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Publication Type: Academic Journal

Source(s): Review of Financial Studies. Jan2023, Vol. 36 Issue 1, p70-121. 52p.

Abstract: We examine the recent rise of institutional investment in the single-family home rental market and its implications for renters' welfare. Using institutional mergers to identify local exogenous variation in institutional landlords' scale and market sha...

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Dec2022, Vol. 35 Issue 12, p5387-5437. 51p.

Abstract: We study how retail savings products can share market risk across investor cohorts, thereby completing financial markets. Financial intermediaries smooth returns by varying reserves, which are passed on between successive investor cohorts, thereby redi...

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Oct2022, Vol. 35 Issue 10, p4712-4755. 44p.

Abstract: Using intraday data, we document statistically strong, but temporary, impacts of commodity index trade flows on commodity futures prices. We also examine the previously documented positive returns around the issuance of commodity-linked notes and find ...

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis. Nov2022, Vol. 57 Issue 7, p2724-2765. 42p.

Abstract: Standard portfolio choice models predict that investors consider the tax implications of trading. However, individuals are disposed toward realizing gains and holding losing investments, behaviors that worsen their performance. We show, in an experimen...

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis. Nov2022, Vol. 57 Issue 7, p2798-2833. 36p.

Abstract: Fund flows are more correlated among funds with similar investment horizon, consistent with correlated demand for liquidity. We find that stocks held by institutions with more heterogeneous investment horizon are more liquid and have lower volatility o...

Publication Type: Academic Journal

Source(s): Mobile Information Systems. 2/23/2023, p1-17. 17p.

Abstract: The development of communication technology has accumulated a large amount of data in the field of finance, and analyzing this data can better portray the behavior of financial entities, which is crucial to the progress of corporate finance. Based on t...

Publication Type: Academic Journal

Source(s): Complexity. 2/13/2023, p1-17. 17p.

Abstract: We examine the time- and frequency-domain spillover connectedness between regional and world Shariah indices. The spillover index approach is employed with data over the period from April 30, 2012, to May 9, 2022, for African, American, Asian, European...

Publication Type: Academic Journal

Source(s): Finance a Uver: Czech Journal of Economics & Finance. 2023, Vol. 73 Issue 1, p24-55. 32p.

Abstract: Using daily observations from 2004 to 2020, we find that separately, both stocks and oil price variables improve the prediction of the VIX, but not together. In particular, the oil price seems to be more informative. We study the sensitivity of our res...

Publication Type: Academic Journal

Source(s): International Journal of Business. 2023, Vol. 28 Issue 1, p1-20. 20p.

Abstract: I use a quasi-natural experiment setting and examine whether geographically-varying investors' income needs, proxied by local disasters, affect dividend payout. Firms located in areas severely impacted by local disasters are more likely to be dividend ...

Publication Type: Academic Journal

Source(s): Trimestre Económico. ene-mar2023, Vol. 90 Issue 357, p295-301. 7p.

Abstract: Este breve ensayo hace una reflexión acerca de la definición de la ganancia de los capitalistas y la relación con la oferta y la demanda, así como el trabajo y los trabajadores. Ésta se genera gracias a la fuerza productiva del trabajo. Asimismo, estud...