Zobrazeno 1 - 10
of 146
pro vyhledávání: '"J. Kenton Zumwalt"'
Publikováno v:
Accounting & Finance. 60:435-470
Previous studies that have examined the impact of the 2008 financial crisis on syndicated loans have ignored potential differences between lending banks by explicitly or implicitly aggregating all lenders together and focusing on borrower characteris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9817963a880af8958919132221556d2c
https://doi.org/10.1111/acfi.12493
https://doi.org/10.1111/acfi.12493
Publikováno v:
Journal of Financial Research. 40:535-565
The recent financial crisis presents an opportunity to examine stock market reactions to syndicated loan decisions reached by borrowers and lenders regarding loan type and loan purpose. We find that during the crisis, the renegotiation flexibility pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c2d1c822e7448978130281e1a8cbf43
https://doi.org/10.1111/jfir.12134
https://doi.org/10.1111/jfir.12134
Publikováno v:
SSRN Electronic Journal.
We evaluate and compare market reaction to syndicated loan announcements for two sets of high-profile banks, consisting of five banks that failed in 2008 during the financial crisis and the five banks that ultimately acquired them. Results show that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b5c54f5e421dd5cd6d6a61e284b580f
https://doi.org/10.2139/ssrn.3221832
https://doi.org/10.2139/ssrn.3221832
Publikováno v:
Pacific-Basin Finance Journal. 30:114-131
The 1997/98 financial crisis forced the Indonesian government to inject capital into selected banks, introduce deposit insurance and change capital requirements. This study investigates the relation between highly concentrated ownership and bank risk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7681b2540d5d30f35efb7eb2e250c7bc
https://doi.org/10.1016/j.pacfin.2014.07.003
https://doi.org/10.1016/j.pacfin.2014.07.003
Publikováno v:
Journal of Banking & Finance. 36:112-120
An empirical issue is whether a mutual fund’s change in intertemporal risk is intentional or arises from risk mean reversion. Our methodology uses actual fund trades to identify funds that actively change risk. Funds that are statistically identifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81970fe4ae772a19112139a730aafab2
https://doi.org/10.1016/j.jbankfin.2011.06.011
https://doi.org/10.1016/j.jbankfin.2011.06.011
Publikováno v:
Financial Management. 40:409-426
Investors’ expectations of market volatility, captured by the VIX (the Chicago Board Options Exchange's volatility index, also known as the “investor fear gauge”), affects the expected returns of US equities. Changes in the VIX drive variations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f578c45b30ab039452f7f28b0fcff083
https://doi.org/10.1111/j.1755-053x.2011.01147.x
https://doi.org/10.1111/j.1755-053x.2011.01147.x
Autor:
Kaylene Zaretzky, J. Kenton Zumwalt
Publikováno v:
Managerial Finance. 33:788-797
PurposeEarlier research found that firms with the highest distress risk have low book‐to‐market (B/M) ratios and low returns. This paper aims to examine the robustness of those's results and provide further evidence that high distress‐risk firm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::110b8223a59d63c31777c1c342f91fed
https://doi.org/10.1108/03074350710779232
https://doi.org/10.1108/03074350710779232
Publikováno v:
Journal of Financial Research. 27:133-141
Announcements of syndication loans increase borrowers' shareholder wealth if they are revolving credit agreements but not if they are term loans. Share price responses to revolving credit announcements are positive and significant, whereas the wealth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08774b9dbd445dc35b77cd40a1498af4
https://doi.org/10.1111/j.1475-6803.2004.00081.x
https://doi.org/10.1111/j.1475-6803.2004.00081.x
Publikováno v:
Journal of Multinational Financial Management. 9:217-232
Prior empirical studies analyzing linkages between international equity markets have suffered because suitable real-world financial instruments representing national equity markets were not available for trading. In March 1996, World Equity Benchmark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f453cf73eb7fb2a2d509b2ffce48371
https://doi.org/10.1016/s1042-444x(99)00003-1
https://doi.org/10.1016/s1042-444x(99)00003-1
Publikováno v:
SSRN Electronic Journal.
We use portfolio holdings to show that mutual funds preferentially trade stocks according to the stocks’ sentiment betas. Stocks with high sentiment betas are more responsive to investor sentiment and increase (decrease) in value as sentiment incre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b27bfc3f3807c926b294c3f0abd53a3
https://doi.org/10.2139/ssrn.2131655
https://doi.org/10.2139/ssrn.2131655