Search Results - subject:"mimicking"

An information-theoretic asset pricing model

Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - 2025

Persistent link: https://www.econbiz.de/10015339156

Ishida, Junichiro; Suen, Wing-chuen - 2024

observe any news to mimic high types by quitting strategically. In equilibrium, there is a mimicking phase of time when low …

Persistent link: https://www.econbiz.de/10015209998

Signaling vision : knowing when to quit

Ishida, Junichiro; Suen, Wing-chuen - 2024

observe any news to mimic high types by quitting strategically. In equilibrium, there is a mimicking phase of time when low …

Persistent link: https://www.econbiz.de/10015195156

Faking Brownian motion with continuous Markov martingales

Beiglböck, Mathias; Lowther, George; Pammer, Gudmund; … - In: Finance and stochastics 28 (2024) 1, pp. 259-284

Persistent link: https://www.econbiz.de/10014447742

Neither market nor hierarchy : coordination costs in the allocation of track capacity in the Swedish railway network

Alexandersson, Gunnar; Andersson, Matts; Bondemark, Anders - In: Annals of public and cooperative economics 94 (2023) 1, pp. 221-239

Persistent link: https://www.econbiz.de/10014279884

Efficient mimicking portfolios in asset pricing tests

Kim, Jinyong; Kim, Kun Ho; Lee, Jeong Hwan - In: The Korean economic review 37 (2021) 2, pp. 399-417

Persistent link: https://www.econbiz.de/10013426591

The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness

Fernandes, Marcelo; Ferreira Vieira Filho, Jose Gil - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 2, pp. 303-326

Persistent link: https://www.econbiz.de/10012211815

Do peer firms impact corporate investment policies?

Anwar, Muhammad Mudassar; Akhtar, Muhammad Ramazan - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 12 (2018) 1, pp. 363-378

Peer effect is attractive as firms try to mimic financial decisions taken by one another. The current study explores the impact of peers' investment decisions on corporate firm's investment decisions. To capture this essence, the study utilized firm-specific characteristics as well as peer...

Persistent link: https://www.econbiz.de/10011938607

Do peer firms impact corporate investment policies?

Anwar, Muhammad Mudassar; Akhtar, Muhammad Ramazan - In: Pakistan journal of commerce and social sciences 12 (2018) 1, pp. 363-378

Persistent link: https://www.econbiz.de/10011934179

Spatial interdependence in property taxation : the case of Polish municipalities

Małkowska, Agnieszka; Telega, Agnieszka; Głuszak, Michał - In: Equilibrium : quarterly journal of economics and … 13 (2018) 2, pp. 265-283

Persistent link: https://www.econbiz.de/10012231763