Results 101 to 110 of about 55,060 (310)
Efficiency in index options markets and trading in stock baskets [PDF]
Researchers have reported mispricing in index options markets. This study further examines the efficiency of the S&P 500 index options market by testing theoretical pricing relationships implied by no-arbitrage conditions.
Lucy F. Ackert, Yisong S. Tian
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Hemp Cultivation and Crop Diversification: Implications for Ecosystem Services in Kentucky
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the ecosystem benefits of expanding hemp cultivation by assessing its impact on crop diversity. Using scenario‐based simulations and fixed‐effect panel regressions with county‐level data in Kentucky, we find that increased hemp acreage tends to enhance crop diversity, improving water quality and bird diversity.
Yunsun Park +4 more
wiley +1 more source
Binus Business Review, 2015 Stock market generally has the stock price index that measures the performance of stock trading, the Indonesia Stock Exchange has a stock price index that is widely known as Jakarta Composite Index (IHSG).
Mulyono Mulyono
doaj +1 more source
Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis [PDF]
We use a multivariate generalized autoregressive heteroskedasticity model (M-GARCH) to examine three stock indexes and their associated futures prices: the New York Stock Exchange Composite, Standard and Poor's 500, and Toronto 35.
Lucy F. Ackert, Marie D. Racine
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Temporary Programs, Lasting Questions: Ad Hoc Assistance in the U.S. Farm Safety Net
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Large ad hoc assistance programs have returned to U.S. farm policy since 2017, operating alongside a more developed safety net built around federally subsidized crop insurance, Title I commodity programs, and standing disaster assistance. This paper reviews the renewed use of ad hoc assistance, documents its recent scale using USDA data, and ...
Alejandro Plastina +1 more
wiley +1 more source
U.S. Stock Market Crash Risk, 1926-2006 [PDF]
This paper applies the Bates (RFS, 2006) methodology to the problem of estimating and filtering time- changed Lévy processes, using daily data on U.S. stock market excess returns over 1926-2006.
David S. Bates
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Assessing Photovoltaic Recycling Capacities and Policy Gaps in the European Union
Advanced Energy and Sustainability Research, EarlyView.This study maps photovoltaic recycling capacity in the EU and key global regions, highlighting gaps between growing waste volumes and available infrastructure. It combines survey insights and policy analysis to identify recycling bottlenecks and offers recommendations to boost circularity in the solar sector.
Nieves Espinosa +3 more
wiley +1 more source
Impacts of macroeconomic variables on the stock market index in Poland: new evidence
Journal of Business Economics and Management, 2012 Applying the GARCH or ARCH model, this paper finds that Poland's stock market index is positively associated with industrial production or real GDP and the German stock market index, negatively affected by the government borrowing/GDP ratio, the real ...
Yu Hsing, Wen-jen Hsieh
doaj +1 more source
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
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