Zobrazeno 1 - 10
of 111
pro vyhledávání: '"Panayiotis C. Andreou"'
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
This paper shows that firm growth potential – representing a firm's yet-unexercised growth opportunities – is associated with option overpricing and low future delta-hedged option returns. We provide an explanation of this phenomenon based on the
Publikováno v:
British journal of management, 2022, Vol.33(3), pp.1346-1370 [Peer Reviewed Journal]
This article provides evidence on the impact of transient (short-term) institutional investors on a firm’s thrust to compete. A firm’s thrust to compete, as an attribute of corporate culture, captures the relative importance of corporate values t
Autor:
Neil Kellard, Panayiotis C. Andreou
Publikováno v:
British journal of management, 2021, Vol.32(3), pp.630-647 [Peer Reviewed Journal]
In the presence of environmental policy, how do regulated firms respond? The answer is crucial for the design and effectiveness of policy regimes intended to mitigate environmental damage. We investigate whether particular types of firms are more lik
Publikováno v:
British Journal of Management, 2022 [Peer Reviewed Journal]
This study documents a puzzling historical trend in crash risk for US-listed firms: between 1950 and 2019, the firm-year occurrences of idiosyncratic stock price crashes rose from 5.5% to an astonishing 27%. The vastness of the literature notoriously
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1dd1fbb9764ce275499e533376fe889
https://api.elsevier.com/content/abstract/scopus_id/85144277553
https://api.elsevier.com/content/abstract/scopus_id/85144277553
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of banking and finance, 2019, Vol.106, pp.527-541 [Peer Reviewed Journal]
We estimate the term structures of risk-neutral forward variance and skewness, and examine their predictive power for equity market excess returns and variance. We use Partial Least Squares to extract a single predictive factor from each term structu