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Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
This study introduces novel concepts in the analysis of limit order books (LOBs) with a focus on unveiling strategic insights into spread prediction and understanding the global mid-price (GMP) phenomenon.
The Financial Market of Environmental Indices
This paper introduces the concept of a global financial market for environmental indices, addressing sustainability concerns and aiming to attract institutional investors.
Exploring Dynamic Asset Pricing within Bachelier Market Model
This paper delves into the dynamics of asset pricing within Bachelier market model, elucidating the representation of risky asset price dynamics and the definition of riskless assets.
Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
In this paper, we mainly study the impact of the implied certainty equivalent rate on investment in financial markets.
The Implied Views of Bond Traders on the Spot Equity Market
This paper introduces a pricing algorithm for this bond and presents a formula that can be used to ascertain its real value.
Bachelier's Market Model for ESG Asset Pricing
Environmental, Social, and Governance (ESG) finance is a cornerstone of modern finance and investment, as it changes the classical return-risk view of investment by incorporating an additional dimension of investment performance: the ESG score of the investment.
The Financial Market of Indices of Socioeconomic Wellbeing
The financial industry should be involved in mitigating the risk of downturns in the financial wellbeing indices around the world by implementing well-developed financial tools such as insurance instruments on the underlying wellbeing indices.
Global Index on Financial Losses due to Crime in the United States
Despite the potential importance of crime rates in investments, there are no indices dedicated to evaluating the financial impact of crime in the United States.
Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as anomalies the theory of rational finance cannot explain: Predictability of asset returns, The Equity Premium, (The Volatility Puzzle.
Option Pricing with Greed and Fear Factor: The Rational Finance Approach
We explain the main concepts of Prospect Theory and Cumulative Prospect Theory within the framework of rational dynamic asset pricing theory.
