Results 131 to 140 of about 7,005,793 (301)

About motives behind Securitization and its Implications: An Overview of Empirical Findings

Contemporary Economics, 2010
This article reviews empirical findings concerning motives behind securitization and its implications. It turns out that the main reasons for securitization are: earnings management, regulatory capital arbitrage, liquidity management and funding problems.
Krzysztof Jackowicz
doaj  

Common Risk Factors in the US Treasury and Corporate Bond Markets: An Arbitrage-Free Dynamic Nelson-Siegel Modeling Approach

, 2008
Jens H. E. Christensen, Jose A. Lopez
openalex   +1 more source

Collateral‐Based Monetary Policy: Evidence From China

International Economic Review, EarlyView.
ABSTRACT We exploit the unique institutional features of Chinese bond markets to estimate the causal effect of collateral‐based monetary policy on asset prices and the real economy. A policy change allowed certain bonds to be used as collateral for the Medium‐Term Lending Facility in the interbank market, while the same bonds in the exchange market ...
Hanming Fang, Yongqin Wang, Xian Wu
wiley   +1 more source

COMPARISON OF COMPANIES’ STOCK RETURNS BETWEEN CONSUMER SECTOR AND CONSTRUCTION SECTOR ON THE INDONESIA STOCK EXCHANGE

Jurnal Ekonomi & Studi Pembangunan, 2018
This research attempts to analyze risk and stock return of consumer sector and construction sector at Indonesian Stock Exchange. This research used the documentation method to collect the data. Data has been taken from Bloomberg Terminal.
Christian Christian, Rinaldi Rustam
doaj  

Turning Alphas into Betas: Arbitrage and Endogenous Risk

, 2019
Thummim Cho
semanticscholar   +1 more source

Uneven Product Diversification: Explaining the Lag of Agricultural Economies

International Economic Review, EarlyView.
ABSTRACT This paper documents that agricultural sectors diversify less than other manufacturing activities. A simple model shows that this difference can contribute to welfare divergence in a way that is qualitatively different to what results when uneven growth happens in the intensive margin.
Guzmán Ourens
wiley   +1 more source

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]

PLoS One
Huynh TT, Khoa BT.
europepmc   +1 more source

Labor Productivity, Return Predictability, and Operating Profitability

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT Labor productivity plays a crucial role in fundamental analysis, yet its impact on stock market valuation remains relatively unexplored. We show that labor productivity contains value‐relevant information incremental to equity book value and abnormal earnings.
Weimin Liu, Di Luo, Cheng Zeng, Huainan Zhao   +3 more
wiley   +1 more source

Cross-sectional Predictability of Indian Stock Returns: A Factor Analytical Approach

Copernican Journal of Finance & Accounting
This article's core objective is to analyze how firm characteristics collectively effect the risk-adjusted returns of Indian stocks. It aims to understand the simultaneous explanatory power of multiple variables that have shown to predict the cross ...
Sanjay Shanbhag, Kamran Quddus
doaj  

A Sociotechnical Approach to Genomic Data Privacy: A Comparative Analysis. [PDF]

Int Data Priv Law
Sherkow JS.
europepmc   +1 more source