Results 121 to 130 of about 1,288 (228)

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Greenwashing and Trust via Enhanced Self‐Regulation: The Case of ESG Rating Providers in Sustainable Finance

Regulation &Governance, EarlyView.
ABSTRACT Polycentric governance is a trust‐intensive and trust‐dependent governance that should actively seek to build and restore trust. The different ways in which this is done are poorly understood. Our study of the environmental, social, and governance (ESG) strategies and the green transition clarifies the role of enhanced self‐regulation and ...
Agnieszka Smoleńska, David Levi‐Faur
wiley   +1 more source

An Dynamic Statistical Arbitrage Trading System [PDF]

, 2014
Yang Liu, Guibin Lu
openalex   +1 more source

Does Foreign Investors’ Information Access Vary with Geopolitical Tensions? Evidence from Corporate Conference Calls

Journal of Accounting Research, Volume 64, Issue 1, Page 417-475, March 2026.
ABSTRACT We study how foreign investors’ access to corporate information varies with pairwise geopolitical tensions between the investor's and investee's countries. Using a sample of 1,760 country‐pairs, we find that geopolitical tensions between a conference call host firm's country and a foreign country relate negatively with investor participation ...
YIFEI LU, JOANNA SHUANG WU, YUCHENG (JOHN) YANG   +2 more
wiley   +1 more source

Speed of Adjustment in Digital Assets in a Decentralized Financial World

Journal of Futures Markets, Volume 46, Issue 2, Page 320-333, February 2026.
ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah, Thong Dao, Hung Do, Tapas Mishra   +3 more
wiley   +1 more source

Flexible least squares for temporal data mining and statistical arbitrage

, 2007
Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris   +2 more
openalex   +1 more source

A Multi-factor Adaptive Statistical Arbitrage Model [PDF]

, 2014
Wenbin Zhang, Zhen Dai, Bindu Pan, Milan Djabirov   +3 more
openalex   +1 more source

Informational Efficiency in Cryptocurrency Markets: A Bibliometric and Thematic Literature Review (2015–2024)

Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.
ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley   +1 more source

Integrated forecasting and deep reinforcement learning for price-based self-scheduling of PV-BESS: Utility-scale evidence in Chile. [PDF]

PLoS One
Pérez J, Lobos G, Bonacic M.
europepmc   +1 more source

Does investors' site visits improve the capital market pricing efficiency? [PDF]

Heliyon, 2023
Li N, Yuan R, Khan MA, Yang X, Khaliq N, Zhang X.   +5 more
europepmc   +1 more source