Zobrazeno 1 - 10
of 58
pro vyhledávání: '"Diego Escobari"'
Autor:
Diego Escobari, Alejandro Serrano
Publikováno v:
Managerial Finance, 2016, Vol. 42, Issue 6, pp. 553-568.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-03-2015-0059
Publikováno v:
Journal of Management Information Systems. 38:989-1010
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc8b438bb8b1e70e8b700dcb23fd48e1
https://doi.org/10.1080/07421222.2021.1990611
https://doi.org/10.1080/07421222.2021.1990611
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::808fb9660ba1a36fc3dfaf7abe62b99e
https://doi.org/10.2139/ssrn.4115933
https://doi.org/10.2139/ssrn.4115933
Publikováno v:
Global Finance Journal. 41:128-145
We examine the existence of real and accrual-based earnings management before and after cross-listings on the U.S. market. The results indicate that firms actively manage their earnings around cross-listing events, using both accrual and real earning
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dedaf932e77051cf243f7814d2759b9c
https://doi.org/10.1016/j.gfj.2019.04.001
https://doi.org/10.1016/j.gfj.2019.04.001
Autor:
Mohammad Jafarinejad, Diego Escobari
Publikováno v:
Journal of Behavioral Finance. 20:304-315
The authors propose a novel approach to model investors' uncertainty using the conditional volatility of investors' sentiment. Working with weekly data on investor sentiment, 6 major U.S. stock ind...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b3b5bce0836c174f1b07a9ce2b0793a
https://doi.org/10.1080/15427560.2018.1506787
https://doi.org/10.1080/15427560.2018.1506787
Autor:
Diego Escobari, Damian S. Damianov
Publikováno v:
Real estate economics, 2021, Vol.49(4), pp.1201-1237 [Peer Reviewed Journal]
Real hedging is the practice of getting onto the property ladder in order to trade up to a larger home in the future. We define the value of the real hedge of home ownership as the difference between the risk premiums of renting and owning and explor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1fe2bde45185cb30eaf53f8d970a27f
https://doi.org/10.1111/1540-6229.12276
https://doi.org/10.1111/1540-6229.12276
Publikováno v:
SSRN Electronic Journal.
We develop a model to derive an optimal price for a bundle of two goods when buyers are risk averse and uncertain about the valuation of each good. In theory, the optimal bundle price depends not only on the probability of a positive valuation of eac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8490e2cf80d5c9fee392a5c62a89944c
https://doi.org/10.2139/ssrn.3857885
https://doi.org/10.2139/ssrn.3857885
Publikováno v:
HICSS
Syracuse University Experts@Syracuse
Syracuse University Experts@Syracuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e182caa8c663fecc3dbfb9e232e88a0
https://doi.org/10.24251/hicss.2021.789
https://doi.org/10.24251/hicss.2021.789
Autor:
Diego Escobari, Shahil Sharma
Publikováno v:
SSRN Electronic Journal.
We investigate the role of bubbles on financial contagion using a set of developed economies. First, using the recursive flexible window right-tailed ADF-based procedure, we date stamp bubble periods in stock index series. Second, we capture contagio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::706188ad9795f1297e0eb565936ef74e
https://doi.org/10.2139/ssrn.3747334
https://doi.org/10.2139/ssrn.3747334
Autor:
Diego Escobari, Shahil Sharma
Publikováno v:
SSRN Electronic Journal.
This paper is set to reconcile the existent conflicting empirical evidence on the effect of oil prices on stock prices. We estimate various nonlinear models where the response changes according to a first-order Markov switching process. More importan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ec7b1e29912976ffd734072224f64eb
https://doi.org/10.2139/ssrn.3708115
https://doi.org/10.2139/ssrn.3708115