Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Gregory Weitzner"'
Autor:
Mahyar Sefidgaran, Gregory Weitzner
Publikováno v:
SSRN Electronic Journal.
Autor:
Gregory Weitzner, Mehdi Beyhaghi
Publikováno v:
SSRN Electronic Journal.
Autor:
Gregory Weitzner, Cooper Howes
Publikováno v:
SSRN Electronic Journal.
Autor:
Chen Wang, Gregory Weitzner
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
We analyze the relationship between loan pricing and market concentration in the US corporate loan market by creating a measure of markup using banks’ internal loan risk assessments. Our risk-adjusted measure of markup is orthogonal to the subseque
Autor:
Gregory Weitzner
Publikováno v:
SSRN Electronic Journal.
The maturity of a firm's liabilities affects the information financiers produce about the firm’s assets. In my model, long-term financing creates an excessive tendency for financiers to acquire information and screen out lower quality borrowers. In
Autor:
Travis L. Johnson, Gregory Weitzner
Publikováno v:
SSRN Electronic Journal.
Using newly-mandated disclosures, we show some fund managers retain a fraction of securities lending income by employing in-house lending agents. In a model with heterogeneous investors, we find this retention leads funds to overweight high-fee stock
Autor:
Gregory Weitzner
Publikováno v:
SSRN Electronic Journal.
Short sellers care about (i) how overvalued an asset is and (ii) when the overvaluation will be corrected. Hence, short selling costs should be higher over horizons when negative information is more likely to arrive. This article presents a model for
Autor:
Gregory Weitzner, Cesare Fracassi
Publikováno v:
SSRN Electronic Journal.
In July 2013, Moody's unexpectedly increased the amount of equity credit that speculative-grade firms receive for preferred stock from 50% to 100%. Firms affected by the rule change were suddenly considered less levered by Moody's even though their b