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Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect

Procasky, William J.; Raja, Zubair Ali; Oyotode, Renée - In: International journal of portfolio analysis and … 2 (2018) 2, pp. 114-140

Persistent link: https://www.econbiz.de/10012253640

Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors

Procasky, William J. - In: Journal of financial markets 54 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013273142

The relative efficiency of investment grade credit and equity markets

Procasky, William J. - In: International Journal of Financial Markets and … 9 (2023) 1/2, pp. 43-58

Persistent link: https://www.econbiz.de/10014311699

The impact of gender-diverse board and institutional investors on accruals management

Oyotode-Adebile, Renee; Hibbert, Ann Marie; Shankar, … - In: Journal of behavioral and experimental finance 34 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013464894

Board gender diversity and US corporate bonds

Oyotode-Adebile, Renee M.; Raja, Zubair Ali - In: International Journal of Managerial Finance 15 (2019) 5, pp. 771-791

Purpose: The purpose of this paper is to examine the impact of board gender diversity on bond terms and bondholders’ returns. Design/methodology/approach: The authors perform pooled OLS regression, simultaneous regressions and propensity score matching to a panel data set of bond data for 319...

Persistent link: https://www.econbiz.de/10012070392

Do investors trade industry sector-based credit risk differently than systematic credit risk?

Procasky, William J.; Petrus, Brian - In: The journal of alternative investments : JAI 24 (2021) 2, pp. 106-123

Persistent link: https://www.econbiz.de/10012656040

Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?

Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490

Persistent link: https://www.econbiz.de/10013287989

Terrorism and its impact on the cost of debt

Procasky, William J.; Ujah, Nacasius U. - In: Journal of international money and finance 60 (2016), pp. 253-266

Persistent link: https://www.econbiz.de/10011660874

Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets

Procasky, William J.; Yin, Anwen - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014247017

The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets

Procasky, William J.; Yin, Anwen - In: International review of financial analysis 90 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014470587