Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Pauline Shum"'
Autor:
Chengcheng Huang, Pauline Shum Nolan
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::159389f67d8d5acda85b837bc46f6c2d
https://doi.org/10.2139/ssrn.4384743
https://doi.org/10.2139/ssrn.4384743
Publikováno v:
Review of Asset Pricing Studies; Jun2023, Vol. 13 Issue 2, p343-374, 32p
Autor:
Markus S. Broman, Pauline Shum
Publikováno v:
Financial Review. 53:87-115
We show that highly liquid Exchange†Traded Funds (ETFs), especially those that are more liquid than their underlying basket of securities (i.e., positive relative liquidity), are particularly attractive to investors. Using three definitions of l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ee811746a1b4daea718724e9d0727a1
https://doi.org/10.1111/fire.12159
https://doi.org/10.1111/fire.12159
Publikováno v:
SSRN Electronic Journal.
We study whether sub-advising abroad provides an information advantage that improves the performance of U.S. international equity mutual funds. We find evidence to the contrary. Funds that hire outsourced international sub-advisors underperform on a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1260a9143cca2ef98f304b2de1e1272
https://doi.org/10.2139/ssrn.3302214
https://doi.org/10.2139/ssrn.3302214
Autor:
Ken Y. Chen, Pauline Shum
Publikováno v:
The Journal of Index Investing. 3:49-61
Exchange-traded funds (ETFs) are unique pooled investments. They are traded on a stock exchange, and their shares can be created and redeemed accordingly to demand. Unlike mutual funds, ETFs appeal to both retail and institutional investors. In this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3c959a5d258c79660f781a1b21edd59
https://doi.org/10.3905/jii.2012.3.3.049
https://doi.org/10.3905/jii.2012.3.3.049
Publikováno v:
The Journal of Wealth Management. 14:78-92
Ultimately, stock market performance has to be driven by the real side of the economy, and more specifically, economic growth. However, it is well known that there is a difference between growth resulting from improvements in productivity and growth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e32db5ce40ee32d2da282f1d55226a2c
https://doi.org/10.3905/jwm.2011.14.1.078
https://doi.org/10.3905/jwm.2011.14.1.078
Autor:
Pauline Shum
Publikováno v:
The Journal of Index Investing. 1:74-84
In this article, the author shows that during the trading day in New York, the international equity ETFs whose underlying markets are closed behave very much like large-cap U.S. stocks, in that their intraday returns and volatility can be explained b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a278de36040b6945d329db0b307efe4
https://doi.org/10.3905/jii.2010.1.3.074
https://doi.org/10.3905/jii.2010.1.3.074
Autor:
Miquel Faig, Pauline Shum
Publikováno v:
Journal of Banking & Finance. 30:2579-2597
This is an empirical study of the determinants of stock holdings using data from the US Survey of Consumer Finances from 1992 to 2001. There is a great heterogeneity in the way households form their portfolios. Stock ownership is positively correlate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1242ac1a174cbdbc6ca7ec73feb34519
https://doi.org/10.1016/j.jbankfin.2005.11.006
https://doi.org/10.1016/j.jbankfin.2005.11.006
Autor:
Pauline Shum, Miquel Faig
Publikováno v:
The Journal of Finance. 57:303-328
Personal projects, such as a private business or the purchase of a home, influence individuals' portfolio choice. We conduct a theoretical analysis of this influence when financial assets are required to provide liquidity to personal projects. Due to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6253750bd7974cdc4861b1c33efa9c6
https://doi.org/10.1111/1540-6261.00423
https://doi.org/10.1111/1540-6261.00423
Autor:
Miquel Faig, Pauline Shum
Publikováno v:
Journal of Monetary Economics. 43:143-171
We evaluate the effects of corporate taxation on firms' investment and financing choices. We focus on how the asymmetry of the corporate tax, imperfect loss carry-overs, endogenous financing with credit constraints, and different degrees of investmen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0994ae4cb33e0b5c412a1f2ded6a1549
https://doi.org/10.1016/s0304-3932(98)00047-6
https://doi.org/10.1016/s0304-3932(98)00047-6