Results 131 to 140 of about 134,260 (327)
European Management Review, EarlyView.Abstract The last decade has witnessed increased demand by employers and workers for greater flexibility, especially regarding remote and hybrid work. There has therefore been a substantial increase in academic interest in coworking, including within business and management studies. We conduct a systematic literature review of research on coworking and
Jennifer Johns +5 more
wiley +1 more source
The Economic Consequences of Social Unrest: Evidence from Initial Public Offerings
European Financial Management, EarlyView.ABSTRACT Prior research attributes negative stock market performance following episodes of social unrest to elevated uncertainty. However, social unrest does not solely increase uncertainty but separately acts to decrease investor sentiment. To determine which effect dominates, we study initial public offering (IPO) underpricing, which responds ...
Philip Barrett +2 more
wiley +1 more source
Time Zone Difference and Equity Market Price Efficiency Post‐Earnings Announcements
European Financial Management, EarlyView.ABSTRACT This study investigates whether differences in investors' time zones affect stocks' price efficiency post‐earnings announcements on the Australian Securities Exchange. We examine how stocks heavily held by investors in a time zone significantly behind the exchange time zone respond to earnings announcements, compared to stocks that are not ...
Anil Gautam, Grace Lepone
wiley +1 more source
New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]
Heliyon, 2023 Wong WK +4 more
europepmc +1 more source
Miller's Equilibrium and Uncertainty. [PDF]
This paper highlights the arbitrage by firms in Miller's (1977) equilibrium when consumers face (short) selling constraints to restrict tax arbitrage. In this competitive equilibrium firms create risky tax-preferred securities that divide investors into ...
Jones, C.
core
Journal of Financial and Quantitative Analysis, 2020 AbstractHow does greater public disclosure of arbitrage activity and informed trading affect price efficiency? To answer this, we exploit rule amendments in U.S. securities markets, which impose a higher frequency of public disclosure of short positions.
openaire +2 more sources
Understanding the Performance of Currency Basis‐Momentum
European Financial Management, EarlyView.ABSTRACT We conduct an in‐depth analysis of basis momentum (BM) in currency markets and examine its relationship with key market anomalies. We find that BM strategies generate significant excess returns across various formation periods. These abnormal returns are not fully explained by the closely related carry and momentum factors.
Minyou Fan +3 more
wiley +1 more source
Pravo trećih da svoja potraživanja ostvaruju u arbitražnom postupku : (prikaz presude)
Poredbeno Pomorsko Pravo, 2006 Iako broker nije ugovorna strana u ugovoru o iskorištavanju broda, pa time ni u arbitražnom sporazumu sadržanom u takvom ugovoru, ovlašten je i obvezan ostvarivati svoje pravo na plaćanje brokerske provizije pokretanjem arbitražnog postupka protiv ...
Zoran Tasić
doaj
Asset mispricing, arbitrage, and volatility [PDF]
Market efficiency remains a contentious topic among financial economists. The theoretical case for efficient markets rests on the notion of risk-free, cost-free arbitrage. In real markets, however, arbitrage is not risk-free or cost-free.
Frank A. Schmid, William R. Emmons
core
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
, 2007 We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, A., Fabbri, G., Goldys, B.
core +1 more source