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Donnelly, Ryan - In: Applied mathematical finance 29 (2022) 3, pp. 181-212

Persistent link: https://www.econbiz.de/10013554798

Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020

We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for two nested portfolio sets based on subsampling and...

Persistent link: https://www.econbiz.de/10012219063

Logistics and stock market inter-dependence : the case of China

Cai, Jinghan; Li, Xiaobing - In: International journal of logistics economics and … 7 (2018) 3, pp. 292-306

Persistent link: https://www.econbiz.de/10012039576

The effect of mergers and acquisitions announcements on shareholder value of Chinese logistics companies

Liu, Weihua; Si, Cheng; Peng, Xiaosong - In: International journal of shipping and transport … 12 (2020) 4, pp. 340-366

Persistent link: https://www.econbiz.de/10012256845

The impact of mergers and acquisitions on shareholders' wealth in the logistics service industry

Kiesel, Florian; Ries, Jörg-Martin; Tielmann, Artur - In: International journal of production economics 193 (2017), pp. 781-797

Persistent link: https://www.econbiz.de/10011758650

Reprint of "The impact of mergers and acquisitions on shareholders' wealth in the logistics service industry"

Kiesel, Florian; Ries, Jörg-Martin; Tielmann, Artur - In: International journal of production economics 194 (2017), pp. 261-277

Persistent link: https://www.econbiz.de/10011785118

Effect of intelligent logistics policy on shareholder value : evidence from Chinese logistics companies

Liu, Weihua; Wang, Siyu; Lin, Yong; Xie, Dong; Zhang, Jiahui - In: Transportation research / E : an international journal 137 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012236701

Effect of intelligent logistics policy briefings on shareholder value : evidence from Chinese logistics companies

Liu, Weihua; Wang, Siyu; Liang, Yanjie; Jin, Rui - In: International journal of logistics : research and … 26 (2023) 3, pp. 233-256

Persistent link: https://www.econbiz.de/10014232278

Optimal liquidation under stochastic price impact

Barger, Weston; Lorig, Matthew - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012012935

Optimal dividend policy and stock prices

Li, Weiping - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10012284594

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