Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Jennifer N. Carpenter"'
Publikováno v:
Journal of Financial Economics. 139:679-696
What capital allocation role can China’s stock market play? Counter to perception, stock prices in China have become as informative about future profits as they are in the US. This rise in stock price informativeness has coincided with an increase
Publikováno v:
The Journal of Finance. 74:1175-1216
We develop an empirical model of employee stock option exercise that is suitable for valuation and allows for behavioral channels. We estimate exercise rates as functions of option, stock, and employee characteristics using all employee exercises at
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Studies of the dynamics of bond risk premia that do not account for the corresponding dynamics of bond risk are hard to interpret. We propose a new approach to modeling bond risk and risk premia. For each of the US and China, we reduce the government
Autor:
Jennifer N Carpenter, Kyle B Cunningham, Craig R. Ainsworth, James K. Aden, Matthew P. Rowan, Julie A Rizzo, Saul J Vega, Alicia N Jordan, Jennifer M. Gurney, Brenda D Bustillos, William S. Dewey, Beth A Shields, Leopoldo C. Cancio
Publikováno v:
Journal of burn careresearch : official publication of the American Burn Association. 40(6)
The purpose of this project was to evaluate the relationships between nutrition, physical activity levels (PALs), severity of illness (SOI), and survival in critically ill burn patients. We conducted a retrospective evaluation of consecutively admitt
Publikováno v:
Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance
Publikováno v:
Review of Financial Studies. 23:1-23
The evaluation and compensation of portfolio managers is an important problem for practitioners. Optimal compensation will induce managers to expend effort to generate information and to use it appropriately in an informed portfolio choice. Our gener
Autor:
Viral V. Acharya, Rangarajan K. Sundaram, Jennifer N. Carpenter, Xavier Gabaix, Kose John, Matthew Richardson, Marti G. Subrahmanyam, Eitan Zemel
Publikováno v:
Restoring Financial Stability. :179-196
China is the world’s largest investor and greatest contributor to global economic growth by wide margins, and will remain so for many years. The efficiency of its financial system in allocating capital to investment will be important to sustain thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0cc7199a7ceb2121f94cb800f615456d
http://www.nber.org/papers/w20957.pdf
http://www.nber.org/papers/w20957.pdf
Publikováno v:
Review of Financial Studies. 15:1439-1463
This article provides a comprehensive study of survivorship issues using the mutual fund data of Carhart (1997). We demonstrate theoretically that when survival depends on multiperiod performance, the survivorship bias in average performance typicall