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Investor sentiment, limited arbitrage, and the cash holding effect
Li, Xiafei; Luo, Di - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2141-2168
Persistent link: https://www.econbiz.de/10011804685
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Predicting financial distress and the performance of distressed stocks
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - In: Journal of investment management : JOIM 9 (2011) 2, pp. 14-34
Persistent link: https://www.econbiz.de/10009305618
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Predicting Financial Distress and the Performance of Distressed Stocks
Campbell, John Y. - 2011
In this paper, we consider the measurement and pricing of distress risk.We present a model of corporate failure in which accounting and market-based measures forecast the likelihood of future financial distress. Our best model is more accurate than leading alternative measures of corporate...
Persistent link: https://www.econbiz.de/10013125775
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Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market
Jiang, Hao; Li, Yi; Sun, Zheng; Wang, Ashley - In: Journal of financial economics 143 (2022) 1, pp. 277-302
Persistent link: https://www.econbiz.de/10013350649
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Volatility
Bandi, Federico M.; Russell, Jeffrey R. - In: Financial engineering, (pp. 183-222). 2008
Persistent link: https://www.econbiz.de/10003567122
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Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
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Proportional transaction costs on asset trades : a note on existence by homotopy methods
Citanna, Alessandro - 2001
Persistent link: https://www.econbiz.de/10001564645
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The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James; Xuan Vinh Vo - In: International review of financial analysis 27 (2013), pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
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Tokenomics : Dynamic Adoption and Valuation
Cong, Lin William; Li, Ye; Wang, Neng - 2021
We develop a dynamic asset-pricing model of cryptocurrencies/tokens that allow users to conduct peer-to-peer transactions on digital platforms. The equilibrium value of tokens is determined by aggregating heterogeneous users' transactional demand rather than discounting cashflows as in standard...
Persistent link: https://www.econbiz.de/10013314305
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Tokenomics : Dynamic Adoption and Valuation
Cong, Lin William - 2020
We develop a dynamic asset-pricing model of cryptocurrencies/tokens that allow users to conduct peer-to-peer transactions on digital platforms. The equilibrium value of tokens is determined by aggregating heterogeneous users' transactional demand rather than discounting cashflows as in standard...
Persistent link: https://www.econbiz.de/10012481805