Similar Search Results

The impact of non-performing loan sales on the stock market : the role of corporate governance in an emerging market

Pirgaip, Burak; Uysal, Aydın - In: Borsa Istanbul Review 23 (2023) 3, pp. 674-684

Over the past decade, one popular way for Turkish banks to remove nonperforming loans (NPLs) from their balance sheets …, we compare banks included in the Corporate Governance Index (XCORP) with other banks. Our event-study results suggest … corporate governance. More important, the stocks of these banks are efficiently priced, while the non-XCORP banks have …

Persistent link: https://www.econbiz.de/10014308822

Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises

Punzi, Maria Teresa - 2016

We empirically analyze asset price boom-bust cycles over a long-run period of 1896-2014 for the U.S., the Netherlands, Norway and Sweden. We focus on macro-financial linkages to understand if these are common phenomena during financial crises, or if the linkage was simply amplified during the...

Persistent link: https://www.econbiz.de/10011446571

The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022

Terrorism is a major issue in the 21st century. In this paper we examine the effect of terrorism on the stock market. We go beyond previous studies to explore the spectre of terrorism on the market rather than terrorist activities. Using a narrative-based approach à la Shiller (2019), we find...

Persistent link: https://www.econbiz.de/10013428887

Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis

McAleer, Michael; Suen, John; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10009767005

The Evolution of Security Prices Is Not Stochastic but Governed by a Physicomathematical Law

Tzara, Wally - 2019

Since Bachelier's thesis in 1900 (laying the foundation of the stochastic process, or Brownian motion, as a model of stock price changes), attempts at understanding the nature of prices and at predicting them have failed. Statistical methods have only found minor regularities/anomalies, and...

Persistent link: https://www.econbiz.de/10012898970

Modelling the Variance Risk Premium of Equity Indices : The Role of Dependence and Contagion

Granelli, Andrea - 2014

Understanding variance risk is of key importance in mathematical finance since it affects risk management, asset allocation and derivative pricing. Variance risk is priced in financial markets by the so-called variance risk premium (VRP), which refers to the premium demanded for holding assets...

Persistent link: https://www.econbiz.de/10013059248

Speculative Dynamical Systems : How Technical Trading Rules Determine Price Dynamics

Wang, Li-Xin - 2014

Persistent link: https://www.econbiz.de/10013045863

Far from the light of day: bankrupt parisian minor banks and petty bankers from 1882 to 1911

Saul, Samir - In: Revue française d'histoire économique 14 (2020) 2, pp. 76-95

Persistent link: https://www.econbiz.de/10012672206

Abnormal stock returns of Greek banks during COVID-19 : an event study

Patsoulis, Patroklos - In: Applied economics letters 31 (2024) 9, pp. 788-793

Persistent link: https://www.econbiz.de/10014557875

Measuring Time Dependent Volatility and Cross-Sectional Correlation in Australian Equity Returns

Bertram, William Karel - 2009

In this study we examining the time dependent nature of volatility and cross-correlation of Australian equity returns data. Volatility and correlation estimates are calculated using methods that allow for non-stationary behaviour. By averaging the estimates across the entire data set we show...

Persistent link: https://www.econbiz.de/10013159924

1
2
3
4
5
6
7
8
9
10
Next
Last