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Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami

Liu, Hung-Chun; Hung, Jui-Cheng - In: Managerial Finance 36 (2010) October, pp. 860-875

Purpose – The purpose of this paper is to apply alternative GARCH-type models to daily volatility forecasting, and …

Persistent link: https://www.econbiz.de/10009275389

Does Underwriter Reputation Affect the Performance of IPO Issues?

Wang, Junbo; Liu, Sheen; Wu, Chunchi - In: Journal of Entrepreneurial Finance 8 (2003) 3, pp. 17-41

bankers underwriting their stocks. Similar to previous studies on well-developed stock markets, we find that the initial … return on the first day of trading is strongly positive for Chinese IPO stocks due to underpricing. This initial return is … trading day, we find that the cumulative return becomes negative but that stocks with more prestigious underwriters experience …

Persistent link: https://www.econbiz.de/10010790621

Tax Effects on the Value of Incentive Stock Options (ISOs) and the Decision to Go Public

Rhee, Thomas A. - In: Journal of Entrepreneurial Finance 1 (1991) 2, pp. 101-113

taxing laws regarding the ISO stocks, the ISOs have unique features differentiated from the regular stock call options. In … fact, a significant wealth can accrue to executives with the ISO stocks, when the firm’s stock becomes publicly traded …

Persistent link: https://www.econbiz.de/10010790672

STORAGE – INTEGRAL COMPONENT OF THE LOGISTIC SYSTEM

TUDOR, Florin; BUDICA, Andrei Bogdan; BUDICA, Ilie; … - In: Annals of University of Craiova - Economic Sciences Series 1 (2014) 42, pp. 99-106

space storage of stocks of goods. This paper aims to show the role and importance of storage in the logistics system …

Persistent link: https://www.econbiz.de/10010798227

Optimal investing stopping in stochastic environment

Xu, Shuang; Zhang, Ran - In: China Finance Review International 3 (2013) April, pp. 164-185

Purpose – The purpose of this paper is to investigate how to determine optimal investing stopping time in a stochastic environment, such as with stochastic returns, stochastic interest rate and stochastic expected growth rate. Design/methodology/approach – Transformation method was used for...

Persistent link: https://www.econbiz.de/10010688411

Why do firms cross-list their shares on foreign exchanges? A review of cross-listing theories and empirical evidence

Dodd, Olga - In: Review of Behavioral Finance 5 (2013) February, pp. 77-99

Purpose – Financial markets’ integration and technological advances in equity trading may have reduced the potential benefits from listing a firm's shares on a foreign exchange. Nevertheless, a significant number of firms continue to cross-list every year. This paper examines the recent...

Persistent link: https://www.econbiz.de/10010691538

Incorporating equity market information into supervisory monitoring models

Krainer, John; Lopez, Jose A. - Federal Reserve Bank of San Francisco - 2001

for forecasting supervisory ratings and should be incorporated into supervisory monitoring models. …

Persistent link: https://www.econbiz.de/10010702211

Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?

Christopher, Rachel; Kim, Suk-Joong; Wu, Eliza - In: Journal of International Financial Markets, … 22 (2012) 4, pp. 1070-1089

We investigate the permanent and transitory effects of sovereign credit ratings on time-varying stock and bond market correlations with their respective regional markets for a sample of up to nineteen emerging countries over the period from 1 January 1994 to 1 July 2007. We find that stock and...

Persistent link: https://www.econbiz.de/10010702729

Exchange ratio determination in a market equilibrium

Moretto, Enrico; Rossi, Stefano - In: Managerial Finance 34 (2008), pp. 262-270

applicable only to companies whose stocks are traded on a financial market. Empirical test of the exchange ratio formula (using …

Persistent link: https://www.econbiz.de/10010757356

Exchange ratio determination in a market equilibrium

Moretto, Enrico; Rossi, Stefano - In: Managerial Finance 34 (2008), pp. 262-270

applicable only to companies whose stocks are traded on a financial market. Empirical test of the exchange ratio formula (using …

Persistent link: https://www.econbiz.de/10010757780