Similar Search Results

Growth of aggregate corporate earnings and cash-flows : persistence and determinants

Kryzanowski, Lawrence; Mohsni, Sana - In: International review of economics & finance : IREF 25 (2013), pp. 13-23

Persistent link: https://www.econbiz.de/10009693342

Market impacts of trades for stocks listed on the Borsa Istanbul

Aktas, Osman Ulas; Kryzanowski, Lawrence - In: Emerging markets review 20 (2014), pp. 152-175

Persistent link: https://www.econbiz.de/10010419452

Informed traders of cross-listed shares trade more in the domestic market around earnings releases

Kryzanowski, Lawrence; Lazrak, Skander - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009271392

Persistence and current determinants of the future earnings growth rates of firms

Kryzanowski, Lawrence; Mohsni, Sana - In: The European journal of finance 20 (2014) 1/3, pp. 181-200

Persistent link: https://www.econbiz.de/10010462127

Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas

Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224

Persistent link: https://www.econbiz.de/10001224465

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001248791

Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes

Chung, Richard; Kryzanowski, Lawrence - In: Applied financial economics 9 (1999) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10001454461

Tests of investor cognizance using earnings forecasts of North American analysts

Chung, Richard; Kryzanowski, Lawrence - In: International review of economics & finance : IREF 10 (2001) 2, pp. 187-204

Persistent link: https://www.econbiz.de/10001583345

Are idiosyncratic volatility and MAX priced in the Canadian market?

Aboulamer, Anas; Kryzanowski, Lawrence - In: Journal of empirical finance 37 (2016), pp. 20-36

Persistent link: https://www.econbiz.de/10011662897

Financial Oligopolies : Theory and Empirical Evidence in the Credit Default Swap Markets

Kryzanowski, Lawrence - 2017

We formulate a Cournot-type market equilibrium model of simultaneous trading in the CDS and Loan CDS (LCDS) markets. We use novel formulations of two-market demand functions that include trading costs and margins. The equilibrium identifies a relation between premiums, elasticities and recovery...

Persistent link: https://www.econbiz.de/10012943722