Keyword: investment

Found 1239 papers in total
The influence of offering yield on underwriting spread
The influence of offering yield on underwriting spread
1984,
This paper presents a model that explains variation in underwriting spreads among...
The estimation of mortgage prepayment rates
The estimation of mortgage prepayment rates
1985,
This paper uses a model in which prepayment rates on large pools of mortgages are a...
Bank holding company acquisitions, stockholder returns, and regulatory uncertainty
Bank holding company acquisitions, stockholder returns, and regulatory uncertainty
1985,
This paper examines the returns accruing to the bank holding company (BHC)...
Yield structure of taxable vs. nontaxable bonds
Yield structure of taxable vs. nontaxable bonds
1985,
In his 1976 presidential address to the American Finance Association, Miller shows...
Factors influencing the new york stock exchange specialists' price-setting behavior: an experiment
Factors influencing the new york stock exchange specialists' price-setting behavior: an experiment
1985,
This study uses an experimental approach to analyze variables hypothesized to...
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
1985,
This paper develops a new methodology for evaluating the impact of economic events on...
Changes in capital structure, new equity issues, and scale effects
Changes in capital structure, new equity issues, and scale effects
1985,
This study determines the impact of a new issue of common stock on security holder...
Intraday and overnight returns and day-of-the-week effects
Intraday and overnight returns and day-of-the-week effects
1985,
This paper examines intra‐trading‐day and overnight returns constructed...
A PRICING ANOMALY IN TREASURY BILL FUTURES
A PRICING ANOMALY IN TREASURY BILL FUTURES
1985,
This research applies an entirely new approach to examining the efficiency of futures...
Markowitz allocation‐fixed income securities
Markowitz allocation‐fixed income securities
1985,
The Markowitz allocation model has not been properly tested with individual corporate...
The wealth effects of voluntary selloffs: implications for divesting and acquiring firms
The wealth effects of voluntary selloffs: implications for divesting and acquiring firms
1985,
Previous research examining the wealth effects of voluntary selloffs has shown...
The size effect is primarily a price effect
The size effect is primarily a price effect
1985,
Previous research shows that stock returns are related to firm market value and...
A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME
A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME
1985,
This study provides a further test of whether the price change‐volume...
Why IRA and keogh plans should avoid growth stocks
Why IRA and keogh plans should avoid growth stocks
1985,
This paper explores the effect of taxing personal income from common stocks on the...
A SIMPLE FORMULA FOR DURATION
A SIMPLE FORMULA FOR DURATION
1985,
This paper presents a simplification of Macaulay's formula for duration. The...
Empirical tests of the efficiency of the currency option market
Empirical tests of the efficiency of the currency option market
1985,
Tests of a hedge and a rational boundary of the efficiency of the currency option...
The announcement effects of preferred stock re-ratings
The announcement effects of preferred stock re-ratings
1985,
This paper examines the equity return behavior of firms whose preferred stock ratings...
Changing volatility and the pricing of options on stock index futures
Changing volatility and the pricing of options on stock index futures
1985,
This paper presents empirical results regarding the suitability of the Black model for...
The effect of bond rating agencies on bond rating models
The effect of bond rating agencies on bond rating models
1985,
This paper addresses the problem of bond rating discrepancies and their effect on bond...
Risk differences and financial reporting
Risk differences and financial reporting
1985,
Financial leverage as reported by a consolidated financial statement may differ...
Flattening of bond yield curves
Flattening of bond yield curves
1987,
Putting no restrictions on forward interest rates, earlier research has shown that...
Stock market signals of changes in expected inflation
Stock market signals of changes in expected inflation
1987,
This paper examines the relationship between stock returns and several measures of...
Option pricing and the arbitrage pricing theory
Option pricing and the arbitrage pricing theory
1987,
This paper applies the arbitrage pricing theory to option pricing. Under certain...
Interest rate risk, market value, and hedging financial portfolios
Interest rate risk, market value, and hedging financial portfolios
1987,
This paper derives theoretical hedge ratios for the financial portfolio that preserve...
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