Article history: Accepted 20 November 2013 Available online xxxx JEL classification: G12 G14

Article history: Accepted 25 February 2013 JEL classification: G12 G14 E43

Abstract A total of 24 oat genotypes were evaluated across 9 environments using a randomized complete block design with 3 replications. The combined analysis variance indicated that grain yield was significantly affected by genotype, environment, and genotype environment interaction (GEI). environment's main effect explained 44.62% the variation, whereas GEI captured 28.84% 26.54%, respectively...

Abstract Many financial instruments are designed with embedded leverage, such as options and leveraged exchange-traded funds (ETFs). Embedded leverage alleviates investors’ constraints, and, therefore, we hypothesize that lowers required returns. Consistent this hypothesis, find empirically ETFs provide significant amounts of leverage; increases return volatility in proportion to the higher is ...

A total of 12 diverse tomato genotypes as parents and their 32 hybrids, obtained through Line × tester mating fashion, were evaluated to observe the consequence different genetic parameters on yield contributing traits. The experiment was conducted during two consecutive years 2016-2017 2017-2018 winter seasons in a Randomized Complete Block Design (RCBD) with three replications. analysis varia...

We review the literature on return and cash flow growth predictability form the perspective of the present-value identity. We focus predominantly on recent work. Our emphasis is on U.S. aggregate stock return predictability, but we also discuss evidence from other asset classes and countries. JEL classification: G10, G12, G14, G35.

It is shown that the absence of call spread, butterfly spread and calendar spread arbitrages is sufficient to exclude all static arbitrages from a set of option price quotes across strikes and maturities on a single underlier.  2005 Elsevier Inc. All rights reserved. JEL classification: G10; G12; G13; G14

Our experiments investigate the extent to which traders learn from price, differentiating between situations where orders are submitted before versus after price has realized. In simultaneous markets with bids that conditional on neglect information conveyed by hypothetical value of price. sequential is known prior bid submission, react an roughly consistent benchmark theory. The difference’s r...

Abstract We illustrate the role of left tail dependence—left mean (LTM)—in equity risk premium (ERP) predictability. LTM measures average pairwise dependency among major sectors incorporating shocks imperceptible at aggregate level. LTM, as well variance premium, significantly predicts ERP in and out sample, which is not case with commonly used predictors. find this predictability result procyc...