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Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657

Persistent link: https://www.econbiz.de/10010507943

Measuring the financial soundness of U.S. firms, 1926-2012

Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - In: Research in economics : an international review of economics 71 (2017) 3, pp. 613-635

Persistent link: https://www.econbiz.de/10011878948

Corporate campaign contributions as a predictor for abnormal stock returns after presidential elections

Huber, Jürgen; Kirchler, Michael - 2008

Contributions by investor-owned companies play major roles in financing the campaigns of candidates for elective office in the United States. We look at the presidential level and analyze contributions by companies before an election and their stock market performance following US presidential...

Persistent link: https://www.econbiz.de/10009733230

Corporate campaign contributions as a predictor for abnormal stock returns after presidential elections

Huber, Jürgen; Kirchler, Michael - 2008

Persistent link: https://www.econbiz.de/10003877194

Market microstructure effects on firm default risk evaluation

Barsotti, Flavia; Sanfelici, Simona - In: Econometrics : open access journal 4 (2016) 3, pp. 1-31

estimation plays a key role in its evaluation. Assuming a structural credit risk modeling approach, we study the impact of … effects of different non-parametric estimation techniques on default probability evaluation. The impact of the non …

Persistent link: https://www.econbiz.de/10011506497

An alternative approach to estimation of the probability of default for commercial entities: the modified KMV Merton model

Njeru, Andrew Kioi - 2019

We carry out an empirical test of KMV model for using private companies that are not listed on a stock exchange and in doing so, substitute book values for market values and fluctuations of bank account balances for volatility of stock prices. This study reveals a surprising effectiveness of the...

Persistent link: https://www.econbiz.de/10012801649

GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets

Corelli, Angelo - In: International journal of bonds and derivatives 4 (2018) 1, pp. 52-62

Persistent link: https://www.econbiz.de/10012253412

Subprime credit, idiosyncratic risk, and foreclosures

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 175-189

Persistent link: https://www.econbiz.de/10012297241

Bankruptcy of Lehman Brothers : determinants of cross-country impacts on stock market volatility

Daehwan, Kim; Song, Chi-young - In: International journal of economics and financial issues … 7 (2017) 3, pp. 210-219

Persistent link: https://www.econbiz.de/10011819833

Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility

Forte, Santiago; Lovreta, Lidija - In: The journal of corporate finance : contracting, … 79 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014250993

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