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Proposed gearbox housing changes reduce lubricant loss
Research proposes design improvements for electric locomotive gearbox housings to enhance structural durability, reduce lubricant losses, and extend operational mileage without equipment replacement.
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Geopolitical risk affects stock markets differently by regime
Study reveals geopolitical risk impacts stock returns asymmetrically: negatively in bullish markets, positively in downturns. Emerging markets may hedge geopolitical shocks.
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Higher carbon-risk firms saw stock prices rise after EPA ruling
Supreme Court ruling limiting EPA power increased stock prices of carbon-intensive firms, with effects moderated by state climate policies and institutional investor pressure.
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Forest carbon stock changes China’s forestry productivity estimates
Analyze China's forestry productivity 2000-2020 using green total factor productivity measures integrating ecological and market efficiency while incorporating forest carbon stock.
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STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading
STORM combines dual vector quantized autoencoders to extract temporal and spatial stock features, creating diverse factor embeddings for improved asset pricing and portfolio management.
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Geopolitical risk is linked to lower stock returns in Vietnam
Study analyzes geopolitical risk's negative impact on stock returns in Vietnam's emerging market, finding that firms sensitive to political uncertainty demand higher expected returns.
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JIT adoption faces barriers in Jember coffee shops
Study examines barriers to just-in-time inventory adoption among small coffee businesses in East Java, identifying supplier reliability, material costs, and quality control as key obstacles.
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Stock splits and reverse splits had opposite return effects in Indonesia
Event study analysis shows stock splits boost returns on Indonesian exchanges while reverse splits trigger negative reactions, reflecting divergent investor signals in emerging markets.
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Market-capitalization regret variables predict future stock returns
Study reveals market capitalization as a key psychological reference point for investor regret, with stronger predictive power for stock returns than traditional return-based regret measures in.
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Optimal portfolio proportions were computed for Nifty 50 stocks
Empirical study constructing optimal portfolios using Sharpe's Single Index Model on NIFTY 50 stocks, analyzing risk-return characteristics and optimal investment allocations.