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Zur Fraud-on-the-Market-Theorie im US-amerikanischen informationellen Kapitalmarktrecht : theoretische Grundlagen, Rechtsprechungsentwicklung und Materialien

Bischof, Jannis - 2005

Persistent link: https://www.econbiz.de/10013443251

Media trading groups and short selling manipulation

Jarrow, Robert A.; Li, Siguang - In: Quantitative finance 23 (2023) 7/8, pp. 1035-1052

Persistent link: https://www.econbiz.de/10014321662

How can AI be used to target market manipulation? an overview of techniques and systems that can be used to ID market manipulation

Morgan, Deborah; Larkin, Charles - In: Themes in alternative investments, (pp. 101-114). 2024

Persistent link: https://www.econbiz.de/10014636847

Market manipulation rules and IPO underpricing

Huu Nhan Duong; Goyal, Abhinav; Kallinterakis, Vasileios; … - In: The journal of corporate finance : contracting, … 67 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013209754

Is Information Uncertainty Diversifiable? A Short Bayesian Answer

Johnstone, David - 2015

The properties of information, including "information uncertainty", can be understood only Bayesianly. Common formulations that define information uncertainty in terms of just statistical "precision" (i.e. sampling variance), or any one estimator characteristic (e.g. bias), are inadequate for...

Persistent link: https://www.econbiz.de/10013019904

Are Reinvested Earnings a Substitute for Dividends?

Goldberg, Elliot - 2018

Irrelevancy theory to function as published by M&M over 30 years ago. It makes the theory appear more mathematical fata morgana …

Persistent link: https://www.econbiz.de/10012911752

How the Risk Premium Factor Model and Loss Aversion Solve the Equity Premium Puzzle

Hassett, Stephen D. - 2019

relationship with loss aversion coefficients associated with Prospect Theory (Kahneman and Tversky, 1979) suggest it as a solution …

Persistent link: https://www.econbiz.de/10012906021

Information Asymmetry, Non-Learnable Payoff and the Cost of Capital

Qiu, Zhigang; Zheng, Weinan - 2021

This paper examines the roles of information differences among informed investors (information asymmetry) in the determination of a firm's cost of capital and price informativeness when the risky asset payoff contains a non-learnable component. The existence of non-learnable payoff...

Persistent link: https://www.econbiz.de/10013220263

A Model of Momentum

Liu, Laura Xiaolei - 2011

Optimal investment of firms implies that expected stock returns are tied with the expected marginal benefit of investment divided by the marginal cost of investment. Winners have higher expected growth and expected marginal productivity (two major components of the marginal benefit of...

Persistent link: https://www.econbiz.de/10013132883

Does Q-Theory with Investment Frictions Explain Anomalies in the Cross-Section of Returns?

Li, Dongmei - 2011

Q-theory predicts that investment frictions steepen the relation between expected returns and firm investment. Using … constrained firms. There is no evidence that q-theory with investment frictions explains the investment growth, net stock issues …, abnormal corporate investment, or net operating assets anomalies. Limits-to-arbitrage proxies dominate q-theory with investment …

Persistent link: https://www.econbiz.de/10013133882