Finance Concept

subject area of

• A Note on Simple Criteria for Optimal Portfolio Selection  Academic Article
• A POSSIBLE RECONCILIATION OF SOME OF THE CONFLICTING FINDINGS ON CLOSED-END FUND DISCOUNTS: A NOTE  Academic Article
• A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”  Academic Article
• A further look at household portfolio choice and health status  Academic Article
• A generalized bootstrap method to determine the yield curve  Academic Article
• A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach  Academic Article
• A note on market-neutral portfolio selection  Academic Article
• A note on the transmission of public informtion across inetrnational stock markets  Academic Article
• Ability of accounting and audit quality variables to predict bank failure during the financial crisis  Academic Article
• Agency cost of debt overhang with optimal investment timing and size  Academic Article
• An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity  Academic Article
• An essay on financial innovation: The case of instalment receipts  Academic Article
• An infinite hidden Markov model for short-term interest rates  Article
• Analysis of Productivity at the Firm Level: An Application to Life Insurers: Comment  Academic Article
• Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing  Academic Article
• Applied Financial Economics  Journal
• Applied Mathematical Finance  Journal
• Are cryptocurrencies a safe haven for stock investors? A regime-switching approach  Academic Article
• Asia-Pacific Financial Markets  Journal
• Asset tangibility, cash holdings, and financial development  Academic Article
• Bank loan contracting and corporate diversification: Does organizational structure matter to lenders?  Academic Article
• Bank non-performing loans, loan charge-offs, and crime incidence  Academic Article
• Bankruptcy and the Cost of Organized Labor: Evidence from Union Elections  Academic Article
• Banks' funding structure and earnings quality  Academic Article
• Banks' option to lend, interest rate sensitivity, and credit availability  Academic Article
• Bull and bear markets during the COVID-19 pandemic  Academic Article
• CEO Incentives, Relationship Lending, and the Cost of Corporate Borrowing  Academic Article
• Can Cross-Border Funding Frictions Explain Financial Integration Reversals?  Academic Article
• Can corporatization improve the performance of state-owned enterprises even without privatization?  Academic Article
• Can representativeness heuristic traders survive in a competitive securities market?  Academic Article
• Can tax convexity be ignored in corporate financing decisions?  Academic Article
• Chinese economic policy uncertainty and U.S. households' portfolio decisions  Academic Article
• Commodity betas with mean reverting output prices  Academic Article
• Conservatism bias in the presence of strategic interaction  Academic Article
• Consumer welfare and the strategic choice of price cap and leverage ratio  Academic Article
• Corporate governance and manager turnover: An unusual social experiment  Academic Article
• Corporate holding of finished goods inventories  Academic Article
• Corporate innovation, default risk, and bond pricing  Academic Article
• Corporate misreporting and bank loan contracting☆  Academic Article
• Credit risk spillovers and cash holdings  Article
• Currency risk premia and uncovered interest parity in the International CAPM  Academic Article
• Cyber attacks, discretionary loan loss provisions, and banks’ earnings management  Academic Article
• Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds  Academic Article
• Debt Maturity Structure and Firm Investment  Academic Article
• Debt maturity, default risk, and capital structure  Academic Article
• Designing a global digital currency  Academic Article
• Determinants and predictability of commodity producer returns  Academic Article
• Determining Hurdle Rate and Capital Allocation in Credit Portfolio Management  Academic Article
• Disclosure environment and listing on foreign stock exchanges  Academic Article
• Diversification benefits of commodity futures  Academic Article
• Do futures prices for commodities embody risk premiums?  Academic Article
• Do jumps contribute to the dynamics of the equity premium?  Academic Article
• Drivers of economic and financial integration: A machine learning approach  Academic Article
• Duration and convexity of zero-coupon convertible bonds  Academic Article
• Early and late calls of convertible bonds: Theory and evidence  Academic Article
• Editorial  Academic Article
• Effective duration of callable corporate bonds: Theory and evidence  Academic Article
• Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension  Academic Article
• Efficient Scheduling of Cross-Border Cash Transfers  Academic Article
• Emerging Markets Are Catching Up: Economic or Financial Integration?  Academic Article
• Emerging Markets Are Catching Up: Economic or Financial Integration? - CORRIGENDUM  Academic Article
• Emerging Markets Review  Journal
• Empirical Investigation of the Ability of Sensitivity of Stock Prices to Earnings News in Predicting Earnings Management and Management Forecast Errors  Academic Article
• Endogenous liquidity in credit derivatives  Academic Article
• Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence  Academic Article
• Error-Learning in the Eurodollar Market  Academic Article
• Error-Learning in the Eurodollar Market  Academic Article
• Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices  Academic Article
• European Financial Management  Journal
• European Journal of Finance  Journal
• Evaluation of linear asset pricing models by implied portfolio performance  Article
• Evaluation of linear asset pricing models by implied portfolio performance  Academic Article
• Evolution, efficiency and noise traders in a one-sided auction market  Academic Article
• Expectation Formation and Portfolio Models for Life Insurers  Academic Article
• Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence  Academic Article
• Finance Research Letters  Journal
• Finance and Stochastics  Journal
• Financial Analysts Journal  Journal
• Financial Management  Journal
• Financial Markets and Portfolio Management  Journal
• Financial development, bank discrimination and trade credit  Academic Article
• Firm-level political sentiment and corporate tax avoidance  Academic Article
• Foreign direct investment and its determinants: A regional panel causality analysis  Academic Article
• Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books  Academic Article
• Getting Real with Real Options: A Utility-Based Approach for Finite-Time Investment in Incomplete Markets  Academic Article
• Government expenditure and equilibrium real exchange rates  Academic Article
• Government real estate interventions and the stock market  Academic Article
• Hedging canadian corporate debt: A comment and extensions  Academic Article
• ILLIQUIDITY RISK, PROJECT CHARACTERISTICS, AND THE OPTIMAL MATURITY OF CORPORATE DEBT  Academic Article
• INFORMATION ASYMMETRY AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS: FURTHER EMPIRICAL EVIDENCE  Academic Article
• INTEGRATION vs SEGMENTATION IN THE KOREAN STOCK MARKET  Academic Article
• Impact of FDICIA internal controls on bank risk taking  Academic Article
• Improving the Efficient Frontier  Academic Article
• Indifference Pricing and Hedging for Volatility Derivatives  Academic Article
• Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?  Academic Article
• Informational effects of regulation FD: evidence from rating agencies  Academic Article
• Informed liquidity provision in a limit order market  Academic Article
• International Journal of Theoretical and Applied Finance  Journal
• International Review of Financial Analysis  Journal
• International exchange risk and asset substitutability  Academic Article
• International investment and currency risk  Academic Article
• Intraday dynamics of volatility and duration: Evidence from Chinese stocks  Article
• Intra‐industry bankruptcy contagion: Evidence from the pricing of industry recovery rates  Academic Article
• Investment and financing decisions with learning-curve technology  Academic Article
• Investment policy with time-to-build  Academic Article
• Journal of Banking and Finance  Journal
• Journal of Business Finance and Accounting  Journal
• Journal of Corporate Finance  Journal
• Journal of Economics and Business  Journal
• Journal of Empirical Finance  Journal
• Journal of Finance  Journal
• Journal of Financial Economics  Journal
• Journal of Financial Intermediation  Journal
• Journal of Financial Markets  Journal
• Journal of Financial Research  Journal
• Journal of Financial Services Research  Journal
• Journal of Financial Stability  Journal
• Journal of Financial and Quantitative Analysis  Journal
• Journal of Futures Markets  Journal
• Journal of International Financial Markets, Institutions and Money  Journal
• Journal of International Money and Finance  Journal
• Journal of Portfolio Management  Journal
• Journal of Real Estate Finance and Economics  Journal
• Journal of Real Estate Research  Journal
• Journal of Risk and Insurance  Journal
• LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION  Academic Article
• LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION  Academic Article
• Liquidity, volume and price efficiency: The impact of order vs. quote driven trading  Academic Article
• Loan collateral, corporate investment, and business cycle  Academic Article
• Loan-commitment borrowing and performance-sensitive debt  Academic Article
• Log Student’st-distribution-based option sensitivities: Greeks for the Gosset formulae  Academic Article
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS  Academic Article
• Managerial Attributes and Executive Compensation  Academic Article
• Managerial Ownership and Financial Analysts’ Information Environment  Academic Article
• Market Efficiency and Natural Selection in a Commodity Futures Market  Academic Article
• Mathematical Finance  Journal
• Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies  Academic Article
• Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms  Academic Article
• Momentum and mean reversion across national equity markets  Academic Article
• Money and the C-CAPM  Academic Article
• Money and the C-CAPM  Academic Article
• Mortality Swaps and Tax Arbitrage in the Canadian Insurance and Annuity Markets  Academic Article
• Natural Selection and Market Efficiency in a Futures Market with Random Shocks  Academic Article
• News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns  Academic Article
• News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies  Academic Article
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR  Academic Article
• OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE  Academic Article
• On the nature of mean-variance spanning  Academic Article
• On the survival of overconfident traders in a competitive securities market  Academic Article
• Optimal Bond Refunding: A Practical Approach  Academic Article
• Optimal Sequential Selection in Capital Budgeting: A Shortcut  Academic Article
• Optimal Sequential Selection in Capital Budgeting: One More Time  Academic Article
• Optimal clearing margin, capital and price limits for futures clearinghouses  Academic Article
• Optimal portfolio selection under institutional procedures for short selling  Academic Article
• Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration  Academic Article
• Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration  Academic Article
• Option valuation with observable volatility and jump dynamics  Academic Article
• Ownership, risk and performance of mutual fund management companies  Academic Article
• PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS  Academic Article
• PREFACE  Academic Article
• PREFACE – Special Issue on Financial Derivatives and Risk Management  Academic Article
• PREFACE — Special Issue on Computational Finance  Academic Article
• PRIORITY OPTION: THE VALUE OF BEING A LEADER  Academic Article
• Pacific Basin Finance Journal  Journal
• Performance of Japanese leveraged ETFs  Academic Article
• Political uncertainty and city bank lending in China: Evidence from city government official changes  Academic Article
• Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment  Academic Article
• Portfolio optimization under the Value-at-Risk constraint  Conference Paper
• Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations  Academic Article
• Predicting Stock Returns in an Efficient Market  Academic Article
• Predicting Stock Returns in an Efficient Market  Academic Article
• Price Effects of Stock Ownership Restrictions for Foreigners in Emerging Markets  Academic Article
• Price control and input inventory: The firm under disequilibrium trading  Academic Article
• Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles  Academic Article
• Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles  Academic Article
• Probability of call and likelihood of the call feature in a corporate bond  Academic Article
• Productivity-based asset pricing: Theory and evidence  Academic Article
• Product–market flexibility and capital structure  Academic Article
• Quantitative Finance  Journal
• Quarterly Review of Economics and Finance  Journal
• Real options, agency conflicts, and optimal capital structure  Academic Article
• Regional capital mobility in China: 1978–2006  Academic Article
• Regulating dark trading: Order flow segmentation and market quality  Academic Article
• Research in International Business and Finance  Journal
• Review of Derivatives Research  Journal
• Review of Finance European Finance Review  Journal
• Review of Financial Economics  Journal
• Review of Financial Studies  Journal
• Review of Quantitative Finance and Accounting  Journal
• Risk minimization and portfolio diversification  Academic Article
• Robust Stochastic Discount Factors  Academic Article
• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION  Academic Article
• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION  Academic Article
• Satisfying convex risk limits by trading  Academic Article
• Setting the optimal make-whole call premium  Academic Article
• Social Screens and Systematic Investor Boycott Risk  Academic Article
• Social Screens and Systematic Investor Boycott Risk  Academic Article
• Social capital and bank stability  Academic Article
• Social distancing and local bias  Academic Article
• Spot and Forward Exchange Rates: A Causality Analysis  Academic Article
• Stock Loans in Incomplete Markets  Academic Article
• Strategic Decision Making of the Firm Under Asymmetric Information  Academic Article
• Strategie decision making of the firm under asymmetric information  Academic Article
• Subsidizing liquidity: The impact of make/take fees on market quality  Academic Article
• TESTS OF THE VALUE LINE RANKING SYSTEM: SOME INTERNATIONAL EVIDENCE  Academic Article
• THE BROAD CONSEQUENCES OF NARROW BANKING  Academic Article
• THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE-TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS  Academic Article
• TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION  Academic Article
• Technological change and economies of scale in Canadian financial institutions: A selection from competing hypotheses  Academic Article
• Technology spillovers and corporate cash holdings  Academic Article
• Temperature shocks and the cost of equity capital: Implications for climate change perceptions  Academic Article
• Term Premium Determinants, Return Enhancement and Interest Rate Predictability  Academic Article
• Termination Risk, Multiple Managers and Mutual Fund Tournaments  Academic Article
• The Effect of Organization Capital on the Cost of Bank Loans  Academic Article
• The Fields Institute: thematic program on Quantitative Finance: foundations and applications – January to June, 2010  Academic Article
• The Impact of Options Listing on Stock Behaviour and Market Liquidity: Some Canadian Evidence  Academic Article
• The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs  Academic Article
• The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates  Academic Article
• The behavior of oil futures returns around OPEC conferences  Academic Article
• The effect of interest rate volatility on treasury yields  Academic Article
• The effect of leverage on the tax-cut versus investment-subsidy argument  Academic Article
• The hedging effectiveness of options and futures: A mean-gini approach  Academic Article
• The impact of competition and information on intraday trading  Academic Article
• The impact of leverage on firm investment: Canadian evidence  Academic Article
• The investment decision with technological and market uncertainties  Academic Article
• The market for corporate control and the cost of debt  Academic Article
• The pricing and performance of leveraged exchange-traded funds  Academic Article
• The pricing of exchange rate risk and stock market segmentation: The Canadian case  Academic Article
• The theory of demand for health insurance, by John A Nyman  Academic Article
• The underpricing of initial public offerings: A theoretical and empirical reconsideration of the adverse selection hypothesis  Academic Article
• Time variation in the correlation structure of exchange rates: high-frequency analyses  Academic Article
• Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity*  Academic Article
• Tracking Stock or Spin-Off Determinants of Choice  Academic Article
• Trading Volume in Dealer Markets  Academic Article
• Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks  Academic Article
• Utility Indifference Pricing: A Time Consistent Approach  Academic Article
• Valuation of tax loss carryforwards  Academic Article
• Volatility dynamics under duration-dependent mixing  Academic Article
• Voluntary disclosure of pandemic exposure and stock price crash risk  Academic Article
• What motivates exchangeable debt offerings?  Academic Article
• What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?  Academic Article
• Where credit is due: Residential mortgage finance in Canada, 1901 to 1954  Academic Article
• Which economic uncertainty measure matters for households' portfolio decision?  Academic Article
• Which uncertainty measures matter for the cross-section of stock returns?  Academic Article
• Who Is Afraid of BlackRock?  Academic Article
• Who Is Afraid of BlackRock?  Academic Article
• Yield spreads, agency costs and the corporate bond call feature  Academic Article