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Structured bonds and Greek demons is the attack ”fair”?

Kiriakopoulos, Konstantinos; Mavralexakis, Theodoros - In: Journal of applied finance & banking 1 (2011) 2, pp. 231-277

The severe political turmoil provoked by an allegedly mispriced private bond issue in Greece added to the controversial matter of whether prices of structured bonds sold to investors are "fair" or not. In this paper structured bond market is analysed with particular focus on valuation issues. It...

Persistent link: https://www.econbiz.de/10010009068

Accounting conservatism, market liquidity and informativeness of asset price : implications on mark to market accounting

Luo, Guo Ying - In: Journal of applied finance & banking 3 (2013) 1, pp. 177-190

market liquidity increases as the proportion of conservatism traders increases. With mark to market accounting replacing the … conservative accounting practice, the asset price will be more informative and the market liquidity will be reduced. From the … conservatism ; market liquidity ; price efficiency ; mark to market accounting …

Persistent link: https://www.econbiz.de/10010148065

Commercial paper rates and stock market excess returns

Sum, Vichet - In: Journal of finance and investment analysis 2 (2013) 1, pp. 77-83

This study investigates how commercial paper rates respond to the innovations in stock market risk premiums. The unrestricted vector autoregression (VAR) analysis of monthly data from 1997:1 to 2012:M6 shows that the changes in the one-, two-, and three-month non-financial and financial...

Persistent link: https://www.econbiz.de/10010148283

Have bull and bear markets changed over time? : empirical evidence from the US-stock market

Grobys, Klaus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 151-171

This contribution analyzes bull and bear markets from 1954:1-2011:2 in the US-stock index S&P 500. Thereby, a 2-State-Markov-Switching model is applied to figure out bull and bear market regimes within the latter period, whereby the estimated state probabilities are used to estimate a dummy...

Persistent link: https://www.econbiz.de/10010079541

Observing evidence of insider trading in the Athens Stock Exchange

Thalassinos, Eleftherios; Maditinos, Dimitrios; … - In: Journal of economic structures : JES; the official … 1 (2012), pp. 1-26

This study proposes a process for observing evidence of insider trading in the Athens Stock Exchange (ASE). This is performed by building an environment which, based upon previous research, common sense and information technology, may be used for observing such evidence. It is designed to be...

Persistent link: https://www.econbiz.de/10010098104

Momentum in the Tunisian stocks returns : identification of some risk factors

Zoghlami, Faten - In: Journal of applied finance & banking 1 (2011) 2, pp. 207-229

This paper first examines to what extend the most puzzling phenomenon of stock returns momentum, may also concern emerging and little markets, such the Tunisian one, which accounts slightly less than 100 listed securities. The results indicate a pronounced and even stronger momentum effect that...

Persistent link: https://www.econbiz.de/10010009069

Value at risk, market risk and trading activity : CAPM alternative model

Santosa, Perdana Wahyu; Laksana, Harry Yusuf - In: Journal of applied finance & banking 1 (2011) 4, pp. 239-268

return, VaR and market risk (2) the relationship between return, size and liquidity and (3) the relationship between return … LQ45 in 2004-2006 periods. The results of this research that VaR, beta, size, and liquidity positively related to stock …. -- value-at-risk ; asset pricing ; size ; liquidity ; price-to-book value. …

Persistent link: https://www.econbiz.de/10010009093

Most admired companies : admirable performance

Sum, Vichet - In: Journal of applied finance & banking 2 (2012) 6, pp. 191-199

This paper shows that most admired companies generate admirable stock performance relative to the market. The current study analyses risk premiums and risk-adjusted excess returns of a portfolio of firms ranked as the most admired companies in the United States from 2006 to 2011. The results...

Persistent link: https://www.econbiz.de/10010118415

The impact of foreign stock exchanges on the main stock exchange indexes in Poland

Augustyński, Iwo - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 1, pp. 1-12

In this paper the author compared 13stock exchange indexes of American, British and German markets and determined their impact on Polish Wig and WIG20 indexes. The analysis proved that the British FTSE100 and FTSE250 as well as the German DAX had the biggest influence on the Warsaw indexes. The...

Persistent link: https://www.econbiz.de/10009959710

The productivity of return migrants : the case of China’s "Sea Turtles"

Sun, Wei - In: IZA journal of migration : IZAJOM 2 (2013), pp. 1-19

This paper explores the productivity differential between return migrants (“Sea Turtles”) and non-migrants through a case study of China’s venture capital (VC) industry. I find that even after correcting for selection bias, return venture capitalists are less productive than comparable...

Persistent link: https://www.econbiz.de/10010148479

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