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Vertical limit pricing
Semenov, Aggey; Wright, Julian - 2011
Persistent link: https://www.econbiz.de/10009308933
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Shareholder lock-in contracts: share price and trading volume effects at the lock-in expiry
Angenendt, Peter-Paul; Goergen, Marc; Renneboog, Luc - In: Advances in corporate finance and asset pricing : [this …, (pp. 235-275). 2006
Persistent link: https://www.econbiz.de/10003318703
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Shareholder lock-in contracts : share price and trading volume effects at the lock-in expiry
Angenendt, Peter-Paul (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003198131
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Contractual Private Disclosure in Supply Chain and Managerial Learning from Stock Price
Pandey, Vivek - 2023
after suppliers enter a DF contract for the first time, compared to the corresponding change for control firms over the same … measured by return on assets, significantly improves after entering a DF contract, and the improvement is greater for suppliers … notion that suppliers, after entering a DF contract, increase the reliance on private demand forecasts from customers and, in …
Persistent link: https://www.econbiz.de/10014348988
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Risk-management criteria in the Latin-American stock markets : an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry
Lorenzo-Valdés, Arturo; Ruíz-Porras, Antonio - In: International journal of computational economics and … 5 (2015) 4, pp. 430-450
Persistent link: https://www.econbiz.de/10011440889
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Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution
Sigaukea, Caston; Makhwiting, Rhoda M.; Lesaoana, Maseka - In: African review of economics & finance : AREF : (a … 6 (2014) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10010422319
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market
Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27
Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of great importance to theorists and practitioners. Models used to estimate volatility forecasts are translated into better pricing of stocks and better risk management. The aim...
Persistent link: https://www.econbiz.de/10011901688
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of …
Persistent link: https://www.econbiz.de/10010399734