Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble. [PDF]
Changes in the risk structure of stock returns may sometimes be very revealing. We examine economic variables that help explain principal components in UK stock returns, 01/1985 to 12/2001.
Lawrence A. Leger, Vitor Leone
core
Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler +2 more
wiley +1 more source
Predicting stock returns using machine learning combined with data envelopment analysis and automatic feature engineering: A case study on the Vietnamese stock market. [PDF]
Thanh Nhon H, Do-Thi N, Nguyen-Trang T.
europepmc +1 more source
COVID-19 lockdowns, stimulus packages, travel bans, and stock returns. [PDF]
Narayan PK, Phan DHB, Liu G.
europepmc +1 more source
Forecasting Cross-Section Stock Returns using The Present Value Model [PDF]
We contribute to the debate over whether forecastable stock returns reflect an unexploited profit opportunity or rationally reflect risk differentials.
Richard Holt, George Bulkley
core
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Artificial Intelligence Models for Predicting Stock Returns Using Fundamental, Technical, and Entropy-Based Strategies: A Semantic-Augmented Hybrid Approach. [PDF]
Cohen G, Aiche A, Eichel R.
europepmc +1 more source
Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index [PDF]
We investigate the persistence in monthly KSE100 excess stock returns over the Treasury bills rates using non-Gaussian state space or unobservable component model with stable distributions and volatility persistence.
Khurshid M. Kiani
core
Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source

