Narrow search
Showing 1 - 10 of 167,089
Cover Image
Intraday jumps, liquidity, and U.S. macroeconomic news : evidence from exchange traded funds
Jurdi, Doureige J. - In: Journal of risk and financial management : JRFM 13 (2020) 6/118, pp. 1-20
This paper uses two highly liquid S&P 500 and gold exchange-traded funds (ETFs) to evaluate the impact of liquidity and … ability of liquidity variables to predict intraday jumps persists after controlling for news surprises. Results show that …
Persistent link: https://www.econbiz.de/10012305143
Cover Image
Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size … to establish the long/short-run impact of financial distress and liquidity crisis on these premiums during recessionary … liquidity crisis. On the other hand, size, value and investment premiums rise with financial distress/liquidity crisis, only …
Persistent link: https://www.econbiz.de/10013545890
Cover Image
Acquisitions as a means of restructuring firms in Chapter 11
Hotchkiss, Edith S.; Mooradian, Robert M. - In: Journal of financial intermediation 7 (1998) 3, pp. 240-262
Persistent link: https://www.econbiz.de/10001351958
Cover Image
Intra and inter-industry effects of Reit bankruptcy
Durr, David W. - In: Journal of business and economic perspectives 24 (1998) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10001355341
Cover Image
Contagion and competitive intra-industry effects of bankruptcy announcements : an empirical analysis
Lang, Larry H. P. - In: Journal of financial economics 32 (1992) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001131938
Cover Image
Does the bond market predict bankruptcy settlements?
Eberhart, Allan C. - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 943-980
Persistent link: https://www.econbiz.de/10001132035
Cover Image
A brief review of catastrophe theory and a test in a corporate failure context
Gregory-Allen, Russell B. - In: The financial review : the official publication of the … 26 (1991) 2, pp. 127-155
Persistent link: https://www.econbiz.de/10001143191
Cover Image
Liquidity and execution costs in equity markets : how to define, measure, and compare them
Hasbrouck, Joel - In: The journal of portfolio management : a publication of … 14 (1988) 3, pp. 10-16
Persistent link: https://www.econbiz.de/10001114937
Cover Image
The risk behavior of equity of firms approaching bankruptcy
Johnson, Dana J. - In: The journal of financial research 12 (1989) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10001064204
Cover Image
A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W. - In: Journal of economics & business 40 (1988) 4, pp. 319-333
Persistent link: https://www.econbiz.de/10001069780