Zobrazeno 1 - 10
of 55
pro vyhledávání: '"INGRID M. WERNER"'
Publikováno v:
The Journal of Finance.
After a natural experiment is first used, other researchers often reuse the setting, examining different outcome variables. We use simulations based on real data to illustrate the multiple hypothesis testing problem that arises when researchers reuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15b126a99b5f6d16a5c3064fde1c6cb4
https://doi.org/10.1111/jofi.13250
https://doi.org/10.1111/jofi.13250
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf2cc90cb246351a01288e9c4240976c
https://doi.org/10.2139/ssrn.4451697
https://doi.org/10.2139/ssrn.4451697
Publikováno v:
The Journal of Finance. 76:1655-1697
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50f712a11f1f15c2a424792a9ada7ab9
https://doi.org/10.1111/jofi.13028
https://doi.org/10.1111/jofi.13028
Publikováno v:
Management Science
Management Science, 2022
Management Science, 2022
We investigate the effects of a tick-size reduction on market quality in a multiperiod limit order book market. For illiquid stocks, reducing the tick size facilitates undercutting and discourages liquidity provision, resulting in deteriorating marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::66ffe953562dd803cb4c37dd927ad091
https://hal.archives-ouvertes.fr/hal-03591205
https://hal.archives-ouvertes.fr/hal-03591205
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5817bc2b13a2b8248132b794a5f9b4a8
https://doi.org/10.2139/ssrn.4313095
https://doi.org/10.2139/ssrn.4313095
Using a survey of AFA members, we analyze how demographics, time allocation, production mechanisms, and institutional factors affect research production during the pandemic. Consistent with the literature, research productivity falls more for women a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad3129f0fe62a051d67573c1e6bbb06b
https://doi.org/10.3386/w28493
https://doi.org/10.3386/w28493
Publikováno v:
SSRN Electronic Journal.
We study restructuring by firms whose stock prices experience a sharp decline to a low price level– fallen angels. In response to a price decline, firms can retrench by reducing investments and cutting the workforce, or increase leverage and invest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d33ea3ded319495a580c7390d9954c3
https://doi.org/10.2139/ssrn.3866579
https://doi.org/10.2139/ssrn.3866579
Publikováno v:
SSRN Electronic Journal.
Using a survey of AFA members, we analyze how demographics, time allocation, production mechanisms, and institutional factors affect research production during the pandemic. Consistent with the literature, research productivity falls more for women a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1900a75cec38dbfcca2dba49eecb761
https://doi.org/10.2139/ssrn.3757548
https://doi.org/10.2139/ssrn.3757548
Publikováno v:
The Review of Financial Studies. 31:898-942
We analyze a comprehensive sample of more than 10,000 U.S. OTC stocks. We provide much needed descriptive evidence on this market and show that the OTC market is a large, diverse, and dynamic trading environment with a rich set of regulatory and disc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5c9b9734892eddaed0bb854ec49918c
https://doi.org/10.1093/rfs/hhx102
https://doi.org/10.1093/rfs/hhx102
Publikováno v:
SSRN Electronic Journal.
After a natural experiment is first used, other researchers often reuse the setting, examining different outcome variables. We use simulations based on real data to illustrate the multiple hypothesis testing problem that arises when researchers reuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7a19031514bd7e37dfa3c42942c71f6
https://doi.org/10.2139/ssrn.3457525
https://doi.org/10.2139/ssrn.3457525