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Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks

Ising, Jan - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003386339

Leverage and the price volatility of equity shares in equilibrium

Drees, Burkhard; Eckwert, Bernhard - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 155-167

Persistent link: https://www.econbiz.de/10001509383

A regression analysis of the effects of option introduction on stock variances

Freund, Steven - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 25-38

Persistent link: https://www.econbiz.de/10001219483

Price limit performance : evidence from the Tokyo Stock Exchange

Kim, Kenneth A. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 885-901

Persistent link: https://www.econbiz.de/10001222411

Stock price volatility in a multiple security overlapping generations model

Spiegel, Matthew - In: The review of financial studies 11 (1998) 2, pp. 419-447

Persistent link: https://www.econbiz.de/10001244457

Measuring the predictable variation in stock and bond returns

Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630

Persistent link: https://www.econbiz.de/10001227982

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

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

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

Stock returns after major price shocks : the impact of information

Savor, Pavel - In: Journal of financial economics 106 (2012) 3, pp. 635-659

Persistent link: https://www.econbiz.de/10009710154

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