Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10001911118
Persistent link: https://www.econbiz.de/10003759188
Persistent link: https://www.econbiz.de/10001693006
Persistent link: https://www.econbiz.de/10001650675
Persistent link: https://www.econbiz.de/10013171143
This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning information avoids biases in weight-based measures as discussed by Grinblatt and Titman (1993)....
Persistent link: https://www.econbiz.de/10012469925
Persistent link: https://www.econbiz.de/10011820025
Persistent link: https://www.econbiz.de/10008664158
Persistent link: https://www.econbiz.de/10008695515
We use a sample of democratic firms (with 5 or less anti-takeover provisions) from the Investor Responsibility Research Center (IRRC) database and use idiosyncratic volatility as a proxy for information from the market of corporate control as in Ferreira and Laux (2007) to link the equity...
Persistent link: https://www.econbiz.de/10013138922