Keyword: investment

Found 1239 papers in total
Restricted voting shares, ownership structure, and the market value of dual-class firms
Restricted voting shares, ownership structure, and the market value of dual-class firms
1989,
In this study, financial implications of differential voting right/multiple ordinary...
The effect of market proxy rebalancing policies on detecting abnormal performance
The effect of market proxy rebalancing policies on detecting abnormal performance
1989,
In this paper, effects on the measured abnormal performance of test portfolios are...
An analysis of the january effect in stocks and interest rates under varying monetary regimes
An analysis of the january effect in stocks and interest rates under varying monetary regimes
1989,
In this paper the meaning of the January effect is clarified. The early literature...
Direct tests of the divergence of opinion hypothesis in the market for racetrack betting
Direct tests of the divergence of opinion hypothesis in the market for racetrack betting
1989,
The ‘divergence of opinion’ hypothesis suggests predictable pricing...
Bootstrapping the number of factors in the arbitrage pricing theory
Bootstrapping the number of factors in the arbitrage pricing theory
1990,
The number of factors in the APT are re‐examined through a new methodology...
The impact of financing sources on multinational projects
The impact of financing sources on multinational projects
1990,
It is shown here that market imperfections, such as corporate taxes, are not a...
Pricing CRB futures contracts
Pricing CRB futures contracts
1990,
This study provides a valuation model to price Commodity Research Bureau Index futures...
The elimination of director liability and stockholder returns: an empirical investigation
The elimination of director liability and stockholder returns: an empirical investigation
1990,
In this paper, the performance of the common stock of Delaware and non‐Delaware...
Volume and R2: a first look
Volume and R2: a first look
1990,
Roll (1988) reports that when days on which public announcements occur are excluded...
The stock return performance of corporations that are partially owned by other corporations
The stock return performance of corporations that are partially owned by other corporations
1990,
A corporation may acquire minority ownership in another corporation and then attempt...
Single-factor duration models: canadian tests
Single-factor duration models: canadian tests
1990,
Single‐factor duration models of bond returns are derived from an underlying...
Interest rate changes and common stock returns of financial institutions: revisited
Interest rate changes and common stock returns of financial institutions: revisited
1990,
In this paper the interest rate sensitivity of common stock returns of financial firms...
Interest rate sensitivity of bank stock returns: specification effects and structural changes
Interest rate sensitivity of bank stock returns: specification effects and structural changes
1990,
In this paper the interest rate sensitivity of bank stock returns under alternative...
The effect of payment delays on stock prices
The effect of payment delays on stock prices
1990,
In this paper stock returns are modeled as a function of payment delays. Three...
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
1990,
In this study common stock, call, and put option returns from 1983 to 1985 are...
Divestiture to unit managers and shareholder wealth
Divestiture to unit managers and shareholder wealth
1990,
The impact on shareholder wealth from selling units to management is examined. The...
On using the black-scholes model to value warrants
On using the black-scholes model to value warrants
1990,
In this paper ad hoc procedures that employ the Black‐Scholes model in the...
Stochastic dominance and truncated sample data
Stochastic dominance and truncated sample data
1990,
The purpose of this paper is to examine whether the chance of making erroneous...
Tax-timing options and the pricing of government bonds
Tax-timing options and the pricing of government bonds
1990,
Internal Revenue Code provisions affect trading strategies for long‐term,...
Regional variation of mortgage yields and simultaneity bias
Regional variation of mortgage yields and simultaneity bias
1990,
This paper has important methodological implications for the literature on regional...
Regularities in tokyo stock exchange security returns: P/E, size, and seasonal influences
Regularities in tokyo stock exchange security returns: P/E, size, and seasonal influences
1990,
Regularities in risk‐adjusted returns for securities listed on the Tokyo Stock...
Stock returns and option prices: an exploratory study
Stock returns and option prices: an exploratory study
1990,
This study is an investigation of estimates of expected stock returns implicit in...
An empirical examination of the existence of a signaling value function for dividends
An empirical examination of the existence of a signaling value function for dividends
1990,
The purpose of this study is to address the reliability of dividend signals. To...
Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market
Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market
1990,
A potential explanation is examined here for the observed...
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