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Total Return Meltdown : The Case for Treating Total Return Swaps as Disguised Secured Transactions

Marks, Colin P. - 2022

Archegos Capital Management, at its height, had $20 billion in assets. But in the spring of 2021, in part through its use of total return swaps, Archegos sparked a $30 billion dollar sell-off that left many of the world’s largest banks footing the bill. Mitsubishi UFJ Group estimated a loss of...

Persistent link: https://www.econbiz.de/10013295797

Will Private-Label Securitization Return?

Dodwell, William J. - 2011

This paper examines the prospect of revitalizing asset-backed and non-agency mortgage-backed securitization markets … that will affect the supply of and demand for mortgage- and asset-backed securities. Incentives for future securitization … the return of private-label securitization, and revival will depend on economic recovery and pending legislation and …

Persistent link: https://www.econbiz.de/10013133418

FTSE/JSE Top 40 Index Long-Term Returns

Kotze, Antonie - 2017

The FTSE/JSE Top 40 Index is the flagship index at the Johannesburg Stock Exchange (JSE). It captures more than 80% of the total market capitalisation of all the shares listed on the JSE. It is tradable and the liquid ALSI future is listed on this index. A superficial view of the long-term...

Persistent link: https://www.econbiz.de/10012955234

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Ledenyov, Dimitri - 2015

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial listing requirements on the various markets. We...

Persistent link: https://www.econbiz.de/10013026463

Trading Volume, Realized Volatility and Jumps on the Australian Stock Market

Shahzad, Hassan - 2015

We study the volume-volatility relation by splitting volume into the number of trades and the average trade size at individual and institutional level, and realized volatility into its continuous and jump components. We find that the number of trades is the most important variable driving...

Persistent link: https://www.econbiz.de/10013033634

Issues In Angel Investing Research : An Analysis of Data and Returns in the US and Abroad

McDonald, Michael - 2015

Research on angel investors is sparse because data are sparse. Most comprehensive studies of angel investors have focused on the US and UK. In these studies, definitions of angel investors and estimates of returns on angel investments vary dramatically. What can we make of this wide range of...

Persistent link: https://www.econbiz.de/10013035067

Risk and Return in Retail Forex

Karbalaee, Ali - 2013

Retail Forex as an online CFD market is generally known as a high risk area for traders. This study is focused on existing risks and return possibilities in this market. Risks which may threat traders are surveyed through Liquidity, Credit, and Control, plus Market risks. Value at Risk and...

Persistent link: https://www.econbiz.de/10013083734

Toward Convergence? The Brazilian Stock Market Concentration and the Role of Private Equity in its Diversification

Ramalho, Caio - 2013

Using quantitative data obtained from public available database, this paper discusses the difference between of the Brazilian GDP and the Brazilian Stock Exchange industry breakdown. I examined if, and to what extent, the industry breakdowns are similar. First, I found out that the Stock...

Persistent link: https://www.econbiz.de/10013092129

Impact of CSR on the Stock Returns of Indian Companies

Jagadeesh, M - 2021

Purpose- This study investigates the impact of Corporate Social Responsibility (CSR) on stock prices of Indian listed companies. The literature reviews show a strong contradictory of the relationship between CSR and stock prices which is still debatable. This study will tell whether there is a...

Persistent link: https://www.econbiz.de/10014361794

PRIVATE DEBT FUND RETURNS, PERSISTENCE, AND MARKET CONDITIONS

Böni, Pascal; Manigart, Sophie - 2022

This paper examines net-of-fees private debt fund performance, performance persistence across funds managed by the same general partner and a general partner’s ability to time the market. We document that private debt funds outperform bond and equity market benchmarks in the cross-section,...

Persistent link: https://www.econbiz.de/10013324431