Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Edward Nelling"'
Autor:
Edward Nelling, Viktoriya Lantushenko
Publikováno v:
Journal of Financial Research. 44:725-752
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::930f78f9485623fb50e213c18c8a2a52
https://doi.org/10.1111/jfir.12259
https://doi.org/10.1111/jfir.12259
Autor:
Edward Nelling, Viktoriya Lantushenko
Publikováno v:
Journal of Financial Services Research. 58:161-198
This study introduces a new measure of fund activeness that predicts future fund abnormal returns. This measure is defined as the “return on new portfolio holdings.” It is constructed as the return on stocks that a fund has not held before. We fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e049f4a1a0f8b37fb027e2f65b65d4ff
https://doi.org/10.1007/s10693-019-00329-1
https://doi.org/10.1007/s10693-019-00329-1
Autor:
Viktoriya Lantushenko, Edward Nelling
Publikováno v:
The Journal of Real Estate Finance and Economics. 61:247-274
This paper examines active management in real estate mutual funds (REMFs). The REMF industry has expanded as the underlying REIT industry has developed over time, but the number of REMFs experienced a sharp decline following the global financial cris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81bb71fa24b3ea8d6e96e0f11c44701e
https://doi.org/10.1007/s11146-019-09722-y
https://doi.org/10.1007/s11146-019-09722-y
This chapter examines a multifactor model for stock returns in nine Asian markets (Japan, China, South Korea, Hong Kong, Taiwan, Singapore, Indonesia, Malaysia, and Thailand). The authors develop a model using the market risk premium, size, book-to-m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76d3d2f4e352ccc430e2b71f1b846a65
https://doi.org/10.1108/s1569-376720200000021010
https://doi.org/10.1108/s1569-376720200000021010
Autor:
Edward Nelling, Viktoriya Lantushenko
Publikováno v:
Managerial Finance. 44:1446-1465
Purpose The purpose of this paper is to examine institutional investor demand for shares of firms that announce patents. Design/methodology/approach There are three important dates in the process of obtaining a patent. First, a patent filer requests
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::616aca6d06b5ed63e025f2173ed48e1c
https://doi.org/10.1108/mf-12-2017-0536
https://doi.org/10.1108/mf-12-2017-0536
Autor:
Edward Nelling, Viktoriya Lantushenko
Publikováno v:
The Journal of Real Estate Finance and Economics. 54:459-481
This study examines whether institutional investors exhibit herding behavior by property type in real estate investment trusts (REITs). Our analysis of changes in institutional portfolio holdings indicates strong evidence of this behavior. We analyze
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6d35a0559e48361f433f2c7d22d7345
https://doi.org/10.1007/s11146-016-9553-4
https://doi.org/10.1007/s11146-016-9553-4
Publikováno v:
Applied Economics. 41:2229-2236
This study examines a hedonic regression model of digital camera prices using data collected from an internet price comparison service. We find that a small number of product characteristics explains most of the variation in camera prices. In additio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84fa930c63b968d7e549e586b32ce05d
https://doi.org/10.1080/00036840701222488
https://doi.org/10.1080/00036840701222488
Weathering the storm: the benefit of resources to high-technology ventures navigating adverse events
Publikováno v:
Strategic Entrepreneurship Journal. 3:147-160
Technology ventures must often navigate through difficult times during their existence. In the entrepreneurship literature, however, relatively little research explores the question of how ventures weather the more acute adverse event. Analogous to c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e84ca7081867ea747ced34b6bd4ff78
https://doi.org/10.1002/sej.68
https://doi.org/10.1002/sej.68
Autor:
Edward Nelling, Elizabeth Webb
Publikováno v:
Review of Quantitative Finance and Accounting. 32:197-209
We examine the causal relation between corporate social responsibility (CSR) and financial performance. Consistent with past studies, we find that the two variables appear to be related when we use traditional statistical techniques. However, using a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::333136153d45192628b6ea6fdaae4926
https://doi.org/10.1007/s11156-008-0090-y
https://doi.org/10.1007/s11156-008-0090-y
Publikováno v:
International Review of Economics & Finance. 17:216-229
This paper examines the speed of price adjustment in Chinese A- and B-share stock markets. We use a VAR model to show that A-shares, which are owned primarily by domestic individual investors, adjust to information faster than do B-shares, which are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bc82df8b7725a8f68fe9b64408bd845
https://doi.org/10.1016/j.iref.2007.06.004
https://doi.org/10.1016/j.iref.2007.06.004