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A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2014

Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...

Persistent link: https://www.econbiz.de/10011110482

Share repurchases, signaling effect and implications for corporate governance: Evidence from India

Reddy, Kotapati Srinivasa; Nangia, Vinay Kumar; … - Volkswirtschaftliche Fakultät, … - 2013

It is worth mentioning that a great deal of financial liberalization, privatization and internationalization policies in emerging economies have significantly increased the corporate restructuring activities like mergers, acquisitions, share repurchases, and stock splits, among others. Indeed,...

Persistent link: https://www.econbiz.de/10011110702

Systemic Liquidity Crisis with Dynamic Haircuts

Sever, Can - Volkswirtschaftliche Fakultät, … - 2014

In this paper, using network tools, I analyse systemic impacts of liquidity shocks in interbank market in case of … endogenous haircuts. Gai, Haldane and Kapadia (2011) introduce a benchmark for liquidity crisis following haircut shocks, and … liquidity level and distribution on crisis. As well as aggregate and idiosyncratic shocks, by considering possible correlations …

Persistent link: https://www.econbiz.de/10011111629

The Financial Lobby and Impact of Other Stakeholders in the EU: A good model for emancipation of the financial system in Kosovo

govori, fadil - Volkswirtschaftliche Fakultät, … - 2012

Lobbying is a phenomenon which is already present in all political systems and it is not surprising if you consider the issue of lobbying within the formal structures of governance of financial markets and financial industry in the EU and Kosovo. However, the complex and inscrutable...

Persistent link: https://www.econbiz.de/10011113468

Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...

Persistent link: https://www.econbiz.de/10011113939

Inhomogeneous Long-Range Percolation for Real-Life Network Modeling

Deprez, Philippe; Hazra, Rajat Subhra; Wüthrich, Mario V. - In: Risks 3 (2015) 1, pp. 1-23

The study of random graphs has become very popular for real-life network modeling, such as social networks or financial networks. Inhomogeneous long-range percolation (or scale-free percolation) on the lattice Zd, d ≥ 1, is a particular attractive example of a random graph model because it...

Persistent link: https://www.econbiz.de/10011114941

Decomposing US Money Supply Changes since the Financial Crisis

Robinson, Richard; Nasser, Marwan El - In: International Journal of Financial Studies 1 (2013) 2, pp. 32-44

liquidity in the form of currency and demand deposits. As a result, the money-supply multipliers substantially decreased, so …

Persistent link: https://www.econbiz.de/10011029800

Acknowledgement to Reviewers of the International Journal of Financial Studies in 2013

IJFS Editorial Office - In: International Journal of Financial Studies 2 (2014) 1, pp. 144-144

The editors of the International Journal of Financial Studies would like to express their sincere gratitude to the following reviewers for assessing manuscripts in 2013. [...]

Persistent link: https://www.econbiz.de/10011029801

Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets

Günay, Samet - In: International Journal of Financial Studies 2 (2014) 4, pp. 315-334

. According to the results, bear periods have higher volatility persistency than bull periods. …

Persistent link: https://www.econbiz.de/10011029802

Incumbent Decisions about Succession Transitions in Family Firms: A Conceptual Model

Boyd, Britta; Botero, Isabel C.; Fediuk, Tomasz A. - In: International Journal of Financial Studies 2 (2014) 4, pp. 335-358

In the family business literature, succession research has focused on the family member as they enter the leadership role or on the different issues that affect the succession process. Although researchers have acknowledged that succession in family businesses is “punctuated” by decision...

Persistent link: https://www.econbiz.de/10011029803