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Spot bitcoin ETFs have been recently approved in the U.S., increasing retail and institutional investors' attention to the crypto space. Still, empirical evidence on whether Bitcoin is an asset that protects investors against inflation is still inconclusive. To contribute to this debate, we...
Persistent link: https://www.econbiz.de/10015213262
-resources. We show that applying this predictive-processing framework to asset pricing gives rise to an alpha in CAPM. Several …
Persistent link: https://www.econbiz.de/10015213288
Despite scarcity being central to economics, the scarcity of brain’s internal resources has largely been ignored. Neuroscience research increasingly points to the brain evolving as a prediction engine in response to this internal-resource scarcity. The brain meets every situation with...
Persistent link: https://www.econbiz.de/10015213373
We consider economic obstacles that limit the reliability and accuracy of value-at-risk (VaR). Investors who manage …
Persistent link: https://www.econbiz.de/10015213403
movement and the private sector’s risk-taking behavior in financial dollarization. We find that a rise in foreign exchange …
Persistent link: https://www.econbiz.de/10015213405
Through an empirical analysis of the impact of fluctuations in the international prices of crude oil, natural gas ‎and wheat on the US stock market performance, the study seeks to show evidence of the investor social ‎network sentiment effects post the Ukraine war declaration on February 24,...
Persistent link: https://www.econbiz.de/10015213458
We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of trade values and volumes as random variables during the averaging interval Δ and describe the dependences of market-based volatilities of price and return on the volatilities...
Persistent link: https://www.econbiz.de/10015213603
We introduce two dimensions of uncertainty, about the upside and the downside of an asset, in a model of asset valuation under asymmetric information. This justifies capital structures with equity and risky debt for information revelation purposes. However, a capital structure with only one...
Persistent link: https://www.econbiz.de/10015213708
This paper argues that strong capital market governance is essential for Bangladesh's economic growth by fostering trust, transparency, and investor confidence. It outlines key elements like clear disclosure, fair market conduct, and investor protection. While Bangladesh has made progress with...
Persistent link: https://www.econbiz.de/10015213731
business models has led to an expansion of the risk taxonomy affecting corporate management. In addition to traditional … financial risks, new risks have emerged, primarily climate risk, environmental, and energy risks, which can significantly impact …
Persistent link: https://www.econbiz.de/10015213734