Results 191 to 200 of about 133,716 (312)

Prediction model of stock return on investment based on hybrid DNN and TabNet model. [PDF]

PeerJ Comput Sci
Zhang T, Huo MD, Ma Z, Hu J, Liang Q, Chen H.   +5 more
europepmc   +1 more source

Weak and Semi-Strong Form Stock Return Predictability, Revisited [PDF]

This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances.
Wayne E. Ferson, Andrea Heuson, Tie Su
core  

Wine Tourism as a Catalyst for Sustainable Performance: The Mediating Role of Corporate Legitimacy and Green Innovation

Agribusiness, EarlyView.
ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó, Eduardo Sánchez‐García, Bartolomé Marco‐Lajara, Luis A. Millán‐Tudela   +3 more
wiley   +1 more source

Stock Volatility and the Crash of '87 [PDF]

This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987. The October 1987 stock market crash was unusual in many ways relative to prior history.
G. William Schwert
core  

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices [PDF]

The aim of this paper is to document some empirical facts related to log-returns of diversified world stock indices when these are denominated in different currencies.
Eckhard Platen, Renata Rendek
core  

Farmers' Financial Literacy—Scale Development and Linkages to Accounting Practices and Financial Outcomes

Agribusiness, EarlyView.
ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley   +1 more source

Accruals and Aggregate Stock Market Returns

Past research has shown that the level of operating accruals is a negative cross-sectional predictor of stock returns. This paper examines whether the accrual anomaly extends to the aggregate stock market. In contrast with cross-sectional findings, there
Hou, Kewei, Teoh, Siew Hong, Hirshleifer, David   +2 more
core  

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
core  

The Bitter Taste of Brazil's Temporary Import Ban on Robusta Coffee

Agribusiness, EarlyView.
ABSTRACT Brazil, a leading Robusta coffee producer and exporter, faced a significant drought in 2016–2017, which drastically reduced production and depleted stocks. Consequently, Brazil temporarily permitted the import of one million 60‐kg bags of Robusta coffee in the spring 2017. An import ban was imposed shortly afterward due to lobbying by domestic
Hanifi Otgun, John Beghin, Fernando Maximiliano   +2 more
wiley   +1 more source