Zobrazeno 1 - 10
of 46
pro vyhledávání: '"J HEUSON"'
Publikováno v:
Financial Management. 49:877-896
We show that fund-specific return skewness is associated with managerial skill and future hedge fund performance. Specifically, skewness in fund returns reflects managerial skill in avoiding large drawdowns. Using a new measure of investment skill th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06a2846c47b613310100a8f230209a8c
https://doi.org/10.1111/fima.12304
https://doi.org/10.1111/fima.12304
Autor:
Andrea J. Heuson, Gary Painter
Publikováno v:
Real Estate Economics. 42:869-899
The Taxpayer Relief Act of 1997 (TRA97) replaced a one-time, post-age-55 capital gain exclusion with a larger gain exclusion amount that could be protected every two years without requiring that the taxpayer trades up in housing. This action had the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80f3cfb5dcddb22585fec85dad715922
https://doi.org/10.1111/1540-6229.12053
https://doi.org/10.1111/1540-6229.12053
Autor:
Tie Su, Andrea J. Heuson
Publikováno v:
Financial Review. 47:219-246
A borrower whose loan is committed to the securitization process has the ability and incentive to switch lenders if market rates drop during the loan origination period, which creates significant exposure for primary lenders. A simple secondary marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8038a62523590a7ceda3dafd86475ae3
https://doi.org/10.1111/j.1540-6288.2012.00327.x
https://doi.org/10.1111/j.1540-6288.2012.00327.x
Publikováno v:
Journal of Real Estate Portfolio Management. 18:135-153
This paper investigates the determinants of underwriting fees charged to active government-sponsored enterprises (GSEs) and financial industry borrowers on debt issuances, how such fees change over...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebbd8c4cf8e11230438afecba7f86617
https://doi.org/10.1080/10835547.2012.12089926
https://doi.org/10.1080/10835547.2012.12089926
Publikováno v:
Journal of Financial Research. 29:593-608
We provide empirical evidence that quoted secondary market mortgage yields conform to the predictions of option theory. We compare Fannie Mae and Freddie Mac origination yields offered in the secondary market from 1985 to 2003 with the predictions of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1a43aa1f8595859774621b3280d3e68
https://doi.org/10.1111/j.1475-6803.2006.00196.x
https://doi.org/10.1111/j.1475-6803.2006.00196.x
Publikováno v:
Management Science. 51:1582-1592
This paper makes indirect inference about the time variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff0678b49a912570ee9e3148002d4a80
https://doi.org/10.1287/mnsc.1050.0396
https://doi.org/10.1287/mnsc.1050.0396
Publikováno v:
Financial Analysts Journal. 60:81-94
For this article, daily changes in pure discount yields on U.S. risk-free securities were fit to a theoretically robust term-structure model to derive a set of orthogonal factors measuring the level, slope, and curvature of the yield curve. Changes i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::941d35058f03221a2300fc3e524fe1da
https://doi.org/10.2469/faj.v60.n5.2658
https://doi.org/10.2469/faj.v60.n5.2658
Publikováno v:
SSRN Electronic Journal.
This paper studies the relation between return skewness, fund flows, and hedge fund performance. Our results show that hedge fund returns exhibit significant skewness and fund investors prefer skewness. Annual flows into hedge funds with positively s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5d64e111ea81b0bc56f0e8cf3aa1124
https://doi.org/10.2139/ssrn.2448486
https://doi.org/10.2139/ssrn.2448486
Publikováno v:
The Journal of Real Estate Finance and Economics. 23:337-363
This article develops a model of the interactions between borrowers, originators, and a securitizer in primary and secondary mortgage markets. In the secondary market, the securitizer adds liquidity and plays a strategic game with mortgage originator
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af1cb965520292f63896c2c7adfbd3a7
https://doi.org/10.1023/a:1017952120081
https://doi.org/10.1023/a:1017952120081
Publikováno v:
The Financial Review. 32:1-20
Residential mortgage originators can transfer loans to ultimate lenders quickly and efficiently using the secondary mortgage market. Some adjustable rate mortgage (ARM) lenders use this outlet consistently while others hold whole loans in their portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4915672b48ac7d4dfab6284c8772d616
https://doi.org/10.1111/j.1540-6288.1997.tb00412.x
https://doi.org/10.1111/j.1540-6288.1997.tb00412.x