(b) Composition of local government debt.
Each issue brings you important financial research from varied perspectives. Abbre...Figure 2: This figure plots the 252-day rolling correlation of percentage changes in the Goldman Sachs Commodity Index (GSCI) Energy Total Return Index with percentage changes in the GSCI Excluding En...Figure 3: This figure plots the 252-day rolling correlation of the percentage change in the GSCI Total Return Index with the percentage change in the MSCI Emerging Markets Index, Reuters DXY Dollar In...Figure 4: Panel a plots open interest in corn, sugar, oil and GSCI normalized to the average 1986 open interest. Individuals who are not in the labor force, are employed but temporarily absent, are unpaid family work...Figure 3: Share of workers who reported having an irregular schedule based on different data sets. : A Test of the Tax-Option HypothesisThis paper tests the prediction of the tax-option hypothesis that the market impact of stock splits would be reduced by the 1986 Tax Reform Act which eliminated the difference between long- and short-term capital gains tax rates. The Burr-XII distribution also performs better than the lognormal based on calibration statistics, and hence, is used to recalibrate estimated distributions.
We begin by documenting three dimensions of capital structure variation: cross firm, cross industry, and within firm through time. Copyright 1988 by MIT Press.An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973–1986This study presents an empirical analysis of the impact of Chicago Board Options Exchange option initiation on the price volatility and trading volume of the underlying equities. Copyright 1996 by MIT Press.This paper examines the impact on stock returns of changes in the Standard & Poor's (S&P) 500 index. This result supports qualitative evidence showing that hospitals' capital positions were impaired. The negative association between bank holding company risk and the mix of permissible nonbank activities appears to have positive implications for future deregulation. The presumption is that the relevant set of relative yields remains essentially constant over time across intermediaries. Thus, it appears that the Federal Reserve does not induce speculative activity in these stocks.Investors' Use of Historical Forecast Bias to Adjust Current ExpectationsWe explore the extent to which investor response to earnings information differs in the presence of historical bias in earnings forecasts. Target firm equity abnormal returns and residual variances increase significantly one and two days, respectively, prior to the announcement. The impact factor (IF) 2018 of International Review of Financial Analysis is 1.99, which is computed in 2019 as per it's definition.International Review of Financial Analysis IF is increased by a factor of 0.26 and approximate percentage change is 15.03% when compared to preceding year 2017, which shows a rising trend. The results reject the hypothesis that cumulative excess returns accruing because of tax reform equal the revaluation on existing assets. Copyright 1991 by MIT Press.Insider Trading Activity, Different Market Regimens, and Abnormal ReturnsThis paper shows that corporate insiders earn abnormal returns by adjusting their own firm's stock trading to future market movements.
The bidding firm implied standard deviations are not affected.
The rapid rise in CEO pay over the past 30 years has sparked an intense debate about the nature of the pay-setting process.
Abbreviations: E, educated; m, proportion of educated men; n, proportion of educated women...Figure 2: Empirical matching patterns. The Impact Factor Quartile of Financial Planning Review is still under caculation.The Impact Factor (IF) or Journal Impact Factor (JIF) of an academic journal is a scientometric index that reflects the yearly average number of citations that recent articles published in a given journal received.
The results show that bank holding companies have increased in risk over the sample period and also reveal that much of the controversy over the two-index model stems from the transitory nature of the interest rate coefficient through time, making long time series groupings of data misspecified. The 2020 Edition of the Journal Citation Reports® (JCR) published by Clarivate Analytics provides a combination of impact and influence …
Uniquely, the two-factor model is estimated in separate regressions for each of the fourteen years between 1976 and 1989, thus exposing intertemporal changes in the model coefficients.
Copyright 1988 by MIT Press.This paper examines the common stock returns of three groups of bidders that purchased brokerage houses. Thus, the ability of these banks to forecast three-month interest rates for these five countries exceeds that of a no-change forecast, but falls below the forecasting ability of the forward rate.Statistical Tests of the Accuracy of Alternative Forecasts: Some Results for U.S. Utility Betas.The common approach for assessing the relative forecast accuracy of various predictors is simply to compare their simple ranks based on some measure(s) of forecast accuracy (such as the mean square errors). When profit margins fell, bond ratings went down, while borrowing costs increased; the rate of hospital bond defaults went up and capital improvements were delayed. The controllability of these items demonstrates the management challenge associated with a material merger. The consensus measures, though, are found to be inferior to the forward rate forecast. This is an edited version of a talk given at the Robert C. Merton 75th Birthday Celebration Conference held at MIT on August 5 and 6, 2019. *This value is calculated using ResearchGate data and is based on average citation counts from work published in this journal. This review focuses on recent developments in China's institutions, financial markets, ...Figure 1: Bank loans, local government debt, and WMPs following the Chinese stimulus package. Borsa İstanbul Review provides a scholarly platform for empirical financial studies including but not limited to financial markets and institutions, financial economics, investor behavior, financial centers and market structures, corporate finance, recent economic and financial trends.
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