariah (FBMS) in Malaysia and Indonesia Sharia Stock Index (ISSI) in Indonesia by using Sharpe, Treynor, and Jensen ratio.
Rama Gardika +2 more
doaj
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices [PDF]
We analyze a general equilibrium exchange economy with a continuum of agents who have 'catching up with the Joneses' preferences and differ only with respect to the curvature of their utility functions. While individual risk aversion does not change over
Leonid Kogan, Yeung Lewis Chan
core
Hepatology Research, EarlyView.Hepatocellular carcinoma (HCC) is a common type of liver cancer. Recently, combination therapy with atezolizumab plus bevacizumab has become a standard systemic treatment for patients with unresectable HCC. Some HCCs show high signal intensity on the hepatobiliary phase of Gd‐EOB‐DTPA–enhanced MRI.
Tomoko Aoki +24 more
wiley +1 more source
RETURNS ON RIGHTS: A 28-YEAR INVESTMENT ANALYSIS OF ICELAND’S ITQ QUOTAS
Baltic Journal of Economic StudiesThe present study analyses the return and risk profile of Permanent Quota Shares (PQS) in Iceland's Individual Transferable Quota (ITQ) fisheries management system between 1992 and 2019.
Stefan B. Gunnlaugsson
doaj +1 more source
Volatility made observable at last [PDF]
The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset.
Cédric Join +2 more
core
Journal of the European Academy of Dermatology and Venereology, EarlyView.This pan‐European study reveals high rates of addiction in patients with chronic skin diseases. Smoking, alcohol, drug use, gambling, and internet addiction were prevalent and associated with quality of life, demographics, and region. The findings support integrating addiction screening into dermatologic care to improve outcomes.
Stefanie Ziehfreund +73 more
wiley +1 more source