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Contractual and organizational structure with reciprocal agents
Englmaier, Florian (contributor);  … - 2008
Empirically, compensation systems generate substantial effort despite weak monetary incentives. We consider reciprocal motivations as a source of incentives. We solve for the optimal contract in the basic principal-agent problem and show that reciprocal motivations and explicit performance-based...
Persistent link: https://www.econbiz.de/10003763282
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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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Integration internationaler Finanzmärkte : Definitionen, Meßkonzepte, empirische Analysen
Jandura, Dirk - 2000
Persistent link: https://www.econbiz.de/10001446915
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Information asymmetries and asset securitization
Reichert-Wack, Julia - 2010
Persistent link: https://www.econbiz.de/10009491021
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CEO attributes, compensation, and firm value : evidence from a structural estimation
Page, T. Beau - In: Journal of financial economics 128 (2018) 2, pp. 378-401
Persistent link: https://www.econbiz.de/10011971079
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Optimale Entlohnung bei intrinsischer Motivation : eine Betrachtung der Filmbranche
Beinert, Nadja - 2019
Persistent link: https://www.econbiz.de/10012196248
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Debt, information, and illiquidity
Benmelech, Efraim; Bergman, Nittai K. - 2018
Persistent link: https://www.econbiz.de/10011917205
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Debt, Information, and Illiquidity
Benmelech, Efraim - 2018
We analyze the empirical determinants of liquidity in debt markets in light of predictions stemming from debt …-based information theories. We conduct a battery of tests confirming predictions of asymmetric information models of bond liquidity …, including those that predict a``hockey-stick" relation between bond liquidity and underlying fundamental value. When debt is …
Persistent link: https://www.econbiz.de/10012480707
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Debt, Information, and Illiquidity
Benmelech, Efraim - 2018
We analyze the empirical determinants of liquidity in debt markets in light of predictions stemming from debt …-based information theories. We conduct a battery of tests confirming predictions of asymmetric information models of bond liquidity …, including those that predict a``hockey-stick" relation between bond liquidity and underlying fundamental value. When debt is …
Persistent link: https://www.econbiz.de/10012911084
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Financial markets as a complex system : a short time scale perspective
Marschinski, Robert; Matassini, Lorenzo - 2001
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010504303