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This paper provides a comprehensive bibliometric analysis of the existing literature concerning the broader asset pricing literature, with a particular focus on the topics of market integration, financial contagion, ri...

Human rights and fundamental freedoms such as economic, political, and press freedoms vary widely from country to country. It creates opportunity and risk in investment decisions. Thus, this study is carried out to exami...

In this article, we examine the role of financial assets as a key instrument for improving enterprise management efficiency, with a particular focus on marketing activities under the conditions of globalization, digital ...

This research examines the determinants of agricultural land prices in the Mendoza River Basin, with emphasis on the marginal contribution of irrigation water as a strategic resource in an arid context. An original geore...

In the context of the rapid evolution of digital finance, artificial intelligence (AI) models are deeply integrated into critical business processes such as risk assessment, asset pricing, and anti-fraud. The resultant l...

Abstract The rapid development of China’s financial markets, particularly the expansion of the ETF ecosystem, has made dynamic sector rotation strategies increasingly feasible and cost-effective for investors. At the s...

The article examines the role of statistical accounting and classification of water resources in ensuring sustainable development, environmental balance, and economic security. Water is not only a fundamental component o...

One of the problems which has plagued those attempting to predict the behavior of capital markets is the absence of a body of positive microeconomic theory dealing with conditions of risk. Although many useful insights c...

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the residuals may be correlated across firms and across time, and OLS standard errors can ...

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"Este trabajo compara y testea la efectividad de dos modelos de asset-pricing: Capital Asset Pricing Model (CAPM) y el modelo de tres factores de Fama y French. La efectividad de los mismos se centra en la medición del ...

This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timi...

I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I in...

Materias / palabras clave: asset pricing, derivative pricing and hedging, disruptive financial models, extreme risks and insurance, high frequency and algorithmic trading, taxation; Law: Law in general. Comparative and uniform law. Jurisprudence: ...

Materias / palabras clave: econometric methodology, finance applications, asset pricing, financial predictablility, economics, data science; Science: Mathematics: Instruments and machines: Electronic computers. Computer science; Social Sciences: F...