Regime changes in stock returns [PDF]
The authors model stock returns as a stochastic function of a constant expected return and the financing costs resulting from delayed delivery, to examine three potential sources of instability in stock-return model parameter estimates.Stock - Prices ...
Nan-Ting Chou, Ramon P. DeGennaro
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American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
Impact of COVID-19 and economic policy uncertainty on China's stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches. [PDF]
Environ Sci Pollut Res Int, 2023 Ullah A +4 more
europepmc +1 more source
Food insecurity and unemployment among immigrants in the United States
American Journal of Agricultural Economics, EarlyView.Abstract Immigrants can be more vulnerable to economic downturns and, during periods of economic hardship, more likely to experience food insecurity compared to natives. This study examines the differential effect of the unemployment rate on the probability of being food insecure among diverse groups of immigrant households relative to natives in the ...
Siwen Zhou +3 more
wiley +1 more source
Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market [PDF]
In this paper, we apply a GARCH model to examine the cross-autocorrelation pattern between daily returns of portfolios composed of dual-listed stocks in Chinese stock market, before and after China opened its once foreign-exclusive B-share market. A lead-
Daxue Wang
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Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications. [PDF]
Environ Sci Pollut Res Int, 2022 Bashir MF.
europepmc +1 more source
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
Pandemic-induced fear and stock market returns: Evidence from China. [PDF]
Glob Financ J, 2022 Su Z, Liu P, Fang T.
europepmc +1 more source
Improving access to new technologies: An experiment with Kenyan input sellers
American Journal of Agricultural Economics, EarlyView.Abstract Agrodealers play a critical role in rural economies, selling essential inputs for agricultural production, stocking new products, and providing farmers with technical advice. However, uncertainty can discourage them from stocking newer, less familiar products, limiting the availability of innovative technologies and leading to market failures ...
Sarah W. Kariuki +6 more
wiley +1 more source
The behaviour of stock returns in Amman stock market : a thin emerging market [PDF]
In this thesis the behaviour of stock returns of firms listed on the Amman Stock Market is examined. The thin trading characteristic of the market is emphasised and its possible effects on empirical investigations are analysed. The first four chapters
AlQatamin, Ma'en Mardi
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