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Export Activity, IPO Underpricing, Long-Run Performance and Survival
Mauer, David C. - 2018
We examine the effect of export activity on the pricing of initial public offerings (IPOs) and their post … flow shocks and may also provide an entree into foreign sources of financing. On the other hand, export activity may bring … expenditures on research and development. Using a sample of 4,837 IPO firms from 1986 to 2010, we find that IPO firms with export …
Persistent link: https://www.econbiz.de/10012940144
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Foreign exchange rate exposure of selected exporting companies from the Warsaw Stock Exchange
Drachal, Krzysztof - In: Global business & economics review 19 (2017) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10011665598
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Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset....
Persistent link: https://www.econbiz.de/10011434566
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The R&D premium and takeover risk
Lin, Ji-chai; Yanzhi, Wang - In: The accounting review : a publication of the American … 91 (2016) 3, pp. 955-971
Persistent link: https://www.econbiz.de/10011504178
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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Futures markets are a potentially valuable source of information about market expectations. Exploiting this information has proved difficult in practice, because the presence of a timevarying risk premium often renders the futures price a poor measure of the market expectation of the price of...
Persistent link: https://www.econbiz.de/10010409922
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Asset pricing with free entry and exit of firms
Kaszab, Lorant; Marsal, Ales; Rabitsch, Katrin - 2022
Persistent link: https://www.econbiz.de/10013252613
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Equilibrium equity price with optimal dividend policy
Yamazaki, Akira - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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The risk and return conundrum explained : international evidence
Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521
Persistent link: https://www.econbiz.de/10011987799