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…and the Cross-Section of Expected Returns
Harvey, Campbell R. - 2015
Hundreds of papers and hundreds of factors attempt to explain the cross-section of expected returns. Given this extensive data mining, it does not make any economic or statistical sense to use the usual significance criteria for a newly discovered factor, e.g., a t-ratio greater than 2.0....
Persistent link: https://www.econbiz.de/10013035730
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Emerging equity market volatility
Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77
Persistent link: https://www.econbiz.de/10001213778
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Emerging equity market volatility
Bekaert, Geert; Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10000928776
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Emerging Equity Market Volatility
Bekaert, Geert - 1995
has focused on average returns, we analyze the volatility of the returns in emerging equity markets. We characterize the … time-series of volatility in emerging markets and explore the distributional foundations of the variance process. Of … particular interest is evidence of asymmetries in volatility and the evolution of the variance process after periods of capital …
Persistent link: https://www.econbiz.de/10012473563
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Breaking bad trends
Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
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Capital allocation and delegation of decision-making authority within firms
Graham, John R.; Harvey, Campbell R.; Puri, Manju - In: Journal of Financial Economics 115 (2015) 3, pp. 449-470
We use a unique data set that contains information on more than 1,000 Chief Executive Officers (CEOs) and Chief Financial Officers (CFOs) around the world to investigate the degree to which executives delegate financial decisions and the circumstances that drive variation in delegation....
Persistent link: https://www.econbiz.de/10011208264
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Payout Policy in the 21th Century : The Data
Brav, Alon - 2006
In early 2002, we surveyed 384 financial executives, to determine the factors that drive dividend and share repurchase decisions. Our survey was supplemented by in-depth interviews with an additional 23 executives. The survey consisted of 11 main questions, most with subparts - over 100...
Persistent link: https://www.econbiz.de/10012735025
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Payout Policy in the 21st Century
Brav, Alon - 2005
We survey 384 financial executives and conduct in depth interviews with an additional 23 to determine the factors that drive dividend and share repurchase decisions. Our findings indicate that maintaining the dividend level is on par with investment decisions, while repurchases are made out of...
Persistent link: https://www.econbiz.de/10012737312
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The Economic Implications of Corporate Financial Reporting
Graham, John R. - 2005
We survey 401 financial executives, and conduct in-depth interviews with an additional 20, to determine the key factors that drive decisions related to performance measurement and voluntary disclosure. The majority of firms view earnings, especially EPS, as the key metric for an external...
Persistent link: https://www.econbiz.de/10012737459
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The Economic Implications of Corporate Financial Reporting
Graham, John R. - 2005
We survey 401 financial executives, and conduct in-depth interviews with an additional 20, to determine the key factors that drive decisions related to performance measurement and voluntary disclosure. The majority of firms view earnings, especially EPS, as the key metric for an external...
Persistent link: https://www.econbiz.de/10012785018