Keyword: investment

Found 1239 papers in total
Using the CAPM as a general framework for asset pricing analysis
Using the CAPM as a general framework for asset pricing analysis
1990,
In this paper a model of asset pricing is derived that relaxes the restrictive...
State antitakeover legislation and shareholder wealth
State antitakeover legislation and shareholder wealth
1990,
The market reaction to state antitakeover legislation is examined case by case and in...
Units of debt with warrants: evidence of the ‘penalty-free’ issuance of an equity-like security
Units of debt with warrants: evidence of the ‘penalty-free’ issuance of an equity-like security
1990,
While units of debt with warrants are not structured as perfect substitutes for...
Call option valuation for discrete normal mixtures
Call option valuation for discrete normal mixtures
1990,
In this study a mixture call option pricing model is derived to examine the impact of...
The 1982 depository institutions act and security returns in the savings and loan industry
The 1982 depository institutions act and security returns in the savings and loan industry
1990,
This paper provides empirical evidence on the market response to the 1982...
Is the distribution of betas stationary?
Is the distribution of betas stationary?
1990,
The stationarity of the beta distribution for 1926–1985 is rejected for the...
OTC market switching and stock returns: some empirical evidence
OTC market switching and stock returns: some empirical evidence
1990,
In this study the effect on the common stock returns of 278 firms that switched OTC...
Dividends, uncertainty, and underwriting costs under asymmetric information
Dividends, uncertainty, and underwriting costs under asymmetric information
1990,
This paper presents a two‐period model in which dividends act as a signal of...
Hedging performance and hedging objectives: tests of new performance measures in the foreign currency market
Hedging performance and hedging objectives: tests of new performance measures in the foreign currency market
1990,
Two related approaches are introduced for measuring the performance of hedging...
The pricing of futures contracts and the arbitrage pricing theory
The pricing of futures contracts and the arbitrage pricing theory
1990,
When interest rates are stochastic, the cash flows of futures and forward contracts...
Performance evaluation of top 50 companies of Tehran Stock Exchange based on identified indices in 2012
Performance evaluation of top 50 companies of Tehran Stock Exchange based on identified indices in 2012
2016,
One of the main challenging issues for investors in stock market is comparing...
Investment in Shared Suppliers: Effect of Learning, Spillover, and Competition
Investment in Shared Suppliers: Effect of Learning, Spillover, and Competition
2016,
We investigate the optimal strategies for firms to invest in their suppliers when the...
Franchise Contracting: The Effects of The Entrepreneur's Timing Option and Debt Financing
Franchise Contracting: The Effects of The Entrepreneur's Timing Option and Debt Financing
2016,
We solve a sequential‐moves game that involves three players: the franchisor,...
To Divest or not to Divest: A Meta-Analysis of the Antecedents of Corporate Divestitures
To Divest or not to Divest: A Meta-Analysis of the Antecedents of Corporate Divestitures
2016,
Corporate divestitures have been identified as important strategic actions with a...
The mean-absolute deviation portfolio selection problem with interval-valued returns
The mean-absolute deviation portfolio selection problem with interval-valued returns
2011,
In real‐world investments, one may care more about the future earnings than the...
Analytical VaR for international portfolios with common jumps
Analytical VaR for international portfolios with common jumps
2011,
International portfolios which are composed of domestic assets and foreign assets are...
Institutional trading and security prices: the case of changes in the composition of the S&P 500 index
Institutional trading and security prices: the case of changes in the composition of the S&P 500 index
1986,
This paper examines the common stock valuation and liquidity effects of firms being...
Financial futures and immunization
Financial futures and immunization
1986,
This paper investigates the ability of any portfolio that contains both bonds and...
Convertible bond valuation: an empirical test
Convertible bond valuation: an empirical test
1986,
This research applies the options pricing model to the valuation of convertible bonds....
The contribution of inflation uncertainty to the variable impacts of money on stock prices
The contribution of inflation uncertainty to the variable impacts of money on stock prices
1986,
This paper examines the effects of inflation uncertainty on the lag structure between...
Treasury bill futures as a hedging tool: a risk-return approach
Treasury bill futures as a hedging tool: a risk-return approach
1986,
The primary purpose of this study is to measure the hedging performance of Treasury...
Selectivity, market timing, and random beta behavior of mutual funds: a generalized model
Selectivity, market timing, and random beta behavior of mutual funds: a generalized model
1986,
This paper presents a generalized varying parameter model to investigate the...
An empirical test of the commodity option pricing model using ginnie mae call options
An empirical test of the commodity option pricing model using ginnie mae call options
1986,
This paper tests the ability of Black's commodity option pricing model to provide...
Stock repurchases and securityholder returns: a case study of Teledyne
Stock repurchases and securityholder returns: a case study of Teledyne
1986,
This study examines securityholder returns around nine major repurchase announcements...
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