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Capacity choice with upstream investment
Hu, Qing; Mizuno, Tomomichi - 2022
Persistent link: https://www.econbiz.de/10013264739
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The effect of bank shocks on firm-level and aggregate investment
Amador, João; Nagengast, Arne J. - 2016
We show that credit supply shocks have a strong impact on firm-level as well as aggregate investment by applying the … are found to impair firm-level investment in all firms in our sample, but in particular for small firms and those with no … 20–40% of aggregate investment dynamics. …
Persistent link: https://www.econbiz.de/10011495499
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Taxation, financing, and corporate investment : a model of the real and financial decisions of the firm
Nadeau, Serge J.; Strauss, Robert P. - 1991
Persistent link: https://www.econbiz.de/10000970175
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The cyclicality of R&D investment revisited
Ophem, Hans van; Giersbergen, Noud P. A. van; … - 2017
Persistent link: https://www.econbiz.de/10011764908
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Capital reallocation under climate policy uncertainty
Khalil, Makram; Strobel, Felix - 2023
the low carbon-emitting sector, and (ii) reduce real investment and the capital stock in the highly carbon-emitting sector …, while real investment in the sector with low carbon emissions tends to fare better. To apply the theoretical predictions to … low carbon emissions, and (ii) substantial investment reallocation takes place, in particular from the manufacturing …
Persistent link: https://www.econbiz.de/10014330990
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Capitalization of capital gains taxes : (In)attention and turn-of-the-year returns
Eichfelder, Sebastian; Lau, Mona - 2015 - Version: October 2015
We argue that the tax capitalization effect is a function of the attention of market participants. Market reactions can therefore be driven not only by the announcement dates of tax events but also by factors influencing the dissemination of tax information, such as deadlines and media reports....
Persistent link: https://www.econbiz.de/10011405098
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What triggers stock market jumps?
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; … - 2021
Persistent link: https://www.econbiz.de/10012614411
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Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns, within a wide range of advanced economies, over the different phases of the recent financial crisis. The adopted empirical framework is a bivariate volatility model, where...
Persistent link: https://www.econbiz.de/10011663407
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Why are asset returns predictable?
Lüders, Erik - 2002
Starting from an information process governed by a geometric Brownian motion we show that asset returns are predictable if the elasticity of the pricing kernel is not constant. Declining [Increasing] elasticity of the pricing kernel leads to mean reversion and negatively autocorrelated asset...
Persistent link: https://www.econbiz.de/10013428490
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Securities lending and information acquisition
Greppmair, Stefan; Jank, Stephan; Saffi, Pedro A. C.; … - 2024
Using microdata on stock-level lending positions from German mutual funds, we show that active funds use the equity lending market to obtain information about short sale demand. Funds reduce long positions in response to these demand signals, which allows fund managers to front-run public...
Persistent link: https://www.econbiz.de/10014501098