Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
PLoS OneKhan S +4 more
europepmc +1 more source
Quantifying Stock Return Distributions in Financial Markets. [PDF]
PLoS One, 2015 Botta F, Moat HS, Stanley HE, Preis T.
europepmc +1 more source
Co-movements of Shanghai and New York Stock prices by time-varying regressions [PDF]
We estimate a time-varying regression model to study the relationship between returns in the Shanghai and New York stock markets, with possible inclusion of lagged returns.
Chow, Gregory C +2 more
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Degradation Pathways of Silicon‐Based Anodes in Lithium‐Ion Batteries
Advanced Energy Materials, EarlyView.Silicon‐based anodes undergo degradation through five primary pathways: (1) mechanical and structural deterioration of the active material, (2) loss of electrode integrity and electrical contact, (3) mechanical instability of the solid electrolyte interphase (SEI), characterized by repetitive fracture and deformation, (4) chemical instability of the ...
Yoon Jeong Choi +3 more
wiley +1 more source
Prediction model of stock return on investment based on hybrid DNN and TabNet model. [PDF]
PeerJ Comput SciZhang T +5 more
europepmc +1 more source
Oil Price Shocks and Stock Return Predictability [PDF]
Recent research has documented that oil price changes lead the aggregate market in most industrialized countries, and has argued that it represents an anomaly - an underreaction to information that investors can profit from.
Sørensen, Lars Qvigstad
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun +3 more
wiley +1 more source
It Pays to Be Green: A Hedonic Stock Price Model for Environmentally Friendly Large U.S. Firms [PDF]
This study attempts to estimate the non-market value of the environmental performance of a firm using a stock price model derived from Rosen’s hedonic price theory.
Ahmadin, Muhammad
core +1 more source
Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich +3 more
wiley +1 more source
US Monetary Announcements and Irish Stockmarket Volatility [PDF]
We investigate the influence of foreign monetary policy decisions on the volatility of the Irish stock market. Specifically, we examine the influence of US monetary policy announcements on the ISEQ. We find evidence of the so called calm before the storm
Bredin, Don +2 more
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