Abstract : This work addresses the impact of imperfections, such as information asymmetry and market sentiment, on the performance of option pricing models. More precisely, this work compares the option pricing model of Black and Scholes and the same model in the presence of imperfections. This st...
Here are the top 20 papers inThe Social Science Research Network(SSRN) using or citing NamSor name classification software. SSRN is a high impact journal : the 2021impact factorofSSRNElectronic Journal is 1, making it among the top 14% journals. Some papers used NamSor to infer the gender ...
G Mariassunta,S Andrei - 《Ssrn Electronic Journal》 被引量: 122发表: 2011年 It's All in Marshall: The Impact of External Economies on Regional Dynamics Marshall's student Pigou noted: Its all in Marshall. From a static point of view, this seems rather bold in a constantly changing world...
in Europe relative to the US. Our results suggest that institutional investor flows contain information about anticipated fundamentals related to climate change developments. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3448637&dgcid=ejournal_htmlemail_harvard:business:school:accounting:management:...
Keywords : Journal, Financial, Economics, citations, impact, submissions, peer review Abstract :自《金融经济学杂志》(Journal of Financial Economics,JFE)开始发表论文以来,学术金融已经发展壮大。本文使用了由3152位不同作者于1974-2019年在JFE上发表的2858篇论文的详细数据。在社会科学引文索引中,这些论文已经从...
Tyrone M. Carlin,Nigel Finch,Guy Ford - 《Ssrn Electronic Journal》 被引量: 1发表: 2006年 Discount Rates in Disarray: Evidence on Flawed Goodwill Impairment Testing Discount rate selection represents a centrally material factor impacting valuation models. Given the strong reliance on discounted cash...
M Bassindale ; Brucks, G M Armstrong, M E Goldberg Children's Uses Of Cognitive Defenses Against Television Advertising: A Cognitive Response Approach Journal of Consumer Research, volume 14, issue 4, p. 471 - 482 Posted: 1988Load moreDo...
出处:Journal of Financial Market Infrastructures, Vol. 9, No. 1, 2021 [6] Real(istic) Time-Varying Probability of Consumption Disasters 消费灾害的真实时变概率 出处:- [7] Gradient boosting for quantitative finance 数量金融的梯度推进 出处:Journal of Computational Finance, Vol. 24, No. 4, 2020...
Machine Learning has been used in the financial services industry for over 40 years, yet it is only in recent years that it has become more pervasive across investment management and trading. Machine learning provides a more general framework for financial modeling than its linear parametric predeces...
Journal Articles & Reports 1993-Present 2015 & 2016: Princeton Quant Trading Conference, Invited Research Presentations Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG. AACSB & Scientific Studies Research Impact among Finance & IT Nobel Laureates, Reviewed & Referenced in Top Busines...