Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Andrew Fodor"'
Publikováno v:
Heliyon, Vol 6, Iss 12, Pp e05659- (2020)
This study investigates average earnings quality (AEQ) and its determinants in the European banking sector based on data of 409 European banks from the period 2006–2018. We utilize the intensity of fair valuation, average annual interest change, an
Externí odkaz:
https://doaj.org/article/206f768be76240fa86b903a8889fdc91
Publikováno v:
Management Science.
We examine which categories of option trading volume carry information about future stock prices around corporate news announcements. We predict and find that purchases of options are informative on news days and ahead of unscheduled events but not b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d9900a7a9b03f4c303e700a94909ab5
https://doi.org/10.1287/mnsc.2022.4543
https://doi.org/10.1287/mnsc.2022.4543
Autor:
Cagri Berk Onuk, Andrew Fodor
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 85:101760
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a5aa6f4398c26639dbf7be0a76eeef9
https://doi.org/10.1016/j.intfin.2023.101760
https://doi.org/10.1016/j.intfin.2023.101760
Publikováno v:
Applied Economics. 52:2208-2218
The traditional discounted cash flow (DCF) model is generally used to estimate the present value of an enterprise or its equity based on expected future parameters such as cash flows, growth rate a...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66d43b96edc61694eb755c2c98aed56e
https://doi.org/10.1080/00036846.2019.1686114
https://doi.org/10.1080/00036846.2019.1686114
Publikováno v:
Journal of Banking & Finance. 114:105805
We model deposit insurance as a European put option on the value of the bank in which bank assets follow a displaced lognormal diffusion process. We derive closed-form solutions for the value of the bank for bank equity holders, depositors, and the d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8726302558bcba92a024776286f3e7b
https://doi.org/10.1016/j.jbankfin.2020.105805
https://doi.org/10.1016/j.jbankfin.2020.105805