Search Results - subject:"rational pricing"

Fresh look or false advertising : modeling of investor attention based on corporate name changes

Feng, Qingchen; Tao, Qizhi; Sun, Yicheng; Susai, Masayuki - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457287

Consistent valuation across curves using pricing kernels

Macrina, Andrea; Mahomed, Obeid - In: Risks 6 (2018) 1, pp. 1-39

and rational pricing kernel models are recovered, reviewed and generalised and single-curve models extended. In another …

Persistent link: https://www.econbiz.de/10011996576

Consistent valuation across curves using pricing kernels

Macrina, Andrea; Mahomed, Obeid - In: Risks : open access journal 6 (2018) 1, pp. 1-39

and rational pricing kernel models are recovered, reviewed and generalised and single-curve models extended. In another …

Persistent link: https://www.econbiz.de/10011811563

Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy : the case of Spain

Forner, Carlos; Vázquez Veira, Pablo J. - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10012176412

Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market

Pena, Francisco J. De; Forner, Carlos; López-Espinosa, … - In: Czech Journal of Economics and Finance (Finance a uver) 60 (2010) 5, pp. 426-446

study is to contribute to the understanding of this issue by analyzing a rational pricing explanation of this model in the … rational pricing explanation in non-U.S. markets. Following the Fama and French (1995) approach we analyze whether there are …

Persistent link: https://www.econbiz.de/10008800443

Coarse Thinking and Pricing a Financial Option

Siddiqi, Hammad - Volkswirtschaftliche Fakultät, … - 2009

Mullainathan et al [Quarterly Journal of Economics, May 2008] present a formalization of the concept of coarse thinking in the context of a model of persuasion. The essential idea behind coarse thinking is that people put situations into categories and the values assigned to attributes in a...

Persistent link: https://www.econbiz.de/10008541492

¿Puede un factor réplica del crecimiento económico futuro (PIB) explicar los rendimientos de los/News Related to Future Gross Domestic Product (GDP) Growth Factor on Asset Pricing on the Spanish Stock Market?

GRAU-GRAU, ALFREDO JUAN - In: Estudios de Economía Aplicada 32 (2014) Mayo, pp. 705-736

El objetivo de este trabajo es analizar si un factor con capacidad predictiva sobre el crecimiento económico futuro, captura los rendimientos de los activos cotizados en la bolsa española. A su vez, se analiza la posible interpretación racional económica de los factores de Fama y French y...

Persistent link: https://www.econbiz.de/10010764854

Rational asset pricing bubbles and debt constraints

Werner, Jan - In: Journal of Mathematical Economics 53 (2014) C, pp. 145-152

Rational price bubble arises when the price of an asset exceeds the asset’s fundamental value, that is, the present value of future dividend payments. The important result of Santos and Woodford (1997) says that price bubbles cannot exist in equilibrium in the standard dynamic asset pricing...

Persistent link: https://www.econbiz.de/10011065471

Rational asset pricing bubbles and debt constraints

Werner, Jan - In: Journal of mathematical economics 53 (2014), pp. 145-152

Persistent link: https://www.econbiz.de/10011297127

An Empirical Study on Issues in taiwanese Employee Reward Plans

Lin, Wen-Hsiang; Ko, Po-Sheng; Chien, Hsueh Fang; Lee, … - In: Review of Pacific Basin Financial Markets and Policies … 13 (2010) 01, pp. 45-69

shareholder's value. Second, this research uses the Mishkin test (1983) to analyze whether the investors have rational pricing to …

Persistent link: https://www.econbiz.de/10008472625