Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Mark Bertus"'
Publikováno v:
Banks and Bank Systems, Vol 2, Iss 3 (2007)
Externí odkaz:
https://doaj.org/article/f89e4ec97edd4ac5871decb772d305e7
Publikováno v:
Corporate Ownership and Control. 17:166-172
The Sarbanes-Oxley Act represented a major legislative action designed to increase transparency and accountability in U.S. corporations. Within the context of agency theory and corporate governance, the expectation is that the enactment of Sarbanes-O
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99a94c22576ae5a9100b76f040fcf86a
https://doi.org/10.22495/cocv17i1siart1
https://doi.org/10.22495/cocv17i1siart1
Publikováno v:
Corporate Ownership and Control. 17:116-124
This paper empirically analyzes the impact of the Sarbanes-Oxley Act on the relation between measures of corporate governance and a firm’s dividend policy in the U.S. equity market. Using the IRRC database, we find that there is a statistically sig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::667242dd350fbb48c2dc7181d509f646
https://doi.org/10.22495/cocv17i1art11
https://doi.org/10.22495/cocv17i1art11
Autor:
Luke Miller, Mark Bertus
Publikováno v:
Business Education & Accreditation. 5(1):1-16
The application of options pricing theory to value irreversible investment decisions has witnessed a marked increase over the last decade. For instructional and simplified applications, the Black-Scholes model is commonly demonstrated due to its trac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7c5015d222c955db0ba736c6293be4ad
http://www.theibfr2.com/public_ftp/RePEc/IBF/beaccr/bea-v5n1-2013/bea-v5n1-2013-1.pdf
http://www.theibfr2.com/public_ftp/RePEc/IBF/beaccr/bea-v5n1-2013/bea-v5n1-2013-1.pdf
Publikováno v:
Journal of Futures Markets. 29:736-756
Exchange traded futures contracts often are not written on the specific asset that is a source of risk to a firm. The firm may attempt to manage this risk using futures contracts written on a related asset. This cross hedge exposes the firm to a new
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4f9cc78d75fb5e881d1bbcd3c2e86cb
https://doi.org/10.1002/fut.20379
https://doi.org/10.1002/fut.20379
Publikováno v:
International Review of Financial Analysis. 17:886-902
The existence of noise trading in equity markets has possible economic implications for arbitrage, and asset pricing. In terms of pricing, noise trading can lead to excess volatility which has been shown to influence the value of options and futures.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c2a37a4f0d255a722848be9408b2eea
https://doi.org/10.1016/j.irfa.2008.07.002
https://doi.org/10.1016/j.irfa.2008.07.002
Publikováno v:
The Journal of Real Estate Finance and Economics. 37:265-279
Until the recent introduction of real estate futures on the Chicago Mercantile Exchange (CME), there have been few opportunities to manage house price risk. This paper examines whether house price risk can be effectively hedged in Las Vegas, one of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::399ff9bcecd159822a9b5b2a90a45922
https://doi.org/10.1007/s11146-008-9129-z
https://doi.org/10.1007/s11146-008-9129-z
Publikováno v:
The Engineering Economist. 53:140-155
The Kalman filter is a time series estimation algorithm that is applied extensively in the field of engineering and recently (relative to engineering) in the field of finance and economics. However, presentations of the technique are somewhat intimid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79b38601501334bb5ce96be0e6f9582f
https://doi.org/10.1080/00137910802058574
https://doi.org/10.1080/00137910802058574
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. 11:1-34
Banks are important for mobilizing savings and then channeling those funds to productive investment projects. While providing these and other services that contribute to economic growth and development, banks take on various types of risks with the e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d70488d70184a0b931b06c24f2c39b0e
https://doi.org/10.1142/s0219091508001234
https://doi.org/10.1142/s0219091508001234
Publikováno v:
Journal of Banking & Finance. 32:338-345
This paper empirically analyzes the relation between foreign bank ownership and the three pillars of the New Basel Capital Accord (i.e., capital regulatory oversight, supervisory oversight, and market discipline). Using a new database covering 153 co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a623973eeddbd30c1cf2b28133044b44
https://doi.org/10.1016/j.jbankfin.2007.04.024
https://doi.org/10.1016/j.jbankfin.2007.04.024