The “greatest” carry trade ever? Understanding eurozone bank risks.
Viral V. Acharya, Sascha Steffen
págs. 215-236
The failure of models that predict failure: Distance, incentives, and defaults.
Uday Rajan, Amit Seru, Vikrant Vig
págs. 237-260
Can managers time the market? Evidence using repurchase price data.
Amy Dittmar, Laura Casares Field
págs. 261-282
Culture and R2.
C.S. Eun, Lingling Wang, Steven Xiao
págs. 283-303
Corporate goodness and shareholder wealth.
Philipp Krüger
págs. 304-329
Trading rules, competition for order flow and market fragmentation.
Amy Kwan, Ronald W. Masulis, Thomas H. McInish
págs. 330-348
Callable bonds, reinvestment risk, and credit rating improvements: Role of the call premium.
Manish Tewari, Anthony Byrd, Pradipkumar Ramanlal
págs. 349-360
Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility.
Daehee Jeong, Hwagyun Kim, Joon Y. Park
págs. 361-382
Do analysts matter for governance? Evidence from natural experiments.
Tao Chen, Jarrad Harford, Chen Lin
págs. 383-410
Asset pricing with arbitrage activity.
Julien Hugonnier, Rodolfo Prieto
págs. 411-428
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