Results 41 to 50 of about 567,166 (262)
Do Analyst Earnings Beta Explain Growth Anomaly? [PDF]
, 2010 Using a measure of cashflow risk derived from analyst forecasts, I find that cashflow risk offers a partial explanation for the value-growth anomaly.
DOAN, Sophie Phuong Thanh
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley +1 more source
A Note on the Computation of the Equity Premium and the Market Value of Firm Equity [PDF]
Turnovsky (1995) derives in a continuous-time model of a decentralized economy that the correct specification of the firm’s objective function is to maximize the initial value of its outstanding securities.
Alfred Maussner, Burkhard Heer
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Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source
Dynamic behavior of value and growth stocks [PDF]
The difference between the performance of growth and value portfolios presents an interesting puzzle for researchers in finance. Most studies showed that value stocks outperform growth stocks. This is the so-called value premium.
Plantinga, A., Wouters, T.
core +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 more
wiley +1 more source
On the Value Premium in Malaysia [PDF]
Davis, Fama and French (2000) report that the value premium in United States’ stocks is robust. Herein, we present out-of-sample evidence for Malaysia, finding that value stocks outperform growth stocks and document an arbitrage opportunity.
Madhu Veeraraghavan, Michael E. Drew
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Understanding Egg Price Volatility and Policy Implications in the U.S. With Machine Learning
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Eggs are an inexpensive and sustainable source of proteins, but volatility in the U.S. egg prices has intensified in recent years, raising concerns over food affordability and market stability. This study examines the drivers of U.S. egg price dynamics over 2004–2025 using a two‐stage framework that combines LASSO‐based variable selection with
Xuemei Zhao +3 more
wiley +1 more source
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices [PDF]
We examine whether there is a flight-to-liquidity premium in Treasury bond prices by comparing them with prices of bonds issued by Refcorp, a U.S. Government agency, which are guaranteed by the Treasury.
Francis A. Longstaff
core
The Biofuels Blueprint: Understanding the U.S. Renewable Fuel Standard
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We provide a comprehensive review of the U.S. Renewable Fuel Standard (RFS), synthesizing nearly two decades of program evolution, market outcomes, and economic analysis. The RFS mandates minimum volumes of renewable fuel blending through a nested structure based on life‐cycle greenhouse gas reductions, enforced via tradeable Renewable ...
Maria Gerveni +3 more
wiley +1 more source