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The Invisible Risk: Pandemics and the Financial Markets
, 2020Are pandemics systemically important to modern-day financial markets? This study uses the COVID-19 pandemic as a natural experiment for testing how large-scale pandemics affect the financial markets.
Jordan Schoenfeld
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The Financialization of Commodity Markets [PDF]
SSRN Electronic Journal, 2013 The large inflow of investment capital to commodity futures markets in the past decade has generated a heated debate about whether financialization distorts commodity prices. Rather than focusing on the opposing views concerning whether investment flows caused a price bubble, we critically review academic studies through the perspective of how ...
Ing-Haw Cheng, Wei Xiong
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Institutional Markets, Financial Marketing, and Financial Innovation
The Journal of Finance, 1989ABSTRACTFirms and institutions are monitored and controlled through a complex set of implicit and explicit contractual relations. Because of these agency theoretic relations, institutional behavior in financial markets is not a simple reflection of the preference structures of individuals.
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Is Investor Attention for Sale? The Role of Advertising in Financial Markets
Journal of Accounting Research, 2019Prior research documents capital market benefits of increased investor attention to accounting disclosures and media coverage; however, little is known about how investors and markets respond to attention‐grabbing events that reveal little nonpublic ...
Joshua M. Madsen, Marina Niessner
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Bureaucracy and Financial Markets
Kyklos, 2009SUMMARYRecent research on financial market development has focused on the nature of the legal system. The law and finance literature, however, exclusively focuses on the abuse of management power as a major cause of shareholder expropriation.
Nee, Victor, Opper, Sonja
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Finance for Non-Finance People, 2019
The module begins with a brief review of asset pricing and market efficiency. The unifying organising asset pricing principle that is used is the stochastic discount factor model. This provides an arbitrage-free theory of asset prices.
Sandeep Goel
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The module begins with a brief review of asset pricing and market efficiency. The unifying organising asset pricing principle that is used is the stochastic discount factor model. This provides an arbitrage-free theory of asset prices.
Sandeep Goel
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IMITATION IN FINANCIAL MARKETS
International Journal of Theoretical and Applied Finance, 2000It is believed that trading agents often imitate the behaviour of those around them. In its excessive form this imitation can help lead to large increases or decreases in asset-prices over a small time, often described as bubbles and crashes. In this paper we examine a model in which rational agents repeatedly trade one asset whose price is influenced
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The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Finance Research Letters, 2022Zaghum Umar +3 more
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The Cost of Steering in Financial Markets: Evidence from the Mortgage Market
Journal of Financial Economics, 2017We build a model of the mortgage market where banks attain their optimal mortgage portfolio by setting rates and "steering" customers. "Sophisticated" households know which mortgage type is best for them, while "naive" ones are susceptible to steering by
L. Gambacorta +4 more
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2008
Laboratory financial markets allow human subjects to trade assets under conditions controlled by the researcher. By varying the conditions — such as the trading format, or the timing and content of private information — the researcher can make direct and sharp inferences.
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Laboratory financial markets allow human subjects to trade assets under conditions controlled by the researcher. By varying the conditions — such as the trading format, or the timing and content of private information — the researcher can make direct and sharp inferences.
openaire +1 more source