Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10009731279
Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...
Persistent link: https://www.econbiz.de/10008772580
Persistent link: https://www.econbiz.de/10011991494
Stock pledged loans have become prevalent among large shareholders of listed firms in China. The largest shareholder pledges a greater fraction of her holdings as collateral for credit when the firm is in growth industries, less profitable, not state owned, and has higher leverage. Stock...
Persistent link: https://www.econbiz.de/10014514168
Persistent link: https://www.econbiz.de/10014473514
Stock pledged loans have become prevalent among large shareholders of listed firms in China. The largest shareholder pledges a greater fraction of her holdings as collateral for credit when the firm is in growth industries, less profitable, not state owned, and has higher leverage. Stock...
Persistent link: https://www.econbiz.de/10013242174
Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...
Persistent link: https://www.econbiz.de/10010281538