Results 11 to 20 of about 137,575 (264)
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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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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Leveraging Review Properties for Effective Recommendation [PDF]
Proceedings of the Web Conference 2021, 2021 To be published in the International World Wide Web Conference (WWW ...
Wang, Xi, Ounis, Iadh, Macdonald, Craig
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The Adverse Effect of Information on Governance and Leverage [PDF]
Management Science, 2018 We study the effect that internal information systems have on a firm’s leverage and corporate governance choices. Information systems lower governance costs by facilitating more targeted interventions. But they also generate asymmetric information between firms and their investors.
Christian Laux +2 more
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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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Effectively Leveraging Attributes for Visual Similarity [PDF]
2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition Workshops (CVPRW), 2021 Accepted to ICCV ...
Samarth Mishra +5 more
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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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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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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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