Similar Search Results

Cooperative Game with Nondeterministic Returns

Yang, Jian - 2020

We study a non-traditional cooperative game where returns from coalitions are nondeterministic. The long-standing concept of core can be generalized to reflect players' contentment with their allocations. It is now imperative to formalize the restrictions, such as those pertaining to...

Persistent link: https://www.econbiz.de/10012847133

Oil sensitivity and systematic risk in oil-sensitive stock indices

Hammoudeh, Shawkat; Li, Huimin - In: Journal of economics & business 57 (2005) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10002540823

Abnormal returns, risk, and financial statement data : the case of the Iraqi invasion of Kuwait

Bradford, Bruce M. - In: Journal of economics & business 49 (1997) 2, pp. 193-204

Persistent link: https://www.econbiz.de/10001218315

Risk and Return in Transportation and Other US and Global Industries

Markoulis, Stelios - 2014

transportation and a number of non-transportation companies, with particular attention paid to water transportation. The market risk … water transportation, air transportation, trucks, rail transportation, electricity, gas, petroleum refining and real estate … production, term structure of interest rates, oil prices, consumption and inflation. Returns of each industry seem to be …

Persistent link: https://www.econbiz.de/10013070927

Long-run productivity risk : a new hope for production-based asset pricing?

Croce, Mariano M. - In: Journal of monetary economics 66 (2014), pp. 13-31

Persistent link: https://www.econbiz.de/10010482383

Inflexibility and Stock Returns

Gu, Lifeng - 2019

Investment-based asset pricing research highlights the role of irreversibility as a determinant of firms' risk and expected return. In a neoclassical model of a firm with costly scale adjustment options, we show that the effect of scale flexibility (i.e., contraction and expansion options) is to...

Persistent link: https://www.econbiz.de/10012901117