Search Results - subject:"Thin Trading"

Empirical testing of month of the year effect on selected commercial banks and services sector companies listed on Bahrain Bourse

Hawaldar, Iqbal Thonse; Shakila, B.; Pinto, Prakash - In: International journal of economics and financial issues … 7 (2017) 2, pp. 426-436

Persistent link: https://www.econbiz.de/10011789296

Properly estimating risk in emerging markets : a comparison of beta adjustment techniques

Katscher, Antonie; Mac Cawley, Alejandro; Reyes, Tomas - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 693-729

Persistent link: https://www.econbiz.de/10012211495

Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies

Nguyen, Trang; Chaiechi, Taha; Eagle, Lynne C.; Low, … - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 308-324

Persistent link: https://www.econbiz.de/10012416910

Thinly traded securities and risk management

Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - In: Estudios de Economía 41 (2014) 1, pp. 5-48

our approach in a fixed-income portfolio within a thin trading environment. However, a similar approach may be also …

Persistent link: https://www.econbiz.de/10011538751

Thinly traded securities and risk management

Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - In: Estudios de economía 41 (2014) 1, pp. 5-48

our approach in a fixed-income portfolio within a thin trading environment. However, a similar approach may be also …

Persistent link: https://www.econbiz.de/10010385821

Alternative beta risk estimators in emerging markets : the case of Tunisia

Hasnaoui, Habib - In: Journal of business and finance 2 (2014) 1, pp. 57-64

is applied in the case of extreme thin trading where data are censored due to the presence of zero returns. The approach … return observations associated with extreme thin trading situations in emerging markets. …

Persistent link: https://www.econbiz.de/10010476354

Corporate governance, institutional investors, and firm performance in France

Mizuno, Mitsuru - In: Journal of business and finance 2 (2014) 1, pp. 33-46

Using data of firms making up SBF120 during 2005 and 2010, this paper examines the influence of institutional investors on corporate governance and the relationship between institutional investors and firm performance in France. Institutional investors have become active in strengthening...

Persistent link: https://www.econbiz.de/10010476362

Risk management with thinly traded securities: Methodology and implementation

Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013

our approach in a fixed income portfolio within a thin trading environment. However, a similar approach may be also …

Persistent link: https://www.econbiz.de/10011314104

Risk Management with Thinly Traded Securities: Methodology and Implementation

Beuermann, Diether Wolfgang; Cortazar, Gonzalo; … - Inter-American Development Bank - 2013

our approach in a fixed- income portfolio within a thin trading environment. However, a similar approach may be also …

Persistent link: https://www.econbiz.de/10010944294

The impact of jumps and thin trading on realized hedge ratios

Dungey, Mardi; Henry, Olan T; Hvodzdyk, Lyudmyla - School of Economics and Finance, Tasmanian School of … - 2013

be observed. This problem dominates potential bias from thin trading. Using US Treasury data we demonstrate how the …

Persistent link: https://www.econbiz.de/10010835576