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Advanced Search Results For "Golez, Benjamin"

1 - 10 of 17 results for
 "Golez, Benjamin"
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Disagreement in the Equity Options Market and Stock Returns.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Mar2022, Vol. 35 Issue 3, p1443-1479, 37p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation.

Publication Type:Academic Journal

Source(s):Management Science; Nov2019, Vol. 65 Issue 11, p5268-5289, 22p, 7 Charts, 2 Graphs

Abstract:Copyright of Management Science is the property of INFORMS: Institute for Operations Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, use...

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Expected Returns and Dividend Growth Rates Implied by Derivative Markets.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Mar2014, Vol. 27 Issue 3, p790-822, 33p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Four centuries of return predictability.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Feb2018, Vol. 127 Issue 2, p248-263. 16p.

Abstract:We combine annual stock market data for the most important equity markets of the last four centuries: the Netherlands and UK (1629–1812), UK (1813–1870), and US (1871–2015). We show that dividend yields are stationary and consistently forecast returns....

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FOUR CENTURIES OF RETURN PREDICTABILITY.

Publication Type:Report

Source(s):NBER Working Papers; 2015, preceding p1-33, 34p

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Four centuries of return predictability.

Publication Type:Report

Source(s):Working Papers (Faculty) -- Stanford Graduate School of Business. Jan2015, p1-33. 33p.

Abstract:We analyze four centuries of stock prices and dividends in the Dutch, English, and U.S. market. With the exception of the post-1945 period, the dividend-to-price ratio is stationary and predicts returns throughout all four centuries. "Excess volatility...

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Price support by bank-affiliated mutual funds.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Mar2015, Vol. 115 Issue 3, p614-638. 25p.

Abstract:Fund managers are double agents; they serve both fund investors and owners of management firms. This conflict of interest may result in trading to support securities prices. Tests of this hypothesis in the Spanish mutual fund industry indicate that ban...

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Pinning in the S&P 500 futures

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Dec2012, Vol. 106 Issue 3, p566-585. 20p.

Abstract:We show that Standard & Poor''s (S&P) 500 futures are pulled toward the at-the-money strike price on days when serial options on the S&P 500 futures expire (pinning) and are pushed away from the cost-of-carry adjusted at-the-money strike price right be...

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