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Net buying pressure and informed trading in the options market: Evidence from earnings announcements

Badshah, Ihsan Ullah; Koerniadi, Hardjo - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-9

announcements and use at-the-money options to exploit their informational advantage. In the post-event period, however, informed … option investors trade by using deep-out-of-the-money and out-of-the-money options. We documented limited evidence on the …

Persistent link: https://www.econbiz.de/10013201357

Testing the information-based trading hypothesis in the option market: Evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the … accounts for prescient pricing behavior in options relative to stocks. …

Persistent link: https://www.econbiz.de/10012611204

A bibliometric analysis of machine learning econometrics in asset pricing

Zapata, Hector O.; Mukhopadhyay, Supratik - In: Journal of Risk and Financial Management 15 (2022) 11, pp. 1-17

Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...

Persistent link: https://www.econbiz.de/10014332691

Mental time travel and retirement savings

Blake, David; Pickles, John - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-13

We portray the valuation of retirement savings in terms of a mental time travel journey in which a proposed …

Persistent link: https://www.econbiz.de/10013201264

Shareholder activism and its impact on profitability, return, and valuation of the firms in India

Shingade, Sudam; Rastogi, Shailesh; Bhimavarapu, … - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-20

valuation (Tobin's Q and Market capitalization), profitability (operating profit margin and net profit margin), and return … analysis, shareholder activism has a significant negative impact on valuation measured in market capitalization and …

Persistent link: https://www.econbiz.de/10013201451

A contract theory approach to Islamic financial securities with an application to diminishing mushārakah

Arbi, Lukman Hanif - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-12

but not always considered in valuation models. Contract theory can bring together financial mathematics and contractual …

Persistent link: https://www.econbiz.de/10012611575

Identification of risk factors in business valuation

Mohamed Razali, Muhammad Najib; Jalil, Rohaya Abdul; … - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-21

It is widely accepted that risk and uncertainty are integral parts of the property valuation process. Uncertainty in … property valuation is derived from the characteristics of property itself. The issue pertaining to risk and uncertainty in … property valuations is currently one of the key concerns in global valuation practice to date in addressing the decision of …

Persistent link: https://www.econbiz.de/10014332483

"Empirical corporate finance: Opportunities and challenges" : editorial synthesis of the special issue

Sinnadurai, Philip - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-8

Public Offering anomalies and earnings valuation. An opportunity for future empirical research is to use these foundations to …

Persistent link: https://www.econbiz.de/10014332578

Does the impact of transparency and disclosure on the firm's valuation depend on the ESG?

Bhimavarapu, Venkata Mrudula; Rastogi, Shailesh; Gupte, … - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-12

The global economic crisis in 1997 significantly impacted all corporate firms. Measuring valuation is becoming … disclosures on the valuation of non-financial firms in India and explore the role of Environmental, social and Governance (ESG) as … capitalization is considered as a proxy variable for the valuation. The study results indicate that transparency and disclosures (TD …

Persistent link: https://www.econbiz.de/10014332609

The influence of transparency and disclosure on the valuation of banks in India: The moderating effect of environmental, social, and governance variables, shareholder activism, and...

Bhimavarapu, Venkata Mrudula; Rastogi, Shailesh; … - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-17

Research on the impact of transparency and disclosures (TD) on the firm's valuation presents an ambiguous result. The … current research. The study aims to empirically find the influence of TD on the valuation of banks in India while the … association of Transparency and Disclosure (TD) with the valuation of the banks in India. It is empirically found that TD alone …

Persistent link: https://www.econbiz.de/10014332768