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Incomplete financial markets and jumps in asset prices

Crès, Hervé; Markeprand, Tobias; Tvede, Mich - 2009

Persistent link: https://www.econbiz.de/10003859940

Incomplete financial markets and jumps in asset prices

Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219

Persistent link: https://www.econbiz.de/10011554148

Incomplete Financial Markets and Jumps in Asset Prices

Cres, Hervé - 2009

incomplete financial markets may increase volatility in asset prices significantly …

Persistent link: https://www.econbiz.de/10013157819

The impact of financial leverage on the variance of stock returns

Aharon, David Yechiam; Yagil, Yossi - In: International Journal of Financial Studies : open … 7 (2019) 1/14, pp. 1-18

This paper investigates the direct theoretical relationship between the variance of stock returns (σ2E) and financial leverage (L) considering both corporate and personal taxes. Using a dataset of U.S. industrial firms, we examine the variance of stock returns as a function of the firm’s...

Persistent link: https://www.econbiz.de/10012038522