Review of Financial Economics

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Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
Review of Financial Economics - Tập 31 - Trang 34-44 - 2016
Alex Sclip, Alberto Dreassi, Stefano Miani, Andrea Paltrinieri
AbstractAn understanding of volatility and co‐movements in financial markets is important for portfolio allocation and risk management practices. The current financial crisis caused a shrinkage in values of most assets, an increased volatility and a threat to the survival of several institutional investors. Managing risks and returns within ...... hiện toàn bộ
Dividend reinvestment plans as efficient methods of raising equity financing
Review of Financial Economics - Tập 5 - Trang 91-100 - 1996
Foster Roden
AbstractThis paper presents the results of an examination of the effect of establishing dividend reinvestment plans by public utilities. The authors mailed a questionnaire to a sample of public utilities establishing dividend reinvestment plans before May 1981 and use event methodology to determine excess returns surrounding the announcement...... hiện toàn bộ
Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
Review of Financial Economics - Tập 23 - Trang 90-97 - 2014
Petri Kuosmanen, Juuso Vataja
AbstractThis paper examines the ability of financial variables to predict future economic growth above and beyond past economic activity in a small open economy in the euro area. We aim to clarify potential differences in forecasting economic activity during different economic circumstances.Our results from Finland suggest t...... hiện toàn bộ
Các nhà quản lý danh mục chuyên nghiệp và hiệu ứng tháng Một: lý thuyết và bằng chứng Dịch bởi AI
Review of Financial Economics - Tập 4 - Trang 79-91 - 1994
George Athanassakos, Jacques A. Schnabel
Tóm tắtMặc dù nhiều nhà nghiên cứu đã ghi nhận tính mùa vụ rõ rệt của lợi suất cổ phiếu trong tháng Một, vẫn chưa có lý thuyết được chấp nhận rộng rãi giải thích tại sao hiệu ứng được gọi là "hiệu ứng tháng Một" lại xảy ra. Bài báo này phát triển một lý thuyết về việc tái cân bằng danh mục đầu tư dựa trên các tác động do tầm nhìn kế hoạch nă...... hiện toàn bộ
Does non‐interest income make banks more risky? Retail‐ versus investment‐oriented banks
Review of Financial Economics - Tập 23 - Trang 182-193 - 2014
Matthias Köhler
AbstractIn this paper, we show that the impact of non‐interest income on bank risk differs between retail‐ and investment‐oriented banks. More specifically, while retail‐oriented banks such as savings, cooperative and other banks that focus on lending and deposit‐taking services become significantly more stable (in the sense of having a high...... hiện toàn bộ
Information conveyed by seasoned security offerings: evidence from components of the bid–ask spread
Review of Financial Economics - Tập 9 - Trang 83-99 - 2000
Raymond M Brooks, Ajay Patel
AbstractWe examine the relationship between the degree of informational asymmetry surrounding a firm and the equity market's reaction to a firm's announcement to sell seasoned securities. We use the adverse‐selection component of the bid–ask spread as a proxy for the informational asymmetry of a firm. For equity offers, we find that the grea...... hiện toàn bộ
Internet, consumer spending, and credit card balance: Evidence from US consumers
Review of Financial Economics - Tập 30 - Trang 11-22 - 2016
Hem C. Basnet, Ficawoyi Donou-Adonsou
AbstractUtilizing the 2013 Survey of Consumer Finances data, the present study aims to examine the role of the Internet in carrying a credit card balance among US households. The central question of this study is whether or not households with Internet access have more favorable attitudes toward incurring more credit card balance. This study...... hiện toàn bộ
The performance of venture capital investments: Do investors overreact?
Review of Financial Economics - Tập 22 - Trang 20-35 - 2013
Ann-Kristin Achleitner, Nico Engel, Uwe Reiner
AbstractUsing a unique proprietary data set of over 5400 realized and unrealized venture capital investments between 1980 and 2005, we examine the impact of demand‐related factors, e.g. entrepreneurial activity, as well as supply‐related factors, i.e. money provided by VC investors, on the return of individual VC investments. This way, we ar...... hiện toàn bộ
Market response to analyst recommendations in the “dartboard” column: the information and price‐pressure effects
Review of Financial Economics - Tập 5 - Trang 59-74 - 1996
Robert L. Albert
AbstractThe market response to securities selected by analysts featured in the “Dartboard” column of The Wall Street Journal (WSJ) is the subject of this study. Prior studies have reported significantly positive abnormal returns on the WSJ issue date, followed by a partial price reversal, suggesting that the initia...... hiện toàn bộ
Information flow between the stock and option markets: Where do informed traders trade?
Review of Financial Economics - Tập 14 - Trang 1-23 - 2005
Carl R. Chen, Peter P. Lung, Nicholas S.P. Tay
AbstractThis paper investigates the flow of information between the equity and options markets. We argue that informed traders, in deciding where to place their trades, are not entirely indifferent to option moneyness, degree of information asymmetry, and option liquidity. Unlike some previous studies that find information to flow unilateral...... hiện toàn bộ
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