Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Laima Spokeviciute"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8da7e5bbf5bf99b9d872437ec2a65a73
https://doi.org/10.2139/ssrn.4284617
https://doi.org/10.2139/ssrn.4284617
We investigate earnings management (EM) behaviour at failed banks by examining the intensity and direction of EM around FDIC-insured commercial bank failures. Our empirical analysis indicates that failing banks engage in EM to a significantly greater
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8514ee5e99d5d2955e027b8d65f5e20b
https://eprints.whiterose.ac.uk/179115/1/Manuscript.pdf
https://eprints.whiterose.ac.uk/179115/1/Manuscript.pdf
In the era of high frequency trading and the pervasiveness of irregularly spaced trading, we control for the time element in the Modified Weighted Price Contribution (MWPC) model by Jahanshahloo and Spokeviciute (2018). We empirically show that our n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51504cb6d89f9a7bca559f03440d3257
https://orca.cardiff.ac.uk/id/eprint/138103/1/Time+Weighted+Price+Contribution_Post_Print.pdf
https://orca.cardiff.ac.uk/id/eprint/138103/1/Time+Weighted+Price+Contribution_Post_Print.pdf
Publikováno v:
Journal of Banking & Finance. 99:222-236
We examine the cleansing effect of financial crises via their contribution to the exit of inefficient US commercial banks from 1984 to 2013. We find a larger increase in the exit likelihood of less efficient banks as compared to more efficient banks
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f33f9bfed3e26ff547820831297dd98
https://doi.org/10.1016/j.jbankfin.2018.12.010
https://doi.org/10.1016/j.jbankfin.2018.12.010
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bd6c42f6e230821b0d4c03d3c6cf45a
https://doi.org/10.2139/ssrn.3992515
https://doi.org/10.2139/ssrn.3992515
Publikováno v:
Economics Letters. 171:76-78
We modify the Barclay and Warner (1993) Weighted Price Contribution model – which measures market participants’ contribution to price discovery process – to incorporate price movements that extend beyond the final price. We validate our model w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b9f48155279add03e02072cdb7aaf10
https://doi.org/10.1016/j.econlet.2018.07.019
https://doi.org/10.1016/j.econlet.2018.07.019