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What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? : event-study evidence
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472493
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Understanding the price reaction to large dividend increases
Asem, Ebenezer - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472771
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Learning the wealth effects from equity carve-outs
Mashwani, Asad Iqbal; Dereeper, Sébastien; Dowling, Michael - In: Finance research letters 33 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430880
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Do managers keep their word? : the disclosure of merger intention at pre-merger issuance and M&A performance
Guo, Jie Michael; Li, Lu; Hu, Nan; Wang, Xing - In: Finance research letters 28 (2019), pp. 20-31
Persistent link: https://www.econbiz.de/10012384041
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The intraday bitcoin response to tether minting and burning events : asymmetry, investor sentiment, and “Whale Alerts” on twitter
Saggu, Aman - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013478786
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Has the Evergrande debt crisis rattled Chinese capital markets? : a series of event studies and their implications
Altman, Edward I.; Hu, Xiaolu; Yu, Jing - In: Finance research letters 50 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014240105
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Do competent managers hoard bad news? : self-regulation theory and Korean evidence
Lee, Sang Ho; Lee, Sejoong; Ryu, Ji Yeon - In: Finance research letters 41 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013336129
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Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu; Tae, Hyeon-Wuk - In: Finance research letters 24 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
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Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
Hu, Jun; Kanniainen, Juho - In: Finance research letters 14 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
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Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo; Cecere, Liliana - In: Finance research letters 14 (2015), pp. 45-55
Persistent link: https://www.econbiz.de/10011552594