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volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
The subject of research – share market prices. The objective – to create the model of share market price fluctuations … and verificate of its suitability in Lithuanian share market after theoretical analysis of share market price fluctuations …. Tasks: 1) To assess the merits and demerits of the ways of share analysis, and to determine, which way of analysis should be …
Persistent link: https://www.econbiz.de/10009478302
Magistro darbe aprašyta investavimo samprata, investicijų funkcijos, investicinės rizikos rūšys, investicinių rinkų dalyviai ir investuotojų tipai, atlikta investicinių instrumentų analizė, jų pagrindinės charakteristikos palygintos tarpusavyje, išanalizuoti Lietuvos ir užsienio...
Persistent link: https://www.econbiz.de/10009478559
relationships between three Chinese main bilateral exchange rates and its share market performance. We discovered that a long …
Persistent link: https://www.econbiz.de/10009457348
executives, which is inferred from the structure of their share option portfolio. The objective of this paper is to determine if … executives have greater risk bearing preferences when they have more share options than shares in their firm. In turn, executives … risk and firm performance is weaker when executives hold a higher proportion of share options than shares in their …
Persistent link: https://www.econbiz.de/10009483382
The paper analyses the impacts of EU membership on agrarian foreign trade of newly joined countries. In this case it deals with the countries of the European Community in 2004 and 2007 – thus, the Czech Republic, Poland, Hungary, Slovakia, Slovenia, Lithuania, Latvia, Estonia, Malta, Cyprus,...
Persistent link: https://www.econbiz.de/10011315913
The Financial Accounting Standards Board (FASB) mandated the expensing of stock options with FAS 123 (R). As of March 2006, 749 companies had accelerated the vesting of their employee stock options and avoided a reduction in their reported profits that otherwise would have occurred under the new...
Persistent link: https://www.econbiz.de/10009429955
Nicht handelbare reale Aktienoptionen sind ein beliebtes Instrument, um die variable Vergütung von Mitarbeitern mit dem Unternehmenswert zu verbinden. Für die Unternehmensseite existieren unterschiedliche Auffassungen, wie die Verpflichtung aus der Option zu bilanzieren ist. Der individuelle...
Persistent link: https://www.econbiz.de/10009433685
This thesis presents two essays in Corporate Finance. In the first essay, I use the August 2007 crisis episode to gauge the effect of financial contracting on real firm behavior. I identify heterogeneity in financial contracting at the onset of the crisis by exploiting ex-ante variation in...
Persistent link: https://www.econbiz.de/10009477629