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Stock options and managers' incentives to cheat

Chesney, Marc; Gibson, Rajna - In: Review of derivatives research 11 (2008) 1/2, pp. 41-59

Persistent link: https://www.econbiz.de/10003829532

Does market irrationality in the media affect stock returns?

Gibson, Rajna; Hemmens, Christopher; Trépanier, Mathieu - 2015

This paper investigates whether news suggestive of irrationality within financial markets have an impact on stock returns. We construct a lexicon of words for 'market irrationality' and score daily news articles based on the number and proportion of words they contain from the lexicon. We find...

Persistent link: https://www.econbiz.de/10011412095

Reinsurance or securitization : the case of natural catastrophe risk

Gibson, Rajna; Habib, Michel Antoine; Ziegler, Alexandre - In: Journal of mathematical economics 53 (2014), pp. 79-100

Persistent link: https://www.econbiz.de/10011297141

Performance in the hedge fund industry : an analysis of short- and long-term persistence

Gyger, Sébastien; Bares, Pierre-Antoine; Gibson, Rajna - In: Hedge funds : insights in performance measurement, risk …, (pp. 297-321). 2005

Persistent link: https://www.econbiz.de/10003137983

A theoretical analysis of the liquidity risk premium embedded in the prices of voting and non-voting stocks

Beiner, Nicole; Gibson, Rajna - In: The journal of corporate finance : contracting, … 5 (1999) 3, pp. 209-225

Persistent link: https://www.econbiz.de/10001427640

Deregulation and privatisation : evidence from the telecommunications industry in Europe and implications for Switzerland

Wasserfallen, Walter; Müller, Stefan - In: Economic policy in Switzerland, (pp. 249-270). 1997

Persistent link: https://www.econbiz.de/10001299687

State space symmetry and two-factor option pricing models

Chesney, Marc - In: Advances in futures and options research : a research annual 8 (1995), pp. 85-112

Persistent link: https://www.econbiz.de/10001211306

Stock market performance and the term structure of credit spreads

Demchuk, Andriy; Gibson, Rajna - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 863-887

Persistent link: https://www.econbiz.de/10003402931

Recovery risk in stock returns

Akgun, Aydin; Gibson, Rajna - 1999

Persistent link: https://www.econbiz.de/10001641808

Reducing asset substitution with warrant and convertible debt issues

Chesney, Marc; Gibson, Rajna - In: The journal of derivatives : the official publication … 9 (2001) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10001618908

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