Narrow search
Showing 1 - 10 of 141
Cover Image
Mandatory Disclosure and Financial Contagion
Alvarez, Fernando; Barlevy, Gadi - Federal Reserve Bank of Chicago - 2014
This paper analyzes the welfare implications of mandatory disclosure of losses at financial institutions when it is common knowledge that some banks have incurred losses but not which ones. We develop a model that features contagion, meaning that banks not hit by shocks may still suffer losses...
Persistent link: https://www.econbiz.de/10010765415
Cover Image
Momentum Trading, Return Chasing and Predictable Crashes
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - Federal Reserve Bank of Chicago - 2014
We combine self-collected historical data from 1867 to 1907 with CRSP data from 1926 to 2012, to examine the risk and … earned abnormally high risk-adjusted returns —a three factor alpha of 1 percent per month between 1927 and 2012 and 0 … remain invested in momentum even when the crash risk is known to be high when (1) he competes for funds from return and (2 …
Persistent link: https://www.econbiz.de/10011119888
Cover Image
The pitfalls in inferring risk from financial market data
Bliss, Robert R. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658371
Cover Image
Does the Japanese stock market price bank risk? : Evidence from financial firm failures
Brewer, Elijah; Genay, Hesna; Hunter, William Curt; … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658760
Cover Image
Strategic responses to regulatory threat in the credit card market
Stango, Victor (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652168
Cover Image
Thoughts on financial derivatives, systematic risk, and central banking : a review of some recent developments
Hunter, William Curt (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658758
Cover Image
Managerial incentives and financial contagion
Chakravorti, Sujit (contributor); Ilyina, Anna (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920845
Cover Image
Global financial crises : lessons from recent events
Bisignano, Joseph (ed.); Hunter, William Curt (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001466230