Keyword: investment

Found 1239 papers in total
Yield volatility of discount coupon bonds
Yield volatility of discount coupon bonds
1988,
In this research, the yield volatility of coupon‐taxable discount bonds is...
Testing the predictive power of ex-post efficient portfolios
Testing the predictive power of ex-post efficient portfolios
1988,
Tested here is the hypothesis that portfolios selected from among ex‐post...
Some empirical evidence on the use of financial leases
Some empirical evidence on the use of financial leases
1988,
In this paper, the impact of certain firm‐specific factors on the level of...
An analysis of shareholder reaction to dividend cuts and omissions
An analysis of shareholder reaction to dividend cuts and omissions
1988,
In this paper the proposition is tested that stock market reaction to a dividend...
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
1988,
Although managers frequently release earnings forecasts, little is known about how...
The shareholder wealth effects of corporate greenmail
The shareholder wealth effects of corporate greenmail
1988,
In this study, the abnormal return dynamics of firms undertaking premium targeted...
Firm size and dividend announcements
Firm size and dividend announcements
1988,
This study documents an association between firm size and abnormal returns from the...
The seasonality in convertible bond markets: a stock effect or bond effect?
The seasonality in convertible bond markets: a stock effect or bond effect?
1988,
There is a strong January effect in convertible bond returns that has been partially...
The market response to insider sales of restricted stock versus unrestricted stock
The market response to insider sales of restricted stock versus unrestricted stock
2014,
Insiders holding both restricted and unrestricted stock must decide which type of...
The monetary environment and long-run reversals in stock returns
The monetary environment and long-run reversals in stock returns
2014,
Previous research attributes long‐run reversals to investor overreaction or...
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
2014,
Using a two‐state Markov regime‐switching intertemporal capital asset...
Cash hoards and changes in investors' outlook
Cash hoards and changes in investors' outlook
2014,
Declining markets reflect declines in investors' outlook for firm prospects,...
Speculative trading in reits
Speculative trading in reits
2014,
The recent extremes in the real estate economic cycle have created an ideal setting to...
Investment banks in dual roles: acquirer m&a advisors as underwriters
Investment banks in dual roles: acquirer m&a advisors as underwriters
2014,
We analyze the dual role of investment banks that provide advice to acquiring firms...
Frictions and the contribution of inventory to shareholder wealth
Frictions and the contribution of inventory to shareholder wealth
2014,
Shareholder wealth effects associated with inventory are examined. Initial results...
Does reputation contribute to institutional herding?
Does reputation contribute to institutional herding?
2014,
We examine the reputational herding hypothesis and provide evidence that institutional...
Cultural distance and bond pricing: evidence in the yankee and rule 144a bond markets
Cultural distance and bond pricing: evidence in the yankee and rule 144a bond markets
2014,
In this article we examine the impact of cultural distance on the pricing of corporate...
Affiliated agents, boards of directors, and mutual fund securities lending returns
Affiliated agents, boards of directors, and mutual fund securities lending returns
2014,
Using a manually collected U.S. index mutual fund sample, we find that funds with...
What does βSMB > 0 really mean?
What does βSMB > 0 really mean?
2014,
A positive SMB coefficient in a Fama–French regression is often interpreted as...
The choice between callable and noncallable bonds
The choice between callable and noncallable bonds
2014,
We examine the choice and the offer spreads between callable and noncallable bonds. We...
International stock market comovement and news
International stock market comovement and news
2014,
We explore how news comovement drives a portion of stock return comovement using the...
Intermediation in the market for equity research
Intermediation in the market for equity research
2014,
We study a unique setting in Singapore where an intermediary assigns firms willing to...
Financial performance evaluation of present petrochemical companies in stock exchange by data envelopment analysis
Financial performance evaluation of present petrochemical companies in stock exchange by data envelopment analysis
2015,
Evaluating companies' performance and comparing them have enjoyed stakeholders'...
Biased Beliefs, Asset Prices, and Investment: A Structural Approach
Biased Beliefs, Asset Prices, and Investment: A Structural Approach
2014,
We structurally estimate a model in which agents’ information processing biases...
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