Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Joerg Picard"'
Publikováno v:
Advances in Financial Economics ISBN: 9781789733983
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7563d554a2a7bb7fcccda258da1f016f
https://doi.org/10.1108/s1569-373220220000021001
https://doi.org/10.1108/s1569-373220220000021001
Publikováno v:
Journal of Financial Research. 43:821-845
We exploit a change in criteria by Standard and Poor's to examine the real effects of an exogenous credit ratings change on corporate policies. We use a criteria recalibration by Standard and Poor's, unrelated to firms' fundamentals, as a quasi-natur
Publikováno v:
Applied Economics Letters. 28:1441-1445
We examine the Environmental, Social, and Governance (ESG) performance of Michigan and Indiana companies before and after they passed the Right-to-Work (RTW) laws in 2012 by referencing it against ...
Publikováno v:
SSRN Electronic Journal.
Autor:
Joerg Picard
Publikováno v:
SSRN Electronic Journal.
I analyze the price discovery process of gold by using high-frequency price series of three commonly traded gold investment products and find that first: modern markets disseminate new gold pricing information in less than one hundred milliseconds. M
Autor:
Dmitriy Muravyev, Joerg Picard
Publikováno v:
SSRN Electronic Journal.
We use quasi-exogenous variation in trading activity at the sub-second frequency to show that higher trade and quote intensities cause higher volatility but perhaps surprisingly have no significant effect on stock liquidity. This result has significa