Zobrazeno 1 - 10
of 34
pro vyhledávání: '"David Weinbaum"'
Publikováno v:
In Procedia Computer Science 2016 88:15-20
Publikováno v:
Management Science.
We examine which categories of option trading volume carry information about future stock prices around corporate news announcements. We predict and find that purchases of options are informative on news days and ahead of unscheduled events but not b
Publikováno v:
Contemporary Accounting Research. 34:1812-1842
In December 2006 the SEC issued new rules requiring enhanced disclosure by public U.S. firms of perquisites granted to their executives. The rules applied to perquisites granted in fiscal year 2006 and thereafter. Because the rules were implemented q
Autor:
Viktoras Veitas, David Weinbaum
Publikováno v:
Technological Forecasting and Social Change. 114:16-26
The current social reality is characterized by all-encompassing change, which disrupts existing social structures at all levels. Yet the prevailing view of society is based on the ontological primacy of stable hierarchical structures, which is no lon
Publikováno v:
SSRN Electronic Journal.
Autor:
Viktoras Veitas, David Weinbaum
Publikováno v:
Journal of Experimental & Theoretical Artificial Intelligence. 29:371-396
Artificial General Intelligence is a field of research aiming to distill the principles of intelligence that operate independently of a specific problem domain or a predefined context and utilize these principles in order to synthesize systems capabl
Publikováno v:
Information; Volume 9; Issue 5; Pages: 113
We propose a venture into an existential opportunity for establishing a world ‘good enough’ for humans to live in. Defining an existential opportunity as the converse of an existential risk—that is, a development that promises to dramatically i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a89ad98df65fe3b7a4bc5fdc236ba61
https://hdl.handle.net/20.500.14017/ff6d6b93-e43f-4521-9c2c-5b2d9af3f4fd
https://hdl.handle.net/20.500.14017/ff6d6b93-e43f-4521-9c2c-5b2d9af3f4fd
Publikováno v:
The Journal of Finance. 70:577-614
We examine the pricing of both aggregate jump and volatility risk in the cross-section of stock returns by constructing investable option trading strategies that load on one factor but are orthogonal to the other. Both aggregate jump and volatility r
Autor:
D. Craig Nichols, David Weinbaum
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Motivated by the residual income valuation model of Ohlson (1995), we introduce a new approach to forecasting market returns that combines the cross-section of dividends, earnings, and book values to explain current stock prices and extract aggregate