Results 151 to 160 of about 180,143 (369)
A model of adaptive, market behavior generating positive returns, volatility and system risk [PDF]
arXiv, 2018 We describe a simple model for speculative trading based on adaptive behavior of economic agents.The adaptive behavior is expressed through a feedback mechanism for changing agents' stock-to-bond ratios, depending on the past performance of their portfolios.The stock price is set according to the demand-supply for the asset derived from the agents ...
arxiv
Collective behavior of stock prices as a precursor to market crash [PDF]
, 2011 We study precursors to the global market crash that occurred on all main stock exchanges throughout the world in October 2008 about three weeks after the bankruptcy of Lehman Brothers Holdings Inc. on 15 September. We examine the collective behavior of stock returns and analyze the market mode, which is a market-wide collective mode, with constituent ...
arxiv +1 more source
The US farm credit system and agricultural development: Evidence from an early expansion, 1920–1940
American Journal of Agricultural Economics, Volume 105, Issue 1, Page 3-26, January 2023., 2023 Abstract I explore the impact of the Production Credit Associations (PCAs), an arm of the early Farm Credit System, on agricultural yield and input use following the farm crisis of the 1920s. Like many low‐ and middle‐income countries today, farmers in the early 20th century United States found it difficult to access credit.
Jared Hutchins
wiley +1 more source
The Impact of Political Risks on Financial Markets: Evidence from a Stock Price Crash Perspective
International Journal of Financial StudiesPolitical risk, one of the most significant uncertainty shocks, affects firms’ future attitudes toward risks and plays a crucial role in their decision making.
Yanping Ma, Qian Wei, Xiang Gao
doaj +1 more source
Political connections and stock price crash risk: Empirical evidence from the fall of Suharto [PDF]
, 2019 This study examines the relationship between firm-level political connections and stock price crash risk in Indonesia. It employs the difference-in-difference design to deal with the self-selection bias issue regarding the choice of the firms to become a
Brian Lam +3 more
core +2 more sources
Reputational risk and target selection: An evidence from China
International Journal of Finance &Economics, EarlyView.Abstract Do bidders with pre‐deal lower (higher) reputational risk select targets with lower (higher) reputational risk in the existing and new markets? Past research on the role of reputation suggests that reputable firms make conservative investment decisions to maintain their reputation.
Tanveer Hussain +2 more
wiley +1 more source
Economics Mapping to the Renormalization Group Scaling of Stock Markets [PDF]
, 2000 We make an attempt to map a simple economically motivated model for the price evolution [J. Phys. A: Gen. Math 33, 3637 (2000)] to the phenomenological renormalization group scaling of stock markets. This mapping gives insight into the critical exponents and the renormalization group predictions for the log-periodic oscillations preceding some stock ...
arxiv +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
Australian Journal of Rural Health, Volume 30, Issue 6, Page 719-729, December 2022., 2022 Abstract Objective To explore participant experiences of an online co‐design process to develop a web‐based preventative mental health and well‐being intervention targeting primary producers in rural Australia. Setting Rural Victoria, Australia. Participants Participants from a primary producer background, including horticulture, fisheries, animal ...
Marley J. Binder +11 more
wiley +1 more source
Crashes as Critical Points [PDF]
Int. J. Theor. Applied Finance, Vol 3 No 1 (January 2000), 1998 We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption is that a crash may be caused by local self-reinforcing imitation between noise traders. If the tendency for noise traders to imitate their nearest neighbors increases up to a certain point called the ``critical'' point, all noise traders
arxiv