Results 91 to 100 of about 1,288 (228)

Uneven Product Diversification: Explaining the Lag of Agricultural Economies

International Economic Review, EarlyView.
ABSTRACT This paper documents that agricultural sectors diversify less than other manufacturing activities. A simple model shows that this difference can contribute to welfare divergence in a way that is qualitatively different to what results when uneven growth happens in the intensive margin.
Guzmán Ourens
wiley   +1 more source

Multi-Scale Predictive Modeling of RTPV Penetration in EU Urban Contexts and Energy Storage Optimization

Energies
Prosumer energy storage behavior alongside national rooftop photovoltaics (RTPV) penetration metrics is essential for decarbonization pathways in buildings.
Vasileios Kapsalis, Georgios Mitsopoulos, Dimitrios Stamatakis, Athanasios I. Tolis   +3 more
doaj   +1 more source

How Important Is the Home Market for Cross‐Listed Biotech Companies?

International Finance, EarlyView.
ABSTRACT This study investigates five German biotechnology firms cross‐listed on XETRA and NASDAQ. By employing high‐frequency data, we estimate both bivariate and trivariate vector error correction models—the latter explicitly accounting for exchange rate dynamics—to assess which market, domestic or U.S., leads in price discovery.
Theodore Panagiotidis, Pavlos Tsiokas
wiley   +1 more source

Statistical Arbitrage in Rank Space [PDF]

Yuantong Li, George Papanicolaou
openalex   +2 more sources

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, Di Luo, Cheng Zeng, Huainan Zhao   +3 more
wiley   +1 more source

Performance of Statistical Arbitrage in Future Markets

, 2021
Shijie Sheng
openalex   +2 more sources

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, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +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

Can ETFs mitigate stock Co-movement? An analysis of an emerging market. [PDF]

Heliyon, 2023
Esmaeilpour Moghadam H.
europepmc   +1 more source

Deposit Competition and Mortgage Securitization

Journal of Money, Credit and Banking, EarlyView.
Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN, HUYEN NGUYEN, KLAUS SCHAECK   +2 more
wiley   +1 more source