Works matching DE "ASSET sales %26 prices"
Results: 220
A UNIFYING APPROACH TO THE EMPIRICAL EVALUATION OF ASSET PRICING MODELS.
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- Review of Economics & Statistics, 2015, v. 97, n. 2, p. 412, doi. 10.1162/REST_a_00474
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- Article
Asset price and monetary policy: the effect of expectations formation.
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- Oxford Economic Papers, 2015, v. 67, n. 2, p. 380, doi. 10.1093/oep/gpu045
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- Publication type:
- Article
Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market.
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- Computational Economics, 2018, v. 52, n. 1, p. 79, doi. 10.1007/s10614-017-9662-z
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- Article
Can Efficiency of Returns Be Considered as a Pricing Factor?
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- Computational Economics, 2018, v. 52, n. 1, p. 25, doi. 10.1007/s10614-017-9647-y
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- Article
Asset pricing under ambiguous information: an empirical game-theoretic analysis.
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- Computational & Mathematical Organization Theory, 2012, v. 18, n. 4, p. 445, doi. 10.1007/s10588-012-9133-y
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- Article
Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy.
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- Lahore Journal of Business, 2013, v. 1, n. 2, p. 27, doi. 10.35536/ljb.2013.v1.i2.a2
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- Article
Modeling Multivariate Volatilities via Latent Common Factors.
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- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 564, doi. 10.1080/07350015.2015.1092975
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- Article
Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice.
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- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 504, doi. 10.1080/07350015.2015.1064432
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- Article
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances.
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- Journal of Business & Economic Statistics, 2016, v. 34, n. 2, p. 161, doi. 10.1080/07350015.2015.1019510
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- Article
Comment.
- Published in:
- 2014
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- Publication type:
- Opinion
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis.
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- Journal of Real Estate Finance & Economics, 2018, v. 56, n. 2, p. 183, doi. 10.1007/s11146-016-9593-9
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- Article
Mean-drawdown risk behavior: drawdown risk and capital asset pricing.
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- Journal of Business Economics & Management, 2013, v. 14, p. S447, doi. 10.3846/16111699.2012.720593
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- Publication type:
- Article
AKCIJŲ KAINŲ CIKLŲ DINAMIKOS ĮTAKA TVARIAM PORTFELIO VYSTYMUISI.
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- Business: Theory & Practice, 2013, v. 14, n. 4, p. 287, doi. 10.3846/btp.2013.30
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- Publication type:
- Article
CORPORATE BANKRUPTCY PANEL ABI COMMISSION'S REPORT ON THE REFORM OF CHAPTER 11: SMALL AND MEDIUM BUSINESSES, SALES OF ASSETS, FINANCING, AND PLANS.
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- 2016
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- Publication type:
- Proceeding
THE ROLE OF FINANCIAL STABILITY WITH REGARD TO MONETARY POLICY.
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- CESifo Forum, 2015, v. 16, n. 1, p. 55
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- Publication type:
- Article
Financial Deepening, Asset Price Inflation, and Economic Convergence: Empirical Analysis Based on China’s Experience.
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- Emerging Markets Finance & Trade, 2015, v. 51, p. S275, doi. 10.1080/1540496X.2014.998927
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- Article
The Effect of News on Return Volatility and Volatility Persistence: The Turkish Economy during Crisis.
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- Emerging Markets Finance & Trade, 2014, v. 50, n. 6, p. 249, doi. 10.1080/1540496X.2014.1013864
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- Publication type:
- Article
SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA.
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- Financial Studies, 2016, v. 20, n. 4, p. 6
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- Article
Taste, information, and asset prices: implications for the valuation of CSR.
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- Review of Accounting Studies, 2016, v. 21, n. 3, p. 740, doi. 10.1007/s11142-016-9359-x
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- Article
THE EQUITY RISK PREMIUM: A REVIEW OF MODELS.
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- Economic Policy Review (19320426), 2015, v. 21, n. 2, p. 39
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- Article
STOCK TRADING RULES UNDER A SWITCHABLE MARKET.
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- Mathematical Control & Related Fields, 2013, v. 3, n. 2, p. 209, doi. 10.3934/mcrf.2013.3.209
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- Publication type:
- Article
FINANCIAL AND MONETARY REGULATION OF ECONOMICS THROUGH THE CHANNEL OF FINANCIAL ASSETS' PRICES.
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- Economic Annals-XXI / Ekonomìčnij Časopis-XXI, 2013, n. 1/2, p. 16
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- Publication type:
- Article
THE PARADOX OF DEBT AND MINSKY'S FINANCIAL INSTABILITY HYPOTHESIS.
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- Metroeconomica, 2013, v. 64, n. 1, p. 1, doi. 10.1111/j.1467-999X.2012.04163.x
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- Publication type:
- Article
Risk-Factor Disclosure and Asset Prices.
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- Accounting Review, 2018, v. 93, n. 2, p. 191, doi. 10.2308/accr-51863
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- Publication type:
- Article
TESTING OF SHORT SALE HYPOTHESES ON THE U.S. MARKET IN THE PERIOD FROM 1990 TO 2015.
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- Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 6, p. 2025, doi. 10.11118/actaun201664062025
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- Publication type:
- Article
Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market.
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- European Financial Management, 2015, v. 21, n. 5, p. 1014, doi. 10.1111/eufm.12050
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- Publication type:
- Article
Herding in a Concentrated Market: a Question of Intent.
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- European Financial Management, 2013, v. 19, n. 3, p. 497, doi. 10.1111/j.1468-036X.2010.00592.x
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- Publication type:
- Article
A note on the condition of no unbounded profit with bounded risk.
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- Finance & Stochastics, 2014, v. 18, n. 2, p. 393, doi. 10.1007/s00780-014-0229-8
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- Publication type:
- Article
Update on U.S. Property Prices in the Fed's Brave New World.
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- Housing Finance International, 2016, v. 30, n. 3, p. 9
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- Publication type:
- Article
Can banks resist the real estate temptation?
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- Housing Finance International, 2014, v. 29, n. 2, p. 12
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- Publication type:
- Article
Housing "wealth" and illusion.
- Published in:
- 2013
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- Publication type:
- Opinion
PORTFOLIO SELECTION USING NEW FACTORS BASED ON FIRM CHARACTERISTICS.
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- Journal of Economic Development, 2018, v. 43, n. 1, p. 77, doi. 10.35866/caujed.2018.43.1.004
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- Publication type:
- Article
Portfolio optimization for pension plans under hybrid stochastic and local volatility.
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- Applications of Mathematics, 2015, v. 60, n. 2, p. 197, doi. 10.1007/s10492-015-0091-9
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- Publication type:
- Article
Higher Moments in Portfolio Construction.
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- Proceedings of the Northeast Business & Economics Association, 2013, p. 159
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- Publication type:
- Article
CONTINUOUS-TIME SKEWED MULTIFRACTAL PROCESSES AS A MODEL FOR FINANCIAL RETURNS.
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- Journal of Applied Probability, 2012, v. 49, n. 2, p. 482, doi. 10.1239/jap/1339878800
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- Publication type:
- Article
An Empirical Test of Pricing Kernel Monotonicity.
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- Journal of Applied Econometrics, 2016, v. 31, n. 2, p. 338, doi. 10.1002/jae.2422
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- Publication type:
- Article
The Determinants of Future Bank Stock Returns in Eight Asian Countries.
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- Journal of East Asian Economic Integration (JEAI), 2014, v. 18, n. 3, p. 253, doi. 10.11644/KIEP.JEAI.2014.18.3.282
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- Publication type:
- Article
Significance of Volatility in Option Pricing.
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- Ovidius University Annals, Series Economic Sciences, 2013, v. 13, n. 1, p. 1440
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- Publication type:
- Article
FINANCIAL VOLATILITY MEASUREMENT USING FRACTAL DIMENSION.
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- Journal of Information Systems & Operations Management, 2015, v. 9, n. 1, p. 1
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- Publication type:
- Article
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY.
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- Mathematical Models & Methods in Applied Sciences, 2013, v. 23, n. 9, p. 1603, doi. 10.1142/S0218202513500176
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- Publication type:
- Article
LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 1, p. -1, doi. 10.1142/S0219024917500017
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- Publication type:
- Article
A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 2, p. -1, doi. 10.1142/S0219024916500126
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- Publication type:
- Article
VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 1, p. 1, doi. 10.1142/S0219024914500022
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- Publication type:
- Article
New evidence on the effect of belief heterogeneity on stock returns.
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- Review of Quantitative Finance & Accounting, 2017, v. 48, n. 2, p. 289, doi. 10.1007/s11156-016-0551-7
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- Publication type:
- Article
Why managers with low forecast precision select high disclosure intensity: an equilibrium analysis.
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- Review of Quantitative Finance & Accounting, 2014, v. 43, n. 1, p. 121, doi. 10.1007/s11156-013-0367-7
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- Publication type:
- Article
The evolution of capital asset pricing models.
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- Review of Quantitative Finance & Accounting, 2014, v. 42, n. 3, p. 415, doi. 10.1007/s11156-013-0348-x
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- Publication type:
- Article
Nominal interest rates and stationarity.
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- Review of Quantitative Finance & Accounting, 2013, v. 40, n. 4, p. 741, doi. 10.1007/s11156-012-0296-x
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- Publication type:
- Article
A comparison of two no-arbitrage conditions.
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- Frontiers of Mathematics in China, 2014, v. 9, n. 4, p. 929, doi. 10.1007/s11464-014-0406-2
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- Publication type:
- Article
Impact of bankruptcy through asset portfolios.
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- European Physical Journal: Special Topics, 2016, v. 225, n. 6/7, p. 1311, doi. 10.1140/epjst/e2016-02674-y
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- Publication type:
- Article
Petronas sells 10% of Canada LNG project.
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- TCE: The Chemical Engineer, 2014, n. 874, p. 8
- Publication type:
- Article