Zobrazeno 1 - 10
of 18
pro vyhledávání: '"R. Jared DeLisle"'
Publikováno v:
The Quarterly Review of Economics and Finance. 83:152-160
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3764fa6d34f3f11c2ed464a79c6b1b4f
https://doi.org/10.1016/j.qref.2021.12.004
https://doi.org/10.1016/j.qref.2021.12.004
Publikováno v:
Review of Quantitative Finance and Accounting. 58:615-647
The literature is rich with examples of price clustering in financial markets. This study focuses on the relation between mutual fund ownership (both active and passive) and stock price clustering. To the extent that mutual funds are sophisticated in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19bfd89cd94a9f979e419250e83f0035
https://doi.org/10.1007/s11156-021-01004-0
https://doi.org/10.1007/s11156-021-01004-0
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93f57c77d8f0fc96b11a2fada283b9de
https://doi.org/10.2139/ssrn.4137764
https://doi.org/10.2139/ssrn.4137764
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b03b47bfe73cf45148460c0262f5afd
https://doi.org/10.2139/ssrn.4230572
https://doi.org/10.2139/ssrn.4230572
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::caa0336841572b8514773216b80db95c
https://doi.org/10.2139/ssrn.4269034
https://doi.org/10.2139/ssrn.4269034
Publikováno v:
Research in International Business and Finance. 62:101755
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08b1602b46e430699a5f2ecc88506f8f
https://doi.org/10.1016/j.ribaf.2022.101755
https://doi.org/10.1016/j.ribaf.2022.101755
Publikováno v:
Finance Research Letters. 46:102276
This paper examines the impact of COVID-19 related governments' interventions on the volatility and liquidity of American depository receipts (ADRs). Using a wide dataset of 387 ADRs from 34 countries around the globe, we provide an examination of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f505ef7509474dc250d718da2120616
https://doi.org/10.1016/j.frl.2021.102276
https://doi.org/10.1016/j.frl.2021.102276
Publikováno v:
Managerial Auditing Journal. 33:715-735
Purpose Part II of the Public Company Accounting Oversight Board (PCAOB) inspection report is released only when firms fail to remediate quality control criticisms and is intended to be a public signal of audit quality. The purpose of this paper is t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68a5eae9bf9720b2e22c6cb9e3a6466a
https://doi.org/10.1108/maj-10-2017-1666
https://doi.org/10.1108/maj-10-2017-1666
Autor:
Jason P. Berkowitz, R. Jared DeLisle
Publikováno v:
The Journal of Alternative Investments. 21:52-64
Portfolio managers have long sought the ability to increase diversification and hedge market downturns without sacrificing upside returns. Using volatility as a diversifying asset is an attractive proposition because of volatility’s asymmetric resp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1103ae3e95bd6be38bf30f088a573206
https://doi.org/10.3905/jai.2018.21.2.052
https://doi.org/10.3905/jai.2018.21.2.052
Publikováno v:
Financial Review. 52:627-659
A distinctive trend in the capital markets over the past two decades is the rise in equity ownership of passive financial institutions. We propose that this rise has a negative effect on price informativeness. By not trading around firm-specific news
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::add7da462c245170958465d34e6d002b
https://doi.org/10.1111/fire.12132
https://doi.org/10.1111/fire.12132