Implied volatility spreads and expected market returns [PDF]
, 2014 This article investigates the intertemporal relation between volatility spreads and expected returns on the aggregate stock market. We provide evidence for a significantly negative link between volatility spreads and expected returns at the daily and ...
Atılgan, Yiğit +2 more
core +2 more sources
Using Real Options to Evaluate Investments in Ethanol Facilities [PDF]
This paper uses real option analysis to evaluate investment decisions in ethanol facilities. First, we consider the option to expand the scale of a conventional ethanol plant.
Pederson, Glenn D., Zou, Tianyu
core +1 more source
Analisis Faktor-Faktor yang Mempengaruhi Kebijakan Hedging pada Perusahaan Non-Financial yang Tercatat pada BEI Periode 2013 – 2016 [PDF]
, 2017 One of the biggest risk faced by firm that conduct international activity is foreign exchange risk. Foreign exchange risk can lead to big loss for company if the foreign exchange rate has changes significantly.
WIDYARTI, Endang Tri +1 more
core
An Effective Model to Predict Cash Flow Based on a Comparison of the Relevant Models: Case of Tehran Stock Exchange [PDF]
بررسیهای حسابداری و حسابرسی, 2008 This paper studies the cash flows forecast models and compares the predictive ability of models based on absolute forecast error. Also in this paper, as the indicator of volatility of business environment, the effects of volatility of sales and ...
علی ثقفی +1 more
doaj
Fair value versus historic cost Valuation for Biological assets: Implications for the quality of financial information [PDF]
This research finds neither significant differences in earnings and revenues for farms using fair value (FV) for biological assets with respect to those valuing at historic cost (HC), nor an increase in their volatility.
Josep Garcia Bladon (IQS) +2 more
core +1 more source
Does volatility improve UK earnings forecasts? [PDF]
, 2007 We investigate the relation between UK accounting earnings volatility and the level of future earnings using a unique sample comprising some 10,480 firm-year observations for 1,481 non-financial firms over the 1985-2003 period.
Coakley, Jerry +2 more
core
An analysis of spending behaviour under liquidity constraints with an application to financial hedging [PDF]
, 2007 Imperial Users ...
Takin, Ramin, Takin, Ramin
core
Market conditions, default risk and credit spreads [PDF]
This study empirically examine the impact of market conditions on credit spreads as motivated by recently developed structural credit risk models. Using credit default swap (CDS) spreads, we find that, in the time series, average credit spreads are ...
Tang, Dragon Yongjun, Yan, Hong
core
ANALISIS PERSISTENSI LABA DAN FAKTOR PENENTU PERSISTENSI LABA SEBELUM DAN SESUDAH INITIAL PUBLIC OFFERING [PDF]
, 2016 The purpose of this research is to analyze differences in the earnings persistence and determinants of earnings persistence as the volatility of cash flow, the amount of accruals, sales volatility, leverage and firm size before and after the Initial ...
ADNANSYAHRI, Aditya, HARTO, Puji
core
Being Famous Matters: Evidence from Cash Flow Volatility
International Review of Financial Analysis, 2023 Ahmed M, Elnahass M
openaire +2 more sources