Results 11 to 20 of about 744,108 (349)
Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options
Risks, 2023 This work aims to develop a measure of how much credit risk is priced into equity options. Such a measure appears particularly appealing when applied to a portfolio of equity options, as it allows for the factoring in of firm-specific default dynamics ...
Federico Maglione, Maria Elvira Mancino
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Frontiers in Pharmacology, 2022 Introduction: The majority of the money spent on possible new medications’ clinical trials is accounted for by the innovative pharmaceutical sector, which also stimulates the economy of a nation.
Maurizio Gaetano Polignano +5 more
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Investigating Short and Long Run Volatility Movements in the Context of COVID-19 Pandemic: A Case Study for Norwegian Stock Market [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 The main aim of this empirical study is to examine short and long run volatility movements based on a case study for Norwegian Stock Market, i.e. Oslo Stock Exchange.
Cristi Spulbar +2 more
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The Impact of the COVID-19 Pandemic on the Cryptocurrency Market
Scientific Annals of Economics and Business, 2022 The purpose of our paper is to analyze the main factors which influence fiscal balance’s evolution and thereby identify solutions for configuring a sustainable fiscal policy.
Nidhal Mgadmi +3 more
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LEVERAGE EFFECT IN GOVERNANCE: BLOCKCHAIN GOVERNANCE [PDF]
Kesit Akademi, 2021 Because of the rapid progress of information and communication technology, everyday life activities can now be easily moved to the digital world. Public administration is one of the sectors most impacted by this transition. It is clear that electronic government and mobile government apps will grow further as public administration becomes more digital.
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Modern Finance, 2023 This paper investigates the properties of South African stock returns and the underlying variance. The investigation into the properties of stock returns and the behaviour of the variance underlying returns is undertaken using model-free approaches and ...
Jan Jakub Szczygielski +1 more
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On Black’s Leverage Effect in Firms with No Leverage [PDF]
The Journal of Portfolio Management, 2019 One of the most enduring empirical regularities in equity markets is the inverse relationship between stock prices and volatility. Also known as the leverage effect, this relationship was first documented by Black, who attributed it to the effects of financial or operating leverage.
Hasanhodzic, Jasmina, Lo, Andrew W
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Modeling the exchange rate of the euro against the dollar using the ARCH/GARCH models [PDF]
Bankarstvo, 2016 The analysis of time series with conditional heteroskedasticity (changeable time variability, conditional variance instability, the phenomenon called volatility) is the main task of ARCH and GARCH models.
Kovačević Radovan
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Leverage and Growth: Effect of Stock Options [PDF]
SSRN Electronic Journal, 2011 Abstract Previous literature documents a negative relationship between leverage and firm growth. This paper finds that once the incentives provided by stock options are accounted for, leverage does not affect firm growth. The paper also finds that the sensitivity of CEOs’ wealth to stock price (i.e.
Francis, Bill +2 more
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THE FINANCIAL PERFORMANCE – RISK CORRELATION OF COMPANIES LISTED ON THE BUCHAREST STOCK EXCHANGE [PDF]
Annals of the University of Craiova: Economic Sciences Series, 2020 This present paper analyzes the correlation between the financial performance and the risks based on a sample of 40 companies listed on Bucharest Stock Exchange. The period subjected to observation was in amount of three years (2016-2018).
Andreea Claudia Chiurtu
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