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Determinants of Intra-Day Stock Price Change and Asymmetric ... File Format: PDF/Adobe Acrobat - View as HTML With the innovation u i specified as in equation (4), we obtain from equation (3) the following specification to explain intra-day stock price change: ... 5.
Seasoned Equity Offerings: Quality of Accounting Information and ... File Format: PDF/Adobe Acrobat - View as HTML models of earnings quality, since both imply poor accounting information .... Poor quality accounting information obscures a firm’s financial health, ... 6.
The Impact of Internationalization on Firm Performance: A Quantile ... File Format: PDF/Adobe Acrobat - View as HTML of internationalization on performance at various quantiles of ..... transnational network of operations that provides them with operating flexibility. ... 7.
Pricing and Hedging Forward-starting Quanto Asian Options Abstract File Format: PDF/Adobe Acrobat - View as HTML be used to price quanto equity Asian options. For pricing fixed exchange rate linked foreign equity forward-starting Asian options, ... 8.
Macroeconomic Risks and the Fama and French/Carhart Model File Format: PDF/Adobe Acrobat - View as HTML the dividend yield is approximately equal to the level of expected returns (see Fama and French, 1988), and high expected return levels imply depressed ... 9.
More Than They Bargained For: Sovereign Recovery Values in Ecuador ... File Format: PDF/Adobe Acrobat - View as HTML The value of sovereign debt depends explicitly on how much bondholders are able to recover in .... Recovery Values in Emerging Sovereign Debt Markets ... 10.
VALUING CONVERTIBLE BONDS AND THE OPTION TO EXCHANGE BONDS FOR STOCK File Format: PDF/Adobe Acrobat - View as HTML Kostas Tsiveriotis and Chris Fernandes, 1998, “Valuing Convertible Bonds with Credit Risk,”. Journal of Fixed Income 8 (September): 95-102. ... |
