Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Laurence E. Blose"'
Publikováno v:
Journal of Economics and Finance. 42:526-549
Overnight returns are significantly positive while day returns are significantly negative in the COMEX gold front futures contract, the gold spot market (London Fix), gold mining company stocks, and gold related closed end mutual funds and exchange t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::baf05a66932bf12e468a7091c62c532f
https://doi.org/10.1007/s12197-017-9403-0
https://doi.org/10.1007/s12197-017-9403-0
Autor:
Laurence E. Blose, Vijay Gondhalekar
Publikováno v:
Applied Economics Letters. 21:1269-1272
Overnight returns on the COMEX gold front month contract are significantly positive, whereas day returns are significantly negative (1985 through 2012). Similarly, overnight returns on the SPDR Gold Shares exchange traded fund are significantly great
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ffe95ab51c4efda3b512e403962efc2
https://doi.org/10.1080/13504851.2014.922661
https://doi.org/10.1080/13504851.2014.922661
Autor:
Vijay Gondhalekar, Laurence E. Blose
Publikováno v:
Accounting & Finance. 53:609-622
This study examines the weekend effect in gold returns during bull and bear markets over the period 1975 through 2011. It shows that gold returns from close on Friday to close on Monday are significantly lower than returns during the rest of the week
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9dc89886fa5188022bd53f5d72d5a107
https://doi.org/10.1111/j.1467-629x.2012.00497.x
https://doi.org/10.1111/j.1467-629x.2012.00497.x
Autor:
Laurence E. Blose
Publikováno v:
Journal of Economics and Business. 62:35-47
How do changes in expected inflation affect gold prices? Using unexpected changes in the Consumer Price Index (CPI) this paper shows that surprises in the CPI do not affect gold spot prices. The results indicate that investors anticipating changes in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8f693f169ff894ba15171e424afbb3c
https://doi.org/10.1016/j.jeconbus.2009.07.001
https://doi.org/10.1016/j.jeconbus.2009.07.001
Publikováno v:
Journal of Private Enterprise. 21:29-45
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::3441f4015088ecda6d39b4706680ec71
http://journal.apee.org/index.php?action=ajax&rs=GDMgetFile&rsargs[]=Fall2005_3.pdf
http://journal.apee.org/index.php?action=ajax&rs=GDMgetFile&rsargs[]=Fall2005_3.pdf
Autor:
Laurence E. Blose
Publikováno v:
The Quarterly Review of Economics and Finance. 41:239-258
This study finds significantly negative abnormal returns accompanying press announcements of loan loss provisioning in the banking industry. The negative reactions are shown to arise from both an informational asymmetry regarding asset value and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::692dd1f701ee8fee7664ec34673bbec3
https://doi.org/10.1016/s1062-9769(00)00069-7
https://doi.org/10.1016/s1062-9769(00)00069-7
Autor:
Laurence E. Blose, Joseph C. P. Shieh
Publikováno v:
The Financial Review. 32:449-476
There is a significant positive relation between Tobin's q-ratio and the magnitude of stock market reaction to capital investment announcements. The findings have the following implications for capital investment theory: (i) The results provide evide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af3852c73ad1361526d9ec418fb80a40
https://doi.org/10.1111/j.1540-6288.1997.tb00434.x
https://doi.org/10.1111/j.1540-6288.1997.tb00434.x
Autor:
Laurence E. Blose
Publikováno v:
Journal of Economics and Business. 48:499-513
A model is presented for estimating the theoretical gold price elasticity of the value of mutual funds investing in gold mining companies. The theoretical elasticity shows that if the funds invest in companies whose assets are comprised primarily of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd044faf5a1dc6b76904887841210240
https://doi.org/10.1016/s0148-6195(96)00037-9
https://doi.org/10.1016/s0148-6195(96)00037-9
Publikováno v:
Review of Financial Economics. 5:117-129
This study examines the stock returns experienced by NASA contractors associated with the Space Shuttle Challenger explosion. Because of the extensive public interest in the explosion and the intensive and stirring news coverage, this event is a cand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7939e108522b79349762a4954b8afb5
https://doi.org/10.1016/s1058-3300(96)90010-5
https://doi.org/10.1016/s1058-3300(96)90010-5
Autor:
Laurence E. Blose, Joseph C. P. Shieh
Publikováno v:
Review of Financial Economics. 4:125-139
The value of a gold mine is shown to be a function of the return on gold, production costs, the level of gold reserves, and the proportion of assets unrelated to gold price risk. Assuming that forward gold prices are the market's unbiased expectation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::106d4ea209714984ce4fb514b142b256
https://doi.org/10.1016/1058-3300(95)90002-0
https://doi.org/10.1016/1058-3300(95)90002-0