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Financial asset returns, direction-of-change forecasting, and volatility dynamics

Christoffersen, Peter F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002100081

Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899970

Modeling and forecasting realized volatility

Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001547064

Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches

Ajassa, Giovanni (contributor); … - 1998

Persistent link: https://www.econbiz.de/10001435254

The scarcity of effective monitors and its implications for corporate takeovers and ownership structures

Gorton, Gary (contributor); Kahl, Matthias (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001685929

Stock market reaction to financial statement certification by bank holding company CEOs

Hirtle, Beverly J. (contributor) - 2003 - [Elektronische Ressource]

In 2002, the Securities and Exchange Commission mandated that the chief executive officers of large, publicly traded firms certify the accuracy of their company financial statements. In this paper, I investigate whether CEO certification has had a measurable effect on the stock market valuation...

Persistent link: https://www.econbiz.de/10001783071

The interdependence between mutual fund managers and investors in setting fees

Christoffersen, Susan E. K. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536990

The impact of CEO turnover on equity volatility

Clayton, Matthew J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752006