Financial Statement Readability and Firm Debt Choice
ABSTRACT Examining more than 16,000 firm‐year observations in the United States, we provide novel evidence showing that higher financial statement readability leads to a decrease in information asymmetry and the need for external monitoring, thereby reducing the reliance on bank debt relative to public debt.
Wajih Abbassi +3 more
wiley +1 more source
LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Zeng L, Huang J, Lin X.
europepmc +1 more source
Speed Bump and Stock Market Quality: Evidence From NYSE American
ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Contextual quantum neural networks for stock price prediction. [PDF]
Mourya S, Leipold H, Adhikari B.
europepmc +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
Huynh TT, Khoa BT.
europepmc +1 more source
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
Artificial Intelligence Models for Predicting Stock Returns Using Fundamental, Technical, and Entropy-Based Strategies: A Semantic-Augmented Hybrid Approach. [PDF]
Cohen G, Aiche A, Eichel R.
europepmc +1 more source
Effects of the Invasive Round Goby on Swedish Recreational Fishing Values
ABSTRACT The round goby, an invasive fish from the Black and Caspian Seas, has spread to Swedish waters, threatening recreational fisheries. We modeled impacts on the future recreational fishery in Sweden using data from a recreational fishing survey, and estimated effects of the round goby on other fish species. Values attached to recreational fishing
Göran Bostedt +3 more
wiley +1 more source
Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it. [PDF]
Li A, Zhong B.
europepmc +1 more source

