Similar Search Results

Public opinion and executive compensation

Kuhnen, Camelia M. (contributor); … - 2010 - This version: May 2010

We inquire whether public opinion influences executive compensation. During 1992-2008 the negativity of press coverage of CEO pay varied significantly, with stock options being the most discussed pay component. We find that after more negative press coverage of CEO pay firms reduce option grants...

Persistent link: https://www.econbiz.de/10009698174

On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

An Industry-Level Analysis of a Pandemic's Impact on Stock Market Risk

Peterburgsky, Stanley - 2023

We examine stock market risk surrounding the COVID-19 pandemic at the industry level. We find that low-beta industries … experienced a significant increase in relative risk at the worst possible time. Shocks to market beta were not accompanied by … offsetting changes in loadings on other factors, suggesting that risk didn’t merely shift from one factor to another. The risk …

Persistent link: https://www.econbiz.de/10014258084

Unconventional Monetary Policy and Financialization of Commodities

Ordu-Akkaya, Beyza Mina - 2019

We examine whether volatility spillover between US equity and commodity markets has significantly changed with the heavy influx of index traders in commodity derivatives markets, which is a phenomenon referred to as financialization. Previous findings show that institutional traders enter...

Persistent link: https://www.econbiz.de/10012864250