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Takeover vulnerability and the credibility of signaling : the case of open-market share repurchases
Huang, Chia Wei - In: Journal of banking & finance 58 (2015), pp. 405-417
Persistent link: https://www.econbiz.de/10011544037
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Canonical portfolios : optimal asset and signal combination
Firoozye, Nikan B.; Tan, Vincent; Zohren, Stefan - In: Journal of banking & finance 154 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014491774
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Returns to regionalism : an evaluation of non-traditional gains from RTAS
Fernández, Raquel - 1997
Persistent link: https://www.econbiz.de/10000627513
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Portfolio sales and signaling
Bougheas, Spiros P.; Worrall, Timothy - In: Journal of banking & finance 99 (2019), pp. 182-191
Persistent link: https://www.econbiz.de/10012162392
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Does time inconsistency matter?
Levine, Paul - 1988
Persistent link: https://www.econbiz.de/10000732993
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A continuous-time portfolio turnpike theorem
Cox, John Carrington - In: Journal of economic dynamics & control 16 (1992) 3, pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
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Capital and risk in property-liability insurance markets
Cummins, John David - In: Journal of banking & finance 20 (1996) 6, pp. 1069-1092
Persistent link: https://www.econbiz.de/10001203099
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Is historical cost accounting a pancea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - 2015
Persistent link: https://www.econbiz.de/10010509478
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183