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Retail Investor Sentiment and Behavior - an Empirical Analysis
Burghardt, Matthias - 2010
Using a unique data set of retail investor orders submitted to the European Warrant Exchange, the Euwax Sentiment Index is being developed to accurately represent an actual measure of retail investor sentiment. It can be shown that retail investors are on average contrarians who trade in a...
Persistent link: https://www.econbiz.de/10009434527
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CO2-Emissionszertifikate - Preismodellierung und Derivatebewertung
Wagner, Michael W. - 2007
EU-Unternehmen müssen seit 2005 entsprechend ihrem CO2-Ausstoß genügend Emissionszertifikate einreichen. Da die Zertifikate frei handelbar sind, stellt sich ihnen CO2 als ein zusätzlicher Produktionsfaktor mit unsicherem Preis dar. Derivative Finanzinstrumente helfen beim Management der...
Persistent link: https://www.econbiz.de/10009434615
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The Transparency of Derivative Disclosures by Australian Firms in the Extractive Industries
Hassan, Mohamat S.; Percy, Majella; Stewart, Jenny D. - 2006
This paper investigates the transparency of derivative disclosures of Australian firms in the extractive industries using 1998 to 2001 financial reports. The quality of financial reporting has become a major corporate governance issue since the collapse of prominent companies such as Enron in...
Persistent link: https://www.econbiz.de/10009438340
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The Economics of Developing Security Embedded Software
Wright, Craig S; Zia, Tanveer A - 2010
Market models for software vulnerabilities have been disparaged in the past citing how these do little to lower the risk of insecure software. In this paper we argue that the market models proposed are flawed and not the concept of a market itself. A well-defined software risk derivative market...
Persistent link: https://www.econbiz.de/10009440801
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Model Uncertainty and Liquidity
Routledge, Bryan R; Zin, Stanley E. - 2009
market for mortgage backed securities or credit derivatives. Moreover, the observed behavior of traders and institutions that …
Persistent link: https://www.econbiz.de/10009441008
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INSTRUMENTOS DERIVATIVOS PARA O AGRONEGÓCIO: MISTIFICAÇÃO OU SOLUÇÃO?
Silva, Edwin Pinto De La Sota; Amaral, Carlos Antonio … - 2008
an approach to derivatives instruments used to temper or even eliminate them. To illustrate the use of these derivatives …
Persistent link: https://www.econbiz.de/10009442613
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Perceived Effectiveness of Responses to the Global Financial Crisis
Palmer, Sean - 2011
In 2007 an international financial crisis developed and specialised financial products known as credit derivatives … experts have suggested in controlling the perceived excesses of the credit derivatives industry. These solutions were then … critically examined, by interviewing financial experts who deal in credit derivatives, to determine whether these solutions are …
Persistent link: https://www.econbiz.de/10009447649
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The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory
Brown, David P.; Jackwerth, Jens Carsten - 2004
The pricing kernel puzzle of Jackwerth (2000) concerns the fact that the empirical pricing kernel implied in S&P 500 index options and index returns is not monotonically decreasing in wealth as standard economic theory would suggest. Thus, those options are currently priced in a way such that...
Persistent link: https://www.econbiz.de/10009471611
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Crude oil and crude oil derivatives transactions by oil and gas producers.
Xu, He - 2007
for equities. Second, it examines whether or not crude oil derivatives transactions by oil and gas producers can change … crude oil derivatives transactions, and the systematic risk exposure effect of crude oil derivatives transactions. In … crude oil mixed with equities, this study then examines the value effect of crude oil derivatives transactions by oil and …
Persistent link: https://www.econbiz.de/10009475072
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The Bankers Know Best: How Regulatory Policy Shaped the Rise and Fall of the Credit Default Swap Market
Tesarfreund, Matthew - 2011
credit derivatives. This paper will examine the governmental and private regulatory systems that aided the proliferation of …
Persistent link: https://www.econbiz.de/10009475413