The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems [PDF]
This paper examines the partial adjustment factors of FTSE 100 stock index and stock index futures. Using high frequency data since January 15, 1997 until March 17, 2000, it aims to assess the informational impact of the new electronic trading systems ...
Helder Sebastião
core
Extreme Weather Events and Consumer Food Responses
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates consumer food responses to Hurricanes Helene and Milton, which affected a swath of the Southeastern U.S. in 2024. Using representative consumer survey data from six affected states, we analyze 10 distinct food responses classified into ex ante and ex post responses, and examine their associations with food insufficiency
Ahmad Zia Wahdat, Joseph Balagtas
wiley +1 more source
Do oil prices still matter? The case of Vietnamese stock market
Journal of International Economics and Management, 2017 Using Vietnamese stock market index and West Texas Intermediate crude oil prices from January 2007 to April 2015, we investigate whether the Vietnamese stock market index still has long-run and short-run causal relationship with the crude oil prices. The
Dinh Kien Cao, Huu Hung Do
doaj
Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index. [PDF]
Entropy (Basel), 2022 Liu P, Zheng Y.
europepmc +1 more source
Serial and cross-correlation in the Spanish Stock Market returns [PDF]
In this paper, we test if stock index prices follow random walks in the Spanish Stock Market by means of variance ratios. We find strong evidence of positive autocorrelation for both IGBM and IBEX35 daily returns until 1977, but not after that date ...
Luis A. Gil-Alana, Javier DePeña
core
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
Study on the linkage between macro policy and market effectiveness in China's stock market: Based on run test of China's stock market index. [PDF]
PLoS One, 2023 Liu M +6 more
europepmc +1 more source
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
Evaluating the Monetary Policy Transmission Mechanism through the Stock Market in Iran Using the Structural Vector Auto Regressive (SVAR) Model [PDF]
پژوهشهای اقتصادی, 2018 Expansion of financial markets including capital market is a key factor in increasing investment, which affects significantly the economic growth and development.
Zarifeh Jalili +3 more
doaj
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
core