scroll to top
Loading icon
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "finance"

1 - 10 of 52,627 results for
 "finance"
Results per page:

Informed trading of out‐of‐the‐money options and market efficiency.

Publication Type:Academic Journal

Source(s):Journal of Financial Research. Jun2022, Vol. 45 Issue 2, p247-279. 33p. 12 Charts, 2 Graphs.

Abstract:We examine the stock return predictability of out‐of‐the‐money (OTM) put‐to‐call trading volume ratio (OTMPC). Our numerical analysis predicts that in the US equity option market, informed investors rarely write OTM options because the leverage effect ...

View details

Internal procedures of the risk‐oriented lending process in the bank.

Publication Type:Academic Journal

Source(s):Risk Management & Insurance Review. Summer2022, Vol. 25 Issue 2, p99-114. 16p.

Abstract:Information about the financial condition of financial institutions is the basis for assessing the risk of their lending. In the conditions of economic instability, the validity and effectiveness of management decisions significantly depend on the qual...

View details

The impact of pork‐barrel capital funding in schools: Evidence from participatory budgeting in NYC.

Publication Type:Academic Journal

Source(s):Public Budgeting & Finance. Jun2022, Vol. 42 Issue 2, p148-170. 23p.

Abstract:Pork‐barrel spending is a form of public spending controlled by individual legislators and primarily serving a local interest. In this paper, we investigate the impact of a type of pork, council member capital discretionary education spending voted upo...

View details

When does portfolio compression reduce systemic risk?

Publication Type:Academic Journal

Source(s):Mathematical Finance. Jul2022, Vol. 32 Issue 3, p727-778. 52p.

Abstract:We analyze the consequences of portfolio compression for systemic risk. Portfolio compression is a post‐trade netting mechanism that reduces gross positions while keeping net positions unchanged and it is part of the financial legislation in the United...

View details

How do firms hedge in financial distress?

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Jul2022, Vol. 42 Issue 7, p1324-1351. 28p.

Abstract:We examine how firms hedge in financial distress. Using hand‐collected data from oil and gas producers, we find that these firms hedge oil prices during periods of financial distress. Derivative portfolios in these firms are characterized by short put ...

View details

Hedging pressure and liquidity provision in commodity options markets.

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Jul2022, Vol. 42 Issue 7, p1212-1233. 22p.

Abstract:This study examines hedging pressure and liquidity provision in commodity options markets using data from the weekly US Commodity Futures Trading Commission Commitments of Traders and Disaggregated Commitments of Traders reports. The "options‐only" rep...

View details

Systemic Cyber Risk and Aggregate Impacts.

Publication Type:Academic Journal

Source(s):Risk Analysis: An International Journal. Aug2022, Vol. 42 Issue 8, p1606-1622. 17p. 3 Diagrams, 3 Charts, 2 Graphs.

Abstract:With some of the largest cyber attacks occurring in recent years—from 2010 to 2019—we are only beginning to understand the full extent of cyber risk. As businesses grapple with the risks of cyber‐incidents and their imperfect ability to prevent them, a...

View details

Short selling and options trading: A tale of two markets.

Publication Type:Academic Journal

Source(s):Journal of Financial Research. Jun2022, Vol. 45 Issue 2, p313-338. 26p. 8 Charts, 2 Graphs.

Abstract:Recent research documents both short selling and option volume are predictive of future real estate investment trust (REIT) returns, suggesting informed investors exploit their informational advantage in both the traditional equity and derivative secur...

View details

Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment.

Publication Type:Academic Journal

Source(s):Journal of Forecasting. Aug2022, Vol. 41 Issue 5, p980-996. 17p.

Abstract:This paper employs the prevailing shrinkage approaches, the lasso, adaptive lasso, elastic net, and ridge regression to predict stock return volatility with a large set of variables. The out‐of‐sample results reveal that shrinkage approaches exhibit su...

View details

Multiperiod default probability forecasting.

Publication Type:Academic Journal

Source(s):Journal of Forecasting. Jul2022, Vol. 41 Issue 4, p677-696. 20p.

Abstract:Accounting standards require that financial institutions must measure default risk with respect to the full maturity of a financial instrument. This requires forecasting of future default probabilities. The forecast of future default probabilities conc...

View details

banner_970x250 (970x250)

sponsored