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Efficient multipowers
Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
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The semi-strong efficiency debate : in search of a new testing framework
Ziliotto, Arianna; Serati, Massimiliano - In: Research in international business and finance 34 (2015), pp. 412-438
Persistent link: https://www.econbiz.de/10011326196
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The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
Persistent link: https://www.econbiz.de/10001642289
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Foreign exchange market efficiency tests in Sub-Saharan Africa
Aron, Janine - In: Journal of African economies 6 (1997) 3, pp. 150-192
Persistent link: https://www.econbiz.de/10001337795
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Testing foreign exchange market efficiency : evidence from daily and weekly data from Japanese and Australian foreign exchange markets
Salim, Ruhul A. - In: Asian economies 24 (1995) 2, pp. 70-88
Persistent link: https://www.econbiz.de/10001186055
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Asset Issuance in Over-the-Counter Markets
Bethune, Zachary - 2018
its efficiency depend on how investors split the surplus in secondary market trade. If buyers get most of the surplus in … account the full social value of an asset when trading. We propose a tax/subsidy scheme and show how it restores efficiency …
Persistent link: https://www.econbiz.de/10012932433
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Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency
Kalnina, Ilze - 2015
We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the CBOE volatility index (VIX) or the Black-Scholes implied...
Persistent link: https://www.econbiz.de/10013034657
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Asset issuance in over-the-counter markets
Bethune, Zachary; Sultanum, Bruno; Trachter, Nicholas - 2017
Persistent link: https://www.econbiz.de/10011795530
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Labor investment efficiency and cash flow volatility
Huang, Xinhui; Tarkom, Augustine - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014234135
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Labor Investment Efficiency and Cash Flow Volatility
Huang, Xinhui; Tarkom, Augustine - 2022
We investigate the association between cash flow volatility and labor investment efficiency using a sample of US …-listed firms from 2000 to 2021. We document a positive association between cash flow volatility and labor investment efficiency. We … also document that dividend-paying firms are associated with higher labor investment efficiency; however, we estimated a …
Persistent link: https://www.econbiz.de/10013404863