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Maximum drawdown and risk tolerances

Tavakoli Baghdadabad, Mohammad Reza - In: Review of Pacific Basin financial markets and policies 18 (2015) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011286060

Mutual funds herding behavior, sentiment, and market volatility

Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107

Persistent link: https://www.econbiz.de/10012613519

Mind the gap : inconsistencies between subjective and objective financial risk tolerance

Marinelli, Nicoletta; Mazzoli, Camilla; Palmucci, Fabrizio - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 219-230

Persistent link: https://www.econbiz.de/10012008700

Does systemic risk affect fund managers' tail risk-taking?

Xuan, Quansheng; Li, Zhiyong; Zhao, Tianyu - In: Pacific-Basin finance journal 83 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014491185

Investor Relations, Engagement, and Shareholder Activism

Chapman, Kimball; Miller, Gregory S.; Neilson, Jed; … - 2021

A dedicated investor relations (IR) function facilitates direct and ongoing dialogue between management and shareholders. This paper examines whether this form of engagement mitigates activism that relies upon support from other shareholders. We find that IR engagement is associated with...

Persistent link: https://www.econbiz.de/10013230898

The Capital Gains Lock-In Effect and Earnings Quality

Dimmock, Stephen G. - 2019

The taxation of realized capital gains creates a lock-in effect, increasing an investor's expected holding period. We show that the unrealized capital gains of mutual funds are positively associated with the earnings quality of their portfolio firms. Consistent with tax-induced lock-in, the...

Persistent link: https://www.econbiz.de/10012858020

The Change in Information Uncertainty and Acquirer Wealth Losses

Erickson, Merle - 2011

A large body of literature demonstrates that acquisitions are on average value-destroying for the acquirer. We investigate whether the change in the acquirer's information uncertainty contributes to acquirer wealth losses. Information uncertainty affects the discount rate (the cost of capital),...

Persistent link: https://www.econbiz.de/10013124334

Resolving Information Asymmetry Through Contractual Risk Sharing : The Case of Private Firm Acquisitions

Jansen, Mark - 2021

When private firms are acquired, buyers commonly rely on seller financing and earnouts. Using a novel database of private acquisitions, I find that seller financing and earnouts become more common as information asymmetry increases between the acquirer and the target. Financial statement audits...

Persistent link: https://www.econbiz.de/10013241013

Time-Series Variation in the Efficacy of Executive Risk-Taking Incentives : The Role of Uncertainty

Cadman, Brian D.; Campbell, John L.; Johnson, Ryan G. - 2021

Prior research establishes that boards of directors can encourage risk-averse managers to take risky actions by … providing stock options and severance pay. We demonstrate that the ability of these incentives to encourage risk-taking hinges … findings that stock option convexity encourages risk-taking, but find that this relation only holds when the level of …

Persistent link: https://www.econbiz.de/10013244475

Risk Analysis in Extended Enterprise Environments : Identification of Critical Risk Factors in B2B E-Commerce Relationships

Sutton, Steve G.; Khazanchi, Deepak; Hampton, Clark; … - 2014

The focus of this study is to identify the critical risk factors that can be used to assess the impact of B2B e …-commerce on overall enterprise risk. The Khazanchi and Sutton (2001) framework for B2B e-commerce assurance is applied as the … organizing conceptual model for the study. The framework focuses on three primary risk components: (1) technical risks, (2 …

Persistent link: https://www.econbiz.de/10014049609