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Costly self-insurance of rights offerings
Duong, Truong Xuan; Singh, Rajdeep; Tan, Eng Joo - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1251-1281
Persistent link: https://www.econbiz.de/10011535882
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Entropy-balanced accruals
McMullin, Jeff L.; Schonberger, Bryce - In: Review of accounting studies 25 (2020) 1, pp. 84-119
Persistent link: https://www.econbiz.de/10012231020
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Ownership structure and the choice of SEO issue method in the UK
Andrikopoulos, Panagiotis; Sun, Ji; Guo, Jie Michael - In: International journal of managerial finance : IJMF 13 (2017) 4, pp. 378-396
Persistent link: https://www.econbiz.de/10011763034
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Short-termism and capital flows
Fried, Jesse M.; Wang, Charles C. Y. - 2018
Persistent link: https://www.econbiz.de/10011901681
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Investment under uncertainty with financial constraints
Bolton, Patrick; Wang, Neng; Yang, Jinqiang - In: Journal of economic theory 184 (2019), pp. 1-58
Persistent link: https://www.econbiz.de/10012295332
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R&D manipulation and SEO pricing in the Chinese capital market : the information effect of inefficient investment
Liu, Duan; Wang, Lili; Yan, Jing; Wan, Hong - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014432683
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Cost asymmetry around seasoned equity offerings
Costa, Mabel D.; Opare, Solomon - In: Journal of behavioral and experimental finance 34 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013464947
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Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui; Seco, Luis; Wu, Lin-Liang Bill - In: Omega : the international journal of management science 57 (2015), pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
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Market runs of hedge funds during financial crises
Sung, Sangwook; Cho, Hoon; Ryu, Doojin - 2019
A hedge fund's capital structure is fragile because uninformed fund investors are highly loss sensitive and easily withdraw capital in response to bad news. Hedge fund managers, sharing common investors and interacting with each other through market price, sensitively react to other funds'...
Persistent link: https://www.econbiz.de/10011998890
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394