Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Michael G. Ferri"'
Publikováno v:
The Journal of Fixed Income. 26:54-77
This article studies the effect of short selling in the equity market on corporate bond returns. We show that firms with heavily shorted shares or large short-trade sizes experience significantly negative future bond returns. Further tests indicate t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27c4ce72cf80c2355941efe1fcf882ba
https://doi.org/10.3905/jfi.2016.26.2.054
https://doi.org/10.3905/jfi.2016.26.2.054
Publikováno v:
Financial Review. 44:31-57
We examine daily short selling of Nasdaq stocks to explore whether speculative short selling causes a significant portion of the weekend effect in returns. We identify a weekend effect in speculative short selling whereby it constitutes a larger perc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8eb31dc6c5dc6d958d1a03d48cf708d
https://doi.org/10.1111/j.1540-6288.2008.00209.x
https://doi.org/10.1111/j.1540-6288.2008.00209.x
Publikováno v:
The Journal of Portfolio Management. 33:122-131
It is interesting to look at the daily association between market-adjusted returns of Nasdaq stocks and the percentages of trading volume attributable to dealers and to their speculator customers. An unusually detailed and informative set of Nasdaq t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45c381715ea80a25e5aff38d1ad2289a
https://doi.org/10.3905/jpm.2007.684762
https://doi.org/10.3905/jpm.2007.684762
Publikováno v:
The Journal of Finance. 59:1845-1876
This paper examines short-sales transactions in the five days prior to earnings announcements of 913 Nasdaq-listed firms. The tests provide evidence of informed trading in pre-announcement short-selling because they reveal that abnormal short-selling
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71680b73f4c0c4faf10994d6d4e021db
https://doi.org/10.1111/j.1540-6261.2004.00681.x
https://doi.org/10.1111/j.1540-6261.2004.00681.x
Publikováno v:
The Journal of Investing. 13:72-78
Can a hedging strategy consistently generate profits by exploiting a drift in returns following the announcement of large changes in the foreign earnings of U.S. multinational firms? Results of this study indicate such a strategy produces positive pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afccbfb0b18a455c2cd66c419a4be2cb
https://doi.org/10.3905/joi.2004.391044
https://doi.org/10.3905/joi.2004.391044
Publikováno v:
Journal of Financial Markets. 3:177-204
This paper examines the trading volume of a sample of high-yield corporate bonds reported on Nasdaq's Fixed Income Pricing System (FIPS). This analysis of volume allows us to better understand the liquidity of debt issues. We demonstrate that the `ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c2550be332c9dbd61f5feec73f257de
https://doi.org/10.1016/s1386-4181(00)00005-7
https://doi.org/10.1016/s1386-4181(00)00005-7
Autor:
Gordon J. Alexander, Michael G. Ferri
Publikováno v:
The Journal of Portfolio Management. 26:33-40
The authors investigate newly available dated from the Nasdaq9s Fixed income Pricing System on transaction high–yield corporate bonds. Their tests of daily patterns for sixty issues traded for all or part of the interval between October 1994 and Ju
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::067196fbf2b18c296e2e11fe6a0b2be6
https://doi.org/10.3905/jpm.2000.319726
https://doi.org/10.3905/jpm.2000.319726
Autor:
Michael G. Ferri, Chung-ki Min
Publikováno v:
The Journal of Portfolio Management. 22:71-76
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6bc615c1a947a8f8b7c24e54b205b78
https://doi.org/10.3905/jpm.1996.409553
https://doi.org/10.3905/jpm.1996.409553
Publikováno v:
SSRN Electronic Journal.
This paper examines the relationship between short selling in the equity market and corporate bond returns. We show that both shorting activity and size of short trades are inversely correlated with contemporaneous bond returns. In addition, firms wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ff018fbad4e94ccfc2b0cf0d3acef86
https://doi.org/10.2139/ssrn.2294660
https://doi.org/10.2139/ssrn.2294660
Publikováno v:
Journal of Financial Research. 17:161-173
The typical event study of corporate news restricts its sample of announcements to events reported in the Wall Street Journal (WSJ) and listed in the WSJ Index. In this paper we examine whether such samples are representative of the events omitted fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::098de4a1607649146b167224c68b9a02
https://doi.org/10.1111/j.1475-6803.1994.tb00183.x
https://doi.org/10.1111/j.1475-6803.1994.tb00183.x