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pro vyhledávání: '"Cliff Moll"'
Publikováno v:
Journal of Finance Issues. 18:52-62
Large commercial banks have been financially impacted by both: (i) the Dodd-Frank Effect, which is the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 and (ii) the Trump Effect, which is the presidential election of Donald Trump in
Autor:
Stephen Huffman, Cliff Moll
Publikováno v:
Journal of Finance Issues. 15:14-27
Motivated by the conflict between capital market theory and empirical results related to the pricing of systematic and nonsystematic risk, we develop, estimate (using option pricing data), and test a measure of ex-ante systematic risk. In our cross-s