Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Nicholas Rueilin Lee"'
Publikováno v:
Advanced Science Letters. 24:5153-5155
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da0fbd1622ccd9949cd1ada6c7c82f89
https://doi.org/10.1166/asl.2018.11292
https://doi.org/10.1166/asl.2018.11292
Publikováno v:
Asian Economic and Financial Review. 5:1-11
This paper applies free cash flow and information asymmetry hypotheses to investigate whether managers pursuit their private benefits by using capital investment expenditure (hereafter CI) increases or not, and to explore whether managers decrease CI
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0490c4624c67e66a685976c3f13b33cd
https://doi.org/10.18488/journal.aefr/2015.5.1/102.1.1.11
https://doi.org/10.18488/journal.aefr/2015.5.1/102.1.1.11
Publikováno v:
Applied Economics Letters. 21:1206-1209
This study examines the usefulness of default probability (DP) in explaining momentum profits. We follow Merton (1974) in computing the DP and then follow Jegadeesh and Titman (1993) in conducting default momentum investing. We consider emerging Taiw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4315d214ca958f8d946f9c3577aa8542
https://doi.org/10.1080/13504851.2014.920463
https://doi.org/10.1080/13504851.2014.920463
Publikováno v:
Asian Economic and Financial Review. 4(11):1545-1563
This paper examines relationships between capital structure decisions, firm performance, and Vietnamese state-owned enterprises (SOEs). Capital structure decisions are considered by short- and long-term debts respectively. We consider 1,580 firm-quar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::428c8c8c343a0bef87281ba316b02b7c
http://www.aessweb.com/download.php?id=2846
http://www.aessweb.com/download.php?id=2846
Autor:
Nicholas Rueilin Lee
Publikováno v:
Financial Markets and Portfolio Management. 26:449-468
This paper investigates whether there is a link between momentum profitability and firm ratings. We follow traditional and practical (non-) investment-grade classifications to divide into three rating groups, high, median, and non investment-grade gr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc9092fa160a922b1edd42ff85037cf4
https://doi.org/10.1007/s11408-012-0195-0
https://doi.org/10.1007/s11408-012-0195-0
Autor:
Nicholas Rueilin Lee
Publikováno v:
SSRN Electronic Journal.
This paper considers a link between momentum profitability and firm ratings. Credit risks for naive momentum strategies present a U-shaped pattern across momentum portfolios. Due to firms ratings containing valuable information and predicting the cro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0dc15a3a913eb5e7adcfdd7f05dbc82d
https://doi.org/10.2139/ssrn.1458453
https://doi.org/10.2139/ssrn.1458453