Zobrazeno 1 - 10
of 118
pro vyhledávání: '"Martijn Cremers"'
Autor:
Martijn Cremers
Publikováno v:
The United Nations Global Compact and the Encyclical Laudato Si ISBN: 9781003423669
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bd95d474a74c712aa15295617e253b1
https://doi.org/10.4324/9781003423669-9
https://doi.org/10.4324/9781003423669-9
Publikováno v:
Financial Analysts Journal. 78:39-57
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c8e800ad7d5a88bad70e96a65a278d3
https://doi.org/10.1080/0015198x.2021.1984826
https://doi.org/10.1080/0015198x.2021.1984826
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9345be866860f631be80ba890606397
https://doi.org/10.2139/ssrn.4335688
https://doi.org/10.2139/ssrn.4335688
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53f17df15cd7e301aba31d3ad1bf0aa8
https://doi.org/10.2139/ssrn.4346421
https://doi.org/10.2139/ssrn.4346421
Publikováno v:
Management Science.
We examine which categories of option trading volume carry information about future stock prices around corporate news announcements. We predict and find that purchases of options are informative on news days and ahead of unscheduled events but not b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d9900a7a9b03f4c303e700a94909ab5
https://doi.org/10.1287/mnsc.2022.4543
https://doi.org/10.1287/mnsc.2022.4543
Publikováno v:
Journal of Business Ethics. 180(2):777-812
We study behind-the-scenes investor activism promoting environmental, social, and governance (ESG) improvements by means of a proprietary dataset of a large international, socially responsible activist fund. We examine the activist’s target selecti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed7b6101066effd9f4c37a820270b722
https://research.tilburguniversity.edu/en/publications/38176560-90e4-4f5d-bb99-071d31a7287f
https://research.tilburguniversity.edu/en/publications/38176560-90e4-4f5d-bb99-071d31a7287f
Publikováno v:
The Review of Corporate Finance Studies.
We examine U.S. dual- and single-class firms from 1980 to 2019 and document their valuation differences over their corporate life cycle. At the IPO, dual-class firms have higher mean valuations than do single-class firms, and some evidence indicates
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::207ef29b1c55b425d213351b1407b1f2
https://doi.org/10.1093/rcfs/cfac026
https://doi.org/10.1093/rcfs/cfac026
Publikováno v:
Journal of Financial Economics. 140:412-435
We show that at-the-money implied volatility of options on futures of five-year Treasury notes (Treasury “yield implied volatility”) predicts both the growth rate and volatility of gross domestic product, as well as of other macroeconomic variabl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::806179d47a6835bfe595e262c0f2ac0c
https://doi.org/10.1016/j.jfineco.2020.12.009
https://doi.org/10.1016/j.jfineco.2020.12.009
Publikováno v:
Review of Financial Studies. Apr2009, Vol. 22 Issue 4, p1409-1445. 37p.
Publikováno v:
Journal of Accounting Research. 59:911-958
We document that stocks that have optimistic (pessimistic) consensus recommendations and are currently held by many short-term institutions exhibit large stock-return reversals: Their large past outperformance (underperformance) is followed by large
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8a0a2d20c1bda8abb5f0fbe2b40ea508
https://doi.org/10.1111/1475-679x.12352
https://doi.org/10.1111/1475-679x.12352