نتایج جستجو برای: keywords mispricing
تعداد نتایج: 1978296 فیلتر نتایج به سال:
Introduction . Keywords, reflecting the main content of article, play an extremely important role in search for scientific papers databases. Together with title and abstract, keywords provide primary information about study. Selecting extracting effective is a time-consuming process, so its optimization requires further studying. Purpose. The article aimed at acquainting authors journal methods...
Acta Academica is an accredited, open access South African journal dedicated to scholarship in the humanities. The publishes independently refereed research articles It promotes perspectives of critical social theory and engagements with postcolonial post-developmental debates special references (Southern) Africa. thereby support scholarly work that examines how humanities twenty-first century ...
The Centers for Medicare and Medicaid Services (CMS) implemented hierarchical condition category (HCC) models in 2004 to adjust payments to Medicare Advantage (MA) plans to reflect enrollees' expected health care costs. We use Verisk Health's diagnostic cost group (DxCG) Medicare models, refined "descendants" of the same HCC framework with 189 comprehensive clinical categories available to CMS ...
In the asset pricing literature, time-variation in market expected excess return tracked by financial ratios like dividend yield is typically attributed either to changing risk, related to the business cycle, or irrational mispricing. Extending the work on asset allocation and dividend yield by Kandel and Stambaugh (1996) to accommodate variation in risk as well as expected return, we develop B...
This paper examines the convexity bias introduced by pricing interest rate swaps off the Eurocurrency futures curve and the market's adjustment of this bias in prices over time. The convexity bias arises because of the difference between a futures contract and a forward contract on interest rates, since the payoff to the latter is non-linear in interest rates. Using daily data from 1987-1996, t...
Shleifer and Vishny (1997) argue that arbitrage can be both costly and risky. As a result, arbitrageurs will not exploit arbitrage opportunities if the costs and risk of arbitrage exceed its benefits, thereby allowing mispricing to survive for long periods of time. Frankel and Lee (1998) document that the fundamental value-to-price (Vf/P) ratio predicts future abnormal returns for up to three y...
Many cities in the Global South are structurally different from Northern, particularly American, on which much of urban sociology’s conceptual apparatus has been based. Thus, depicting them terms a standard vocabulary risks imposing an inappropriate way seeing. We need that is able to accommodate their experience. This special issue contributes work building vocabulary. select five keywords soc...
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