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Zulassung von Hedge-Fonds in Deutschland: Fluch oder Segen?

Erke, Burkhard; Marquardt, Ralf-M. - In: Wirtschaftsdienst 84 (2004) 5, pp. 309-316

Seit Jahresanfang ist in Deutschland die Auﬂage von Hedge-Fonds erlaubt. In der Beurteilung solcher Fonds gibt es … allgemeine Aussagen über Hedge-Fonds möglich? …

Persistent link: https://www.econbiz.de/10010303081

The information content in a volatility index for Spain

Gonzalez-Perez, Maria T.; Novales, Alfonso - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 2, pp. 185-216

A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish financial market.We use a public data set of daily option prices to compute this index and showthat daily changes in VIBEXNEW display a negative, tight contemporaneous...

Persistent link: https://www.econbiz.de/10010333080

Target Price Accuracy

Kerl, Alexander G. - In: BuR - Business Research 4 (2011) 1, pp. 74-96

This study analyzes the accuracy of forecasted target prices within analysts' reports. We compute a measure for target price forecast accuracy that evaluates the ability of analysts to exactly forecast the ex-ante (unknown) 12-month stock price. Furthermore, we determine factors that explain...

Persistent link: https://www.econbiz.de/10010421358

The Regulation of Short Sales and its Reform

Avgouleas, Emilios - In: CESifo DICE Report 08 (2010) 1, pp. 24-27

Persistent link: https://www.econbiz.de/10011696693

Do short selling and margin trading affect price randomness?

Enkhzul, Mendee; Jun, Sang-Gyung - In: Global Business & Finance Review (GBFR) 26 (2021) 3, pp. 1-13

Purpose: Both short sellers and margin traders believe in active investment. However, they have the opposite opinions about the prediction of future share price direction: while short sellers are those who predict future price declines, investors buying on margin are those who predict future...

Persistent link: https://www.econbiz.de/10013185585

Short seller, firm, and auditor behavior

Chun, Jongeun; Yang, Joonsun - In: Global Business & Finance Review (GBFR) 26 (2021) 3, pp. 51-67

Purpose: Although a small part of arbitrage trading, short selling has a significant impact on capital markets. This study empirically examines relationships among short selling, earnings managements, and auditor behaviors. Design/methodology/approach: We employed short selling and abnormal...

Persistent link: https://www.econbiz.de/10013185588

Eficacia de las prohibiciones de las ventas en corto en España

Martínez, Raúl Gómez; Vianes, Jessica Paule; … - In: Revista de Métodos Cuantitativos para la Economía y … 26 (2018), pp. 250-268

This paper studies the influence of short sales bans on the Spanish stock market, and its objective is to know if this corrective measure has had positive effects on the market. To determine this influence, we have studied the profitability, risk and liquidity of Ibex 35 in the period between...

Persistent link: https://www.econbiz.de/10014494505

Margin trading, short selling, and bond yield spread

Gao, Kaijuan; Lin, Wanfa - In: China Journal of Accounting Research 11 (2018) 1, pp. 51-70

Using a quasi-natural experiment, this study examines the effects of margin trading and short selling on bond yield spread in China. It finds that both margin trading and short selling can reduce bond yield spread. Additionally, it finds that margin trading lowers firms' debt ratios and...

Persistent link: https://www.econbiz.de/10011937051

The Short Selling Regulation in the EU: Assessing the Authorization Granted for ESMA to Prohibit Short Selling

Huhtilainen, Matias - In: European Journal of Government and Economics (EJGE) 6 (2017) 1, pp. 5-23

The paper discusses the renewed short selling regulation (Regulation (EU (No 236/2012) in the European Union. The focus is on the provisions that deal with prohibiting short selling in exceptional market circumstances. The Regulation further enforces certain obligations to report and disclose...

Persistent link: https://www.econbiz.de/10012217985

Hedge ratios for short and leveraged ETFs

Schubert, Leo - In: Atlantic Review of Economics 1 (2011), pp. 1-33

management the ETFs with negative leverage factors can also be applied for the hedge or cross hedge of a portfolio. These hedging … case that a bearish market is supposed, minimizing the variance of the hedge seems not to obtain better hedging results … return high leverage factors should not be used for hedging, due to the higher volatility and target-shortfall probability. …

Persistent link: https://www.econbiz.de/10010290046

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