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The CAPM strikes back? : an investment model with disasters
Bai, Hang; Hou, Kewei; Kung, Howard; Zhang, Lu - 2015
Embedding disasters into a general equilibrium production economy with heterogeneous firms induces strong nonlinearity in the pricing kernel, helping explain the empirical failure of the (consumption) CAPM. Our single-factor model reproduces the failure of the CAPM in explaining the value...
Persistent link: https://www.econbiz.de/10010531874
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Eclipse of the public corporation or eclipse of the public markets?
Doidge, Craig; Kahle, Kathleen M.; Karolyi, G. Andrew; … - 2018
Persistent link: https://www.econbiz.de/10011969097
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Why firms adopt antitakeover arrangements
Bebchuk, Lucian A. - 2003
Persistent link: https://www.econbiz.de/10001760533
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Limits of arbitrage, sentiment and pricing kernel : evidence from index options
Han, Bing (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101537
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Can European companies escape US listings?
Pozen, Robert C. - 2004
Persistent link: https://www.econbiz.de/10002048913
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The Hidden virtue of antitakeover defenses
Hannes, Sharon - 2002
Persistent link: https://www.econbiz.de/10001657268
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The long-run performance of REIT IPOs
Buttimer, Richard J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630480
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The decision to go public : evidence from corporate bond issuers
Helwege, Jean (contributor); Packer, Frank (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631203
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IPOs and mutual fund returns
Buttimer, Richard J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631215
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Explaining variation in takeover defenses : failure in the corporate law market
Coates, John C. - 2000
Persistent link: https://www.econbiz.de/10001517635