Search Results - subject:"pricing error"

Can accounting value relevance and pricing error influence stock price of high-technology service enterprises?

Sukmadilaga, Citra; Santoso, Jose Christian; Ghani, … - In: Economies : open access journal 11 (2023) 2, pp. 1-14

determines the existence of pricing error (if any) between the intrinsic value and the market value of the stock price due to the … average, the pricing error of high-technology services enterprises is considered moderate, with some countries exhibiting …

Persistent link: https://www.econbiz.de/10014230645

Can accounting value relevance and pricing error influence stock price of high-technology service enterprises?

Sukmadilaga, Citra; Santoso, Jose Christian; Ghani, … - In: Economies 11 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10015469508

A cross-sectional asset pricing test of model validity

Kolari, James W.; Huang, Jianhua Z.; Liu, Wei; Liao, Huiling - In: Applied economics 57 (2025) 49, pp. 8194-8209

Persistent link: https://www.econbiz.de/10015473158

The effect of mean-reverting processes in the pricing of options in the energy market: An arithmetic approach

Schmeck, Maren Diane; Schwerin, Stefan - In: Risks 9 (2021) 5, pp. 1-19

In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap. Our model allows for seasonal effects, spikes, and negative values of the price of electricity. We show that for sufficiently large...

Persistent link: https://www.econbiz.de/10013200768