Narrow search
Showing 1 - 10 of 121
Cover Image
Credit Spread Changes and Equity Volatility: Evidence from Daily Data
Hibbert, Ann Marie; Pavlova, Ivelina; Barber, Joel; … - In: The financial review : the official publication of the … 46 (2011) 3, pp. 357-384
Persistent link: https://www.econbiz.de/10009178223
Cover Image
Credit spreads and regime shifts
Pavlova, Ivelina; Hibbert, Ann Marie; Barber, Joel R.; … - In: The journal of fixed income 25 (2015) 1, pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
Cover Image
Credit spread changes and equity volatility : evidence from daily data
Hibbert, Ann Marie; Pavlova, Ivelina; Barber, Joel R.; … - In: The financial review : the official publication of the … 46 (2011) 3, pp. 357-383
Persistent link: https://www.econbiz.de/10009271353
Cover Image
Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
Cover Image
Accounting irregularities and failure to deliver : an examination of the relationship between naked short sales and restatements
Boyd, Naomi E.; Hibbert, Ann Marie; Pavlova, Ivelina - In: Managerial finance 40 (2014) 8, pp. 770-786
Persistent link: https://www.econbiz.de/10010393652
Cover Image
Accounting Irregularities and Failure to Deliver : An Examination of the Relationship between Naked Short Sales and Restatements
Boyd, Naomi E. - 2015
This article examines the relationship between naked short selling and accounting irregularities that cause a firm to issue a restatement. Using the level of fails to deliver as a proxy for naked short selling, we find evidence of increased naked short selling in anticipation, as well as in...
Persistent link: https://www.econbiz.de/10013016830
Cover Image
The drivers of sovereign CDS spread changes : local versus global factors
Hibbert, Ann Marie; Pavlova, Ivelina - In: The financial review : the official publication of the … 52 (2017) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10011734600
Cover Image
Performance dispersion among target date funds
Pavlova, Ivelina; Hibbert, Ann Marie - In: The journal of asset management : a major new, … 25 (2024) 4, pp. 369-382
Persistent link: https://www.econbiz.de/10014583490
Cover Image
Accounting irregularities and failure to deliver: An examination of the relationship between naked short sales and restatements
Boyd, Naomi E.; Hibbert, Ann Marie; Pavlova, Ivelina - In: Managerial Finance 40 (2014), pp. 770-786
Purpose -The purpose of this paper is to examine the relationship between naked short selling and accounting irregularities that cause a firm to issue a restatement. Design/methodology/approach - Using the level of abnormal fails-to-deliver as a proxy for naked short selling, the paper looks for...
Persistent link: https://www.econbiz.de/10010812062
Cover Image
Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: Journal of Futures Markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010826642