Finance Concept

subject area of

• A Note on Simple Criteria for Optimal Portfolio Selection  Journal Articles
• A POSSIBLE RECONCILIATION OF SOME OF THE CONFLICTING FINDINGS ON CLOSED‐END FUND DISCOUNTS: A NOTE  Journal Articles
• A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”  Journal Articles
• A generalized bootstrap method to determine the yield curve  Journal Articles
• A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach  Journal Articles
• A method to overcome the numerical difficulties in PIN estimation  Journal Articles
• A note on market-neutral portfolio selection  Journal Articles
• A note on the transmission of public informtion across inetrnational stock markets  Journal Articles
• Ability of accounting and audit quality variables to predict bank failure during the financial crisis  Journal Articles
• Agency cost of debt overhang with optimal investment timing and size  Journal Articles
• An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity  Journal Articles
• An essay on financial innovation: The case of instalment receipts  Journal Articles
• An infinite hidden Markov model for short-term interest rates  Scholarly Editions
• Analysis of Productivity at the Firm Level: An Application to Life Insurers: Comment  Journal Articles
• Applied Economics Letters  Journal
• Applied Financial Economics  Journal
• Applied Mathematical Finance  Journal
• Are cryptocurrencies a safe haven for stock investors? A regime-switching approach  Journal Articles
• Asia-Pacific Financial Markets  Journal
• BRIEF SYNOPSIS OF THE SCIENTIFIC CAREER OF T. R. HURD  Journal Articles
• Bank non-performing loans, loan charge-offs, and crime incidence  Journal Articles
• Banks' funding structure and earnings quality  Journal Articles
• Banks' option to lend, interest rate sensitivity, and credit availability  Journal Articles
• Bull and bear markets during the COVID-19 pandemic  Journal Articles
• Can Cross-Border Funding Frictions Explain Financial Integration Reversals?  Journal Articles
• Can representativeness heuristic traders survive in a competitive securities market?  Journal Articles
• Can tax convexity be ignored in corporate financing decisions?  Journal Articles
• Chinese economic policy uncertainty and U.S. households' portfolio decisions  Journal Articles
• Commodity betas with mean reverting output prices  Journal Articles
• Conservatism bias in the presence of strategic interaction  Journal Articles
• Consumer welfare and the strategic choice of price cap and leverage ratio  Journal Articles
• Corporate holding of finished goods inventories  Journal Articles
• Corporate innovation, default risk, and bond pricing  Journal Articles
• Corporate precautionary cash holdings  Journal Articles
• Currency risk premia and uncovered interest parity in the International CAPM  Journal Articles
• Cyber attacks, discretionary loan loss provisions, and banks’ earnings management  Journal Articles
• Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds  Journal Articles
• Debt maturity, default risk, and capital structure  Journal Articles
• Deficits and debt in an open economy  Journal Articles
• Designing a global digital currency  Journal Articles
• Designing universal causal deep learning models: The geometric (Hyper)transformer  Journal Articles
• Determinants and predictability of commodity producer returns  Journal Articles
• Determining Hurdle Rate and Capital Allocation in Credit Portfolio Management  Journal Articles
• Disclosure environment and listing on foreign stock exchanges  Journal Articles
• Diversification benefits of commodity futures  Journal Articles
• Do futures prices for commodities embody risk premiums?  Journal Articles
• Do jumps contribute to the dynamics of the equity premium?  Journal Articles
• Does ESG performance reduce banks’ nonperforming loans?  Journal Articles
• Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds  Journal Articles
• Drivers of economic and financial integration: A machine learning approach  Journal Articles
• Duration and convexity of zero-coupon convertible bonds  Journal Articles
• EDITORIAL  Journal Articles
• EDITORIAL  Journal Articles
• Early and late calls of convertible bonds: Theory and evidence  Journal Articles
• Effective duration of callable corporate bonds: Theory and evidence  Journal Articles
• Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension  Journal Articles
• Efficient Scheduling of Cross-Border Cash Transfers  Journal Articles
• Emerging Markets Are Catching Up: Economic or Financial Integration?  Journal Articles
• Emerging Markets Are Catching Up: Economic or Financial Integration? - CORRIGENDUM  Journal Articles
• 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  Journal Articles
• Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence  Journal Articles
• Error-Learning in the Eurodollar Market  Journal Articles
• Error-Learning in the Eurodollar Market  Journal Articles
• Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices  Journal Articles
• European Financial Management  Journal
• European Journal of Finance, The  Journal
• Evaluation of linear asset pricing models by implied portfolio performance  Scholarly Editions
• Evaluation of linear asset pricing models by implied portfolio performance  Journal Articles
• Evolution, efficiency and noise traders in a one-sided auction market  Journal Articles
• Expectation Formation and Portfolio Models for Life Insurers  Journal Articles
• Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence  Journal Articles
• Finance Research Letters  Journal
• Finance and Stochastics  Journal
• Financial Analysts Journal  Journal
• Financial Management  Journal
• Financial Markets and Portfolio Management  Journal
• Firm-level political sentiment and corporate tax avoidance  Journal Articles
• Foreign direct investment and its determinants: A regional panel causality analysis  Journal Articles
• Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books  Journal Articles
• Getting Real with Real Options: A Utility–Based Approach for Finite–Time Investment in Incomplete Markets  Journal Articles
• Government expenditure and equilibrium real exchange rates  Journal Articles
• Government real estate interventions and the stock market  Journal Articles
• Hedging canadian corporate debt: A comment and extensions  Journal Articles
• ILLIQUIDITY RISK, PROJECT CHARACTERISTICS, AND THE OPTIMAL MATURITY OF CORPORATE DEBT  Journal Articles
• INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES  Journal Articles
• INFORMATION ASYMMETRY AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS: FURTHER EMPIRICAL EVIDENCE  Journal Articles
• INTEGRATION vs SEGMENTATION IN THE KOREAN STOCK MARKET  Journal Articles
• Impact of FDICIA internal controls on bank risk taking  Journal Articles
• Improving the Efficient Frontier  Journal Articles
• Indifference Pricing and Hedging for Volatility Derivatives  Journal Articles
• Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?  Journal Articles
• Informational effects of regulation FD: evidence from rating agencies  Journal Articles
• Informed liquidity provision in a limit order market  Journal Articles
• International Journal of Theoretical & Applied Finance  Journal
• International Review of Financial Analysis  Journal
• International exchange risk and asset substitutability  Journal Articles
• International investment and currency risk  Journal Articles
• Intraday dynamics of volatility and duration: Evidence from Chinese stocks  Scholarly Editions
• Intra‐industry bankruptcy contagion: Evidence from the pricing of industry recovery rates  Journal Articles
• Investment and financing decisions with learning-curve technology  Journal Articles
• Investment policy with time-to-build  Journal Articles
• Journal of Banking & Finance  Journal
• Journal of Business Finance & 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 Research  Journal
• Journal of Financial Services Research  Journal
• Journal of Financial Stability  Journal
• Journal of Financial and Quantitative Analysis  Journal
• Journal of Futures Markets, The  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, The  Journal
• Journal of Risk and Insurance  Journal
• Journal of financial markets  Journal
• LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION  Journal Articles
• LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION  Journal Articles
• Labor-saving innovations and capital structure  Journal Articles
• Leadership vacuum and corporate investment  Journal Articles
• Liquidity, volume and price efficiency: The impact of order vs. quote driven trading  Journal Articles
• Loan-commitment borrowing and performance-sensitive debt  Journal Articles
• Local CEOs, career concerns and voluntary disclosure  Journal Articles
• Log Student’st-distribution-based option sensitivities: Greeks for the Gosset formulae  Journal Articles
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS  Journal Articles
• MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS  Journal Articles
• Managerial Ownership and Financial Analysts’ Information Environment  Journal Articles
• Market Efficiency and Natural Selection in a Commodity Futures Market  Journal Articles
• Mathematical Finance  Journal
• Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies  Journal Articles
• Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms  Journal Articles
• Momentum and mean reversion across national equity markets  Journal Articles
• Money and the C-CAPM  Journal Articles
• Money and the C-CAPM  Journal Articles
• Mortality Swaps and Tax Arbitrage in the Canadian Insurance and Annuity Markets  Journal Articles
• Motor Vehicle Mortality Reductions since the Energy Crisis  Journal Articles
• NETTING AND NOVATION IN REPO NETWORKS  Journal Articles
• Natural Selection and Market Efficiency in a Futures Market with Random Shocks  Journal Articles
• Netting and novation in REPO networks with rehypothecation: an agent-based computation model  Journal Articles
• News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns  Journal Articles
• News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies  Journal Articles
• OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR  Journal Articles
• OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE  Journal Articles
• On the nature of mean-variance spanning  Journal Articles
• On the survival of overconfident traders in a competitive securities market  Journal Articles
• Optimal Bond Refunding: A Practical Approach  Journal Articles
• Optimal Sequential Selection in Capital Budgeting: A Shortcut  Journal Articles
• Optimal Sequential Selection in Capital Budgeting: One More Time  Journal Articles
• Optimal clearing margin, capital and price limits for futures clearinghouses  Journal Articles
• Optimal portfolio selection under institutional procedures for short selling  Journal Articles
• Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration  Journal Articles
• Optimal restrictiveness of a financing covenant  Journal Articles
• Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration  Journal Articles
• Option valuation with observable volatility and jump dynamics  Journal Articles
• PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS  Journal Articles
• PREFACE  Journal Articles
• PREFACE – Special Issue on Financial Derivatives and Risk Management  Journal Articles
• PREFACE — Special Issue on Computational Finance  Journal Articles
• PREFACE: SPECIAL ISSUE IN HONOUR OF MEMORY OF THOMAS ROBERT HURD (1956-2022)  Journal Articles
• PRIORITY OPTION: THE VALUE OF BEING A LEADER  Journal Articles
• Pacific Basin Finance Journal  Journal
• Performance of Japanese leveraged ETFs  Journal Articles
• Political uncertainty and city bank lending in China: Evidence from city government official changes  Journal Articles
• Portfolio Analysis Using Single Index, Multi‐Index, and Constant Correlation Models: A Unified Treatment  Journal Articles
• Portfolio optimization under the Value-at-Risk constraint  Conferences
• Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations  Journal Articles
• Predicting Stock Returns in an Efficient Market  Journal Articles
• Predicting Stock Returns in an Efficient Market  Journal Articles
• Price Effects of Stock Ownership Restrictions for Foreigners in Emerging Markets  Journal Articles
• Price control and input inventory: The firm under disequilibrium trading  Journal Articles
• Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles  Journal Articles
• Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles  Journal Articles
• Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles  Journal Articles
• Probability of call and likelihood of the call feature in a corporate bond  Journal Articles
• Productivity-based asset pricing: Theory and evidence  Journal Articles
• Product–market flexibility and capital structure  Journal Articles
• Quantitative Finance  Journal
• Quarterly Review of Economics and Finance  Journal
• Real options, agency conflicts, and optimal capital structure  Journal Articles
• Regional capital mobility in China: 1978–2006  Journal Articles
• Regulating dark trading: Order flow segmentation and market quality  Journal Articles
• Repurchases for Price Impact: Evidence from Fragile Stocks  Other
• Research in International Business and Finance  Journal
• Review of Derivatives Research  Journal
• Review of Finance  Journal
• Review of Financial Economics  Journal
• Review of Quantitative Finance and Accounting  Journal
• Risk minimization and portfolio diversification  Journal Articles
• Robust Stochastic Discount Factors  Journal Articles
• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION  Journal Articles
• SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION  Journal Articles
• Satisfying convex risk limits by trading  Journal Articles
• Setting the optimal make-whole call premium  Journal Articles
• Social Screens and Systematic Investor Boycott Risk  Journal Articles
• Social Screens and Systematic Investor Boycott Risk  Journal Articles
• Social capital and bank stability  Journal Articles
• Social distancing and local bias  Journal Articles
• Spot and Forward Exchange Rates: A Causality Analysis  Journal Articles
• Stock Loans in Incomplete Markets  Journal Articles
• Strategic Decision Making of the Firm Under Asymmetric Information  Journal Articles
• Strategie decision making of the firm under asymmetric information  Journal Articles
• Subsidizing liquidity: The impact of make/take fees on market quality  Journal Articles
• TESTS OF THE VALUE LINE RANKING SYSTEM: SOME INTERNATIONAL EVIDENCE  Journal Articles
• THE BROAD CONSEQUENCES OF NARROW BANKING  Journal Articles
• THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE‐TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS  Journal Articles
• TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION  Journal Articles
• Technological change and economies of scale in Canadian financial institutions: A selection from competing hypotheses  Journal Articles
• Temperature shocks and the cost of equity capital: Implications for climate change perceptions  Journal Articles
• Term Premium Determinants, Return Enhancement and Interest Rate Predictability  Journal Articles
• Term Premium Determinants, Return Enhancement and Interest Rate Predictability  Journal Articles
• The Effect of Organization Capital on the Cost of Bank Loans  Journal Articles
• The Fields Institute: thematic program on Quantitative Finance: foundations and applications – January to June, 2010  Journal Articles
• The Impact of Options Listing on Stock Behaviour and Market Liquidity: Some Canadian Evidence  Journal Articles
• The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs  Journal Articles
• The Review of financial studies  Journal
• The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates  Journal Articles
• The behavior of oil futures returns around OPEC conferences  Journal Articles
• The effect of interest rate volatility on treasury yields  Journal Articles
• The effect of leverage on the tax‐cut versus investment‐subsidy argument  Journal Articles
• The hedging effectiveness of options and futures: A mean‐gini approach  Journal Articles
• The impact of competition and information on intraday trading  Journal Articles
• The investment decision with technological and market uncertainties  Journal Articles
• The investment decisions of individuals and firms  Journal Articles
• The pricing and performance of leveraged exchange-traded funds  Journal Articles
• The pricing of exchange rate risk and stock market segmentation: The Canadian case  Journal Articles
• The theory of demand for health insurance, by John A Nyman  Journal Articles
• The underpricing of initial public offerings: A theoretical and empirical reconsideration of the adverse selection hypothesis  Journal Articles
• Time variation in the correlation structure of exchange rates: high-frequency analyses  Journal Articles
• Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity  Journal Articles
• Tracking Stock or Spin‐Off? Determinants of Choice  Journal Articles
• Trading Volume in Dealer Markets  Journal Articles
• Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks  Journal Articles
• Utility Indifference Pricing: A Time Consistent Approach  Journal Articles
• Valuation of tax loss carryforwards  Journal Articles
• Volatility dynamics under duration-dependent mixing  Journal Articles
• Voluntary disclosure of pandemic exposure and stock price crash risk  Journal Articles
• What motivates exchangeable debt offerings?  Journal Articles
• What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?  Journal Articles
• Where credit is due: Residential mortgage finance in Canada, 1901 to 1954  Journal Articles
• Which economic uncertainty measure matters for households' portfolio decision?  Journal Articles
• Which uncertainty measures matter for the cross-section of stock returns?  Journal Articles
• Who Is Afraid of BlackRock?  Journal Articles
• Who Is Afraid of BlackRock?  Journal Articles
• Yield spreads, agency costs and the corporate bond call feature  Journal Articles