Results 11 to 20 of about 84,200 (47)

Are Fund Managers Rewarded for Taking Cyclical Risks?

Social Science Research Network
The investment fund sector has expanded dramatically since the crisis of 2008-2009. As the sector grows, so do the implications of its risk-taking for the wider financial system and real economy.
E. Ryan
semanticscholar   +1 more source

Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches

SAGE Open
Stock markets augment industries by raising and circulating capital in the economic system. This article examines the relationship between economic policy uncertainty (EPU) shocks and stock market development (SMD) in China.
Assad Ullah, Xinshun Zhao, Chenghui Ye, M. Kamal   +3 more
semanticscholar   +1 more source

Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi Lotteries on the Stock Market

American Economic Review: Insights
How much and over what horizon do households adjust their consumption in response to stock market wealth shocks? We address these questions using granular data on spending and stock portfolios from a large bank and exploiting lottery-like variation in ...
A. Andersen, Niels Johannesen, Adam Sheridan   +2 more
semanticscholar   +1 more source

Style Investing

, 2001
Nicholas Barberisa, Andrei Shleiferb
semanticscholar   +1 more source

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

, 2005
Hanno Lustig, A. Verdelhan
semanticscholar   +1 more source

Thar She Bursts: Reducing Confusion Reduces Bubbles

, 2012
Michael Kirchler, Jürgen Huber, Thomas Stöckl   +2 more
semanticscholar   +1 more source

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Alternative investments in the Fintech era: The risk and return of Non-Fungible Token (NFT)

Social Science Research Network, 2021
We utilize one of the earliest and largest NFT collections to investigate the pricing and the risk-return profile of NFTs. In general, we find that NFTs outperform traditional financial assets.
Dejie Kong, Tse-Chun Lin
semanticscholar   +1 more source

Machine-Learning the Skill of Mutual Fund Managers

Social Science Research Network, 2022
We show, using machine learning, that fund characteristics can consistently differentiate high from low-performing mutual funds, as well as identify funds with net-of-fees abnormal returns. Fund momentum and fund flow are the most important predictors of
Ron Kaniel, Zihan Lin, Markus Pelger, Stijn Van Nieuwerburgh   +3 more
semanticscholar   +1 more source

How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing

Social Science Research Network
The conventional wisdom in finance is that competition is fierce among investors: if a group changes its behavior, others adjust their strategies such that nothing happens to prices.
Valentin Haddad, Paul Huebner, Erik Loualiche   +2 more
semanticscholar   +1 more source

Institutional Corporate Bond Pricing

The Review of financial studies
We propose an equilibrium corporate bond pricing model that accommodates the heterogeneity in institutional investors’ preferences and mandates in an empirically tractable way.
Lorenzo Bretscher, L. Schmid, Ishita Sen, Varun Sharma   +3 more
semanticscholar   +1 more source