Search

Search Funnelback University

Search powered by Funnelback
31 - 40 of 62 search results for `Journal of Financial Economics` |u:www.cerf.cam.ac.uk
  1. Fully-matching results

  2. MeanRevVec.dvi

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/meanrevvec.pdf
    10 Jan 2023: Poterba, J. M. & Summers, L. H. (1988), ‘Mean reversion in stock prices: Evidence and implications’,Journal of Financial Economics 22(1), 27–59. ... Xiong, W. (2001), ‘Convergence trading with wealth effects: an amplification mechanism in
  3. Carry Trades and Speculative Dynamics� Guillaume PlantinLondon…

    https://www.cerf.cam.ac.uk/files/media/carry.pdf
    10 Jan 2023: 61, No. 5 (1993), pp. 989-1018. [14] Darrell Du¢ e; Nicolae Gârleanu; Lasse Pedersen, "Securities Lending,Shorting, and Pricing," Journal of Financial Economics, Vol. ... 66 (2002),pp. 307-339. [15] DavidFrankel; AdyPauzner, "Resolving Indeterminacy
  4. newversion9.dvi

    https://www.cerf.cam.ac.uk/system/files/documents/incentives.pdf
    1 Introduction. Informational efficiency is a central tenet of financial economics. ... mechanism for information production and aggregation. The ability of financial markets to produce.
  5. 9 Sep 2021: a degree of sovereignty requiring a different legal apparatus to resolve financial distress. ... 6. access the relevant part of the bankruptcy code to resolve financial distress.
  6. Why Do Investment Companies Abandon Sustainability? Yuxia (Sarine)…

    https://www.cerf.cam.ac.uk/files/pri_delist_20230410.pdf
    26 Jun 2023: regardless of whether promised sustainability or financial outcomes are delivered (e.g.,. ... costs help screen out companies that are more capable of improving both financial and.
  7. Hedge Fund Tail Risk� Tobias Adriany Federal Reserve Bank ...

    https://www.cerf.cam.ac.uk/files/media/tail_risk.pdf
    10 Jan 2023: turns on Stocks and Bonds," Journal of Financial Economics, 25(1), 23{49. ... Makarov (2004): An Econometric Model. of Serial Correlation and Illiquidity in Hedge Fund Returns," Journal of Financial.
  8. rg9b.dvi

    https://www.cerf.cam.ac.uk/files/media/rg9b.pdf
    10 Jan 2023: stock available for trading. We link our model to a wide range of financial phenomena. ... of hyperbolic time discounting. While hyperbolic discounting has been linked to a number.
  9. Electronic copy available at: http://ssrn.com/abstract=2024513…

    https://www.cerf.cam.ac.uk/system/files/documents/financingthroughasset.pdf
    Campello, Graham, and Harvey (2010) report that 70% of financially constrained firmsincreased asset sales in the financial crisis, versus 37% of unconstrained firms. ... financial slack. While the literature on investment reversibility (e.g., Abel and
  10. Carry Trades and Speculative Dynamics� Guillaume PlantinLondon…

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/carry.pdf
    10 Jan 2023: 61, No. 5 (1993), pp. 989-1018. [14] Darrell Du¢ e; Nicolae Gârleanu; Lasse Pedersen, "Securities Lending,Shorting, and Pricing," Journal of Financial Economics, Vol. ... 66 (2002),pp. 307-339. [15] DavidFrankel; AdyPauzner, "Resolving Indeterminacy
  11. The paradox of financial fire sales and the role ...

    https://www.cerf.cam.ac.uk/system/files/documents/firesale_20150803.pdf
    investors somewhere in the economy? We propose a theory of financial fire sales. ... of real assets, unlike those of financial securities, can differ significantly among investors.

Search history

Recently clicked results

Recently clicked results

Your click history is empty.

Recent searches

Recent searches

Your search history is empty.