Matches in SemOpenAlex for { <https://semopenalex.org/work/W2122474810> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2122474810 endingPage "464" @default.
- W2122474810 startingPage "454" @default.
- W2122474810 abstract "Abstract This study focuses on the time‐series predictability of agricultural returns and evaluates the ability of conditional asset pricing models to capture such predictability. The models all have time‐varying conditional risk premia and constant betas, as opposed to the unconditional specifications in prior studies. Results indicate significant time‐varying predictability in agricultural asset returns. An Arbitrage Pricing model with prespecified economic factors, including a market portfolio, shows some ability to explain the predictability. The greater flexibility and information in conditional asset pricing models make them more suitable than unconditional models for many problems in agricultural finance." @default.
- W2122474810 created "2016-06-24" @default.
- W2122474810 creator A5079488405 @default.
- W2122474810 date "1994-08-01" @default.
- W2122474810 modified "2023-09-27" @default.
- W2122474810 title "Asset Pricing Theory and the Predictable Variation in Agricultural Asset Returns" @default.
- W2122474810 cites W1544508421 @default.
- W2122474810 cites W1580611202 @default.
- W2122474810 cites W1980112438 @default.
- W2122474810 cites W2006808353 @default.
- W2122474810 cites W2010681793 @default.
- W2122474810 cites W2013410489 @default.
- W2122474810 cites W2015800048 @default.
- W2122474810 cites W2016020822 @default.
- W2122474810 cites W2029056003 @default.
- W2122474810 cites W2080422257 @default.
- W2122474810 cites W2117178635 @default.
- W2122474810 cites W2125820496 @default.
- W2122474810 cites W2128475248 @default.
- W2122474810 cites W2134807435 @default.
- W2122474810 cites W2142152317 @default.
- W2122474810 cites W2156722867 @default.
- W2122474810 cites W3122718005 @default.
- W2122474810 cites W3125396854 @default.
- W2122474810 cites W3125770834 @default.
- W2122474810 cites W3126069557 @default.
- W2122474810 doi "https://doi.org/10.2307/1243657" @default.
- W2122474810 hasPublicationYear "1994" @default.
- W2122474810 type Work @default.
- W2122474810 sameAs 2122474810 @default.
- W2122474810 citedByCount "7" @default.
- W2122474810 countsByYear W21224748102014 @default.
- W2122474810 countsByYear W21224748102022 @default.
- W2122474810 crossrefType "journal-article" @default.
- W2122474810 hasAuthorship W2122474810A5079488405 @default.
- W2122474810 hasConcept C105795698 @default.
- W2122474810 hasConcept C106159729 @default.
- W2122474810 hasConcept C142450864 @default.
- W2122474810 hasConcept C149782125 @default.
- W2122474810 hasConcept C151541453 @default.
- W2122474810 hasConcept C162324750 @default.
- W2122474810 hasConcept C167626555 @default.
- W2122474810 hasConcept C169029255 @default.
- W2122474810 hasConcept C181236170 @default.
- W2122474810 hasConcept C185632549 @default.
- W2122474810 hasConcept C197640229 @default.
- W2122474810 hasConcept C2780821815 @default.
- W2122474810 hasConcept C33923547 @default.
- W2122474810 hasConcept C38652104 @default.
- W2122474810 hasConcept C41008148 @default.
- W2122474810 hasConcept C76178495 @default.
- W2122474810 hasConceptScore W2122474810C105795698 @default.
- W2122474810 hasConceptScore W2122474810C106159729 @default.
- W2122474810 hasConceptScore W2122474810C142450864 @default.
- W2122474810 hasConceptScore W2122474810C149782125 @default.
- W2122474810 hasConceptScore W2122474810C151541453 @default.
- W2122474810 hasConceptScore W2122474810C162324750 @default.
- W2122474810 hasConceptScore W2122474810C167626555 @default.
- W2122474810 hasConceptScore W2122474810C169029255 @default.
- W2122474810 hasConceptScore W2122474810C181236170 @default.
- W2122474810 hasConceptScore W2122474810C185632549 @default.
- W2122474810 hasConceptScore W2122474810C197640229 @default.
- W2122474810 hasConceptScore W2122474810C2780821815 @default.
- W2122474810 hasConceptScore W2122474810C33923547 @default.
- W2122474810 hasConceptScore W2122474810C38652104 @default.
- W2122474810 hasConceptScore W2122474810C41008148 @default.
- W2122474810 hasConceptScore W2122474810C76178495 @default.
- W2122474810 hasIssue "3" @default.
- W2122474810 hasLocation W21224748101 @default.
- W2122474810 hasOpenAccess W2122474810 @default.
- W2122474810 hasPrimaryLocation W21224748101 @default.
- W2122474810 hasRelatedWork W2111407110 @default.
- W2122474810 hasRelatedWork W2122426588 @default.
- W2122474810 hasRelatedWork W2122474810 @default.
- W2122474810 hasRelatedWork W2179847242 @default.
- W2122474810 hasRelatedWork W2184434593 @default.
- W2122474810 hasRelatedWork W3003316627 @default.
- W2122474810 hasRelatedWork W3124439705 @default.
- W2122474810 hasRelatedWork W3127468102 @default.
- W2122474810 hasRelatedWork W3135485405 @default.
- W2122474810 hasRelatedWork W62613688 @default.
- W2122474810 hasVolume "76" @default.
- W2122474810 isParatext "false" @default.
- W2122474810 isRetracted "false" @default.
- W2122474810 magId "2122474810" @default.
- W2122474810 workType "article" @default.