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The myth of executive compensation : do shareholders get what they pay for?

Bayless, Mark E. - In: Applied financial economics 19 (2009) 10/12, pp. 795-808

We use compensation data for a sample of 701 US public firms and document a significant positive relation between the level of executive compensation and the subsequent realized stock returns. In present value terms, shareholders in firms incurring a total compensation cost of $78 million above...

Persistent link: https://www.econbiz.de/10003856638

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional liquidity remains priced. Also, consistent with previous studies...

Persistent link: https://www.econbiz.de/10003856654

Momentum profits, nonnormality risks and the business cycle

Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953

Persistent link: https://www.econbiz.de/10003856859

In search of the source of informed trader information in the college football betting market

Dare, William H.; Gandar, John M.; Zuber, Richard A.; … - In: Applied financial economics 15 (2005) 3, pp. 143-152

Persistent link: https://www.econbiz.de/10002597685

Market and idiosyncratic volatility : high frequency dynamics

Taylor, Nicholas - In: Applied financial economics 20 (2010) 7/9, pp. 739-751

Persistent link: https://www.econbiz.de/10009009310

Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

Jawadi, Fredj; Arouri, Mohamed Hedi; Nguyen, Duc Khuong - In: Applied financial economics 20 (2010) 7/9, pp. 669-680

Persistent link: https://www.econbiz.de/10009009314

Business cycles in insurance and reinsurance : international diversification effects

Meier, Ursina B.; Outreville, J. François - In: Applied financial economics 20 (2010) 7/9, pp. 659-668

Persistent link: https://www.econbiz.de/10009009321

Dependence structures in Chinese and US financial markets : a time-varying conditional copula approach

Hu, Jian - In: Applied financial economics 20 (2010) 7/9, pp. 561-583

Persistent link: https://www.econbiz.de/10009009328

M&A success of German acquisitions in the US : evidence from capital market and survey data

Bassen, Alexander; Schiereck, Dirk; Wübben, Bernd - In: Applied financial economics 20 (2010) 7/9, pp. 543-559

Persistent link: https://www.econbiz.de/10009009330

How accounting fraud has changed merger valuation

Madura, Jeff; Ngo, Thanh - In: Applied financial economics 20 (2010) 10/12, pp. 923-940

Persistent link: https://www.econbiz.de/10009009802