Results 51 to 60 of about 58,661 (262)
Unveiling Corruption's Influence on Insider Trading: US Insights
Accounting &Finance, EarlyView.ABSTRACT This study examines the relationship between state‐level political corruption and firm‐level insider trading in the United States. State corruption is proxied using Department of Justice court cases involving corrupt activities. The findings reveal a positive and statistically significant association between political corruption and insider ...
Ahmed Al‐Hadi +3 more
wiley +1 more source
Folia Oeconomica Stetinensia, 2016 In the article, several methods of taking investment decisions are described: a fundamental, portfolio, and technical analysis. They constitute different approaches which are convenient for different types of investors with various expectations and time ...
Flotyński Marcin
doaj +1 more source
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence
Financial Management, EarlyView.ABSTRACT Using an intangible intensity factor that is orthogonal to the Fama–French factors, we compare the role of intangible investment in predicting stock returns over the periods 1963–1992 and 1993–2022. For 1963–1992, intangible investment is weak in predicting stock returns, but for 1993–2022, the predictive power of intangible investment becomes
Lin Li
wiley +1 more source
An analysis of the relation between return and beta for portfolios of Turkish equities
Cogent Economics & Finance, 2016 The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
doaj +1 more source
Skew Premiums Around Earnings Announcements
Financial Review, EarlyView.ABSTRACT We examine skew premiums in equity options around earnings announcements. We use the realized returns to delta‐neutral risk reversal option spreads as a proxy for the skew premiums. We find skew premiums are economically significant around earnings announcements and are not explained by changes in variance risk premiums.
Thaddeus Neururer, George Papadakis
wiley +1 more source
Costo de capital bajo riesgos asimétricos en el mercado de valores mexicano
Economía Teoría y Práctica, 2008 El siguiente artículo tiene como fin calcular el costo de financiamiento de las empresas al momento de captar recursos de la Bolsa Mexicana de Valores, costo al que también se denomina costo de capital o tasa de rendimiento mínimo aceptable.
M. Rodríguez, K. Cortez, H. García
doaj
Valoración por el método de flujo de caja libre: finca bananera de Urabá
Apuntes Contables, 2019 La producción de banano es fundamental en la economía de la región de Urabá, por tanto, es necesario que sea más competitiva técnica y financieramente, por ello se realizó una valoración de empresa para una finca exportadora de banano ubicada en esta ...
María Camila Henao Vásquez +1 more
doaj +1 more source
On CAPM and Black-Scholes, differing risk-return strategies [PDF]
In their path-finding 1973 paper Black and Scholes presented two separate derivations of their famous option pricing partial differential equation (pde).
Gunaratne, Gemunu H. +1 more
core +1 more source
Non-standardized form of CAPM and stock returns [PDF]
, 2012 Emerging markets like Pakistan confront with the problem to validate the CAPM in its original form. Since standard form of this model has unrealistic assumptions, different non-standardized forms have been introduced by different researchers.
Muhammad, Irfan
core
A statistical inference method for the stochastic reachability analysis. [PDF]
, 2005 The main contribution of this paper is the characterization of reachability problem associated to stochastic hybrid systems in terms of imprecise probabilities. This provides the connection between reachability problem and Bayesian statistics.
Bujorianu, L.M.
core +3 more sources