Narrow search
Showing 1 - 10 of 22,601
Cover Image
Measuring the Carbon Exposure of Institutional Investors
Choi, Darwin - 2020
We introduce a simple definition of carbon-intensive firms to measure institutional investors' exposure to the emission intensities of portfolio companies. The definition is based on major emission industry sectors identified by the Intergovernmental Panel on Climate Change (IPCC). All firms in...
Persistent link: https://www.econbiz.de/10012840102
Cover Image
Estimating hedge fund leverage
McGuire, Patrick M.; Tsatsaronis, Kostas - 2008
Persistent link: https://www.econbiz.de/10003773562
Cover Image
Measuring mutual fund herding : a structural approach
Frey, Stefan; Herbst, Patrick; Walter, Andreas - In: Journal of international financial markets, … 32 (2014), pp. 219-239
Persistent link: https://www.econbiz.de/10011299794
Cover Image
Professional Investors' Asset Measurement Preferences
Anderson, Spencer B.; Durney, Michael T.; Garavaglia, … - 2023
different asset measurement methods aid investment decisions. Surprisingly, evidence of actual resource providers’ views on this … common measurement methods. Overall, we find a general inclination for more assets measured at market price or discounted … cash flows. However, we document considerable variation in measurement preferences based on the type of asset (e …
Persistent link: https://www.econbiz.de/10014362307
Cover Image
Liquiditätsdynamik und optimale Orderaufteilungsstrategien
Griese, Knut - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003707351
Cover Image
Portfolio Diversification Dynamics as a Measure of Market Sentiment
Roger, Patrick - 2012
We build an original market sentiment index based solely on changes over time in the number of different stocks held by individual investors. No prices, returns or trading volumes enter the definition. As a consequence, our index is not contaminated by liquidity concerns present in measures...
Persistent link: https://www.econbiz.de/10013114086
Cover Image
Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding
Stein, Roberto - 2012
The concept of fund manager herding has been studied in depth, and the most widely used measure applied to this market-wide phenomena is the one incepted in Lakonishok, Shleifer & Vishny (1992), LSV. However, this measure has been much criticized, and its validity is still in doubt. This paper...
Persistent link: https://www.econbiz.de/10013100707
Cover Image
Portfolio Diversification Dynamics of Individual Investors : A New Measure of Investor Sentiment
Roger, Patrick - 2012
We build a new measure of investor sentiment only based on changes in diversification levels of individual investors' portfolios. The dynamics of the number of different stocks in portfolios is modelized as a Markov chain. We measure investor sentiment as the area above the cumulative...
Persistent link: https://www.econbiz.de/10013105067
Cover Image
Measuring the Disposition Effect
De Winne, Rudy - 2020
measurement approaches. First, based on empirical and simulation-based data, I show how results may differ across measures …
Persistent link: https://www.econbiz.de/10012844058
Cover Image
How to Gauge Investor Behavior? A Comparison of Online Investor Sentiment Measures
Ballinari, Daniele - 2019
Given the increasing interest in and the growing number of publicly available methods to estimate investor sentiment from social media platforms, researchers and practitioners alike are facing one crucial question - which is best to gauge investor sentiment? We compare the performance of daily...
Persistent link: https://www.econbiz.de/10012866832