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Network Centrality and Managerial Market-Timing Ability.
Publication Type:Academic Journal
Source(s):Journal of Financial & Quantitative Analysis. Mar2022, Vol. 57 Issue 2, p704-760. 57p.
Abstract:We document that long-run excess returns following announcements of share buyback authorizations and insider purchases are a U-shaped function of firm centrality in the input–output trade-flow network. These results conform to a model of investors endo...
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?
Publication Type:Academic Journal
Source(s):Journal of Financial & Quantitative Analysis. Sep2021, Vol. 56 Issue 6, p2136-2169. 34p.
Abstract:This paper investigates hedge funds’ ability to time industry-specific returns and shows that funds’ timing ability in the manufacturing industry improves their future performance, probability of survival, and ability to attract more capital. The resul...
Equilibrium Consequences of Indexing.
Publication Type:Academic Journal
Source(s):Review of Financial Studies; Jul2022, Vol. 35 Issue 7, p3175-3230, 56p
- Authors:
- Bond, Philip
- GarcÃa, Diego
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...
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty.
Publication Type:Academic Journal
Source(s):Discrete Dynamics in Nature & Society. 12/16/2021, p1-18. 18p.
- Authors:
- Zhu, Shuzhen
- He, Zhen
- Wang, Suxue
Abstract:Through the construction of wavelet coherence analysis and frequency-domain spillover framework, this paper makes a comparative study of the volatility spillover effects of international economic policy uncertainty (EPU) on China's Shanghai and Hong Ko...
How incumbents' response strategy impacts rivals' market exit timing?
Publication Type:Academic Journal
Source(s):Journal of Business Research. Jul2022, Vol. 146, p251-263. 13p.
- Authors:
- Aghaie, Sina
- Javadinia, Amir
- Mirahmad, Hooman
Abstract:Prior research illustrates that incumbent firms commonly react to a rival's market entry by adjusting their marketing mix elements. Incumbents either adjust only one element – adopting a "focused" strategy – or adjust several elements simultaneously– a...
Timing and Selectivity Performance of Mutual Fund Managers: Application of Conditional Models to Indian Equity Diversified Mutual funds.
Publication Type:Academic Journal
Source(s):Jindal Journal of Business Research. Jun2022, Vol. 11 Issue 1, p81-98. 18p.
- Authors:
- Suvarna, Akshatha
Abstract:Investors prefer to invest in the mutual funds as the fund managers may augment the returns through their security selection and market timing skills. Both conditional and unconditional evaluation approaches are used in the assessment of these two skil...
Too Popular, Too Fast: Optimal Advertising and Entry Timing in Markets with Peer Influence.
Publication Type:Academic Journal
Source(s):Management Science. Jun2022, Vol. 68 Issue 6, p4725-4741. 17p.
Abstract:We study optimal advertising and entry timing decisions for a new product being sold in two-segment markets in which followers are positively influenced by elites, whereas elites are either unaffected or repulsed by product popularity among followers. ...
USO Imprinting and Market Entry Timing: Exploring the Influence of University Ecosystems.
Publication Type:Academic Journal
Source(s):IEEE Transactions on Engineering Management. Aug2022, Vol. 69 Issue 4, p1712-1727. 16p.
Abstract:University spin-offs (USOs) have attracted increasing attention due to being an important source of innovation, university income, and job creation. To support their creation and growth, universities have developed university ecosystems of diverse acto...
Structural changes in sentiment and returns: evidence from the Trump election.
Publication Type:Academic Journal
Source(s):Applied Economics Letters. Jun2022, Vol. 29 Issue 10, p901-905. 5p. 1 Chart.
- Authors:
- Becker, Mary
- McGurk, Zachary
- Hale, Michael
Abstract:Given that regime changes may induce new tendencies and behaviours of financial models, we analyse the impact of sentiment variables on stock market returns for time periods before and after Donald Trump's election. Using the CAPM and Fama–French three...
Timing Market Entry: The Mediation Effect of Market Potential.
Publication Type:Academic Journal
Source(s):Journal of International Marketing. Mar2022, Vol. 30 Issue 1, p40-54. 15p. 6 Charts, 1 Graph.
- Authors:
- Islam, Towhidul
- Meade, Nigel
- Sood, Ashish
Abstract:Timing a multinational firm's entry into a new country is a pivotal decision with long-term impact on the firm's overall performance; thus, a deeper understanding of the drivers of the decision and their interrelationship can yield significant manageri...