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Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility
Han, Yufeng - 2010
the bias in the estimated idiosyncratic volatility. Motivated by this theory, our empirical results show that controlling …
Persistent link: https://www.econbiz.de/10013146713
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Non-Recourse Law, House Prices, and Household Consumption Volatility
Nam, Tong-yob; Oh, Seungjoon - 2022
Borrowers in states with non-recourse mortgage law face limited liability on their mortgage loans. We examine how non …
Persistent link: https://www.econbiz.de/10013312119
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Börsengang deutscher Unternehmen in den USA : Betrachtung aus kapitalmarkttheoretischer und strategischer Sicht
Toepfer, Thomas - 1999
Persistent link: https://www.econbiz.de/10001421059
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An instructional case : making the case for unlimited vacation days at Altech
Collier, Deirdre M.; Rozen, Hannah - In: Advances in accounting education : teaching and … 24 (2020), pp. 109-127
Persistent link: https://www.econbiz.de/10012587512
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Reducing medical malpractice loss reserve volatility through tort reform
Born, Patricia; Eastman, Evan M.; Viscusi, W. Kip - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 626-646
Persistent link: https://www.econbiz.de/10012387664
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The liability of volatility and how it changes over time among new ventures
Lundmark, Erik; Coad, Alexander; Frankish, Julian S.; … - In: Entrepreneurship theory and practice : ET&P 44 (2020) 5, pp. 933-963
Persistent link: https://www.econbiz.de/10012264441
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Non-fundamental exchange rate volatility and welfare
Straub, Roland; Tchakarov, Ivan - 2004
We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...
Persistent link: https://www.econbiz.de/10009636551
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Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.; Galí, Jordi - 1994
Persistent link: https://www.econbiz.de/10000883655
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768