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Optimizing the retirement portfolio : asset allocation, annuitization, and risk aversion
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2006
Persistent link: https://www.econbiz.de/10003354841
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Firms' histories and their capital structures
Kayhan, Ayla; Titman, Sheridan - In: Journal of financial economics 83 (2007) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10003410353
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Performance of debt free firms
Zaher, Tarek S. - In: Managerial finance 36 (2010) 6, pp. 491-501
Persistent link: https://www.econbiz.de/10003990880
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Firms' histories and their capital structures
Kayhan, Ayla; Titman, Sheridan - 2004
Persistent link: https://www.econbiz.de/10002097582
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Corporate debt and stock returns : evidence from U.S. firms during the 2020 oil crash
Arezki, Rabah; Cho, Caleb; Nguyen, Ha; Nguyen, Kate; … - 2022
This paper explores the effect of oil price fluctuations on the stock returns of U.S. oil firms using a strategy of identification through heteroskedasticity exploiting the 2020 oil crash. Results are twofold. First, we find that a decline in oil prices statistically significantly reduces stock...
Persistent link: https://www.econbiz.de/10013205096
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Corporate Debt and Stock Returns : Evidence from U.S. Firms During the 2020 Oil Crash
Arezki, Rabah; Cho, Caleb; Nguyen, Ha; Nguyen, Kate; … - 2022
This paper explores the effect of oil price fluctuations on the stock returns of U.S. oil firms using a strategy of identification through heteroskedasticity exploiting the 2020 oil crash. Results are twofold. First, we find that a decline in oil prices statistically significantly reduces stock...
Persistent link: https://www.econbiz.de/10014083040
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Corporate Debt and Stock Returns : Evidence from U.S. Firms during the 2020 Oil Crash
Arezki, Rabah - 2022
This paper explores the effect of oil price fluctuations on the stock returns of U.S. oil firms using an identification strategy through heteroskedasticity, exploiting the 2020 oil price crash. The results are twofold. First, a decline in oil prices significantly reduces oil firms' stock...
Persistent link: https://www.econbiz.de/10013413797
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Corporate Debt and Stock Returns : Evidence from U.S. Firms during the 2020 Oil Crash
Arezki, Rabah; Cho, Caleb; Nguyen, Ha; Nguyen, Kate; … - 2022
This paper explores the effect of oil price fluctuations on the stock returns of U.S. oil firms using an identification strategy through heteroskedasticity, exploiting the 2020 oil price crash. The results are twofold. First, a decline in oil prices significantly reduces oil firms' stock...
Persistent link: https://www.econbiz.de/10013545546
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Public funds and private capital markets : the investment practices and performance of state and local pension funds
Coronado, Julia Lynn; Engen, Eric M.; Knight, Brian G. - In: National tax journal 56 (2003) 3, pp. 579-594
Persistent link: https://www.econbiz.de/10002009130