Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Stoyu I. Ivanov"'
Autor:
Stoyu I. Ivanov
Publikováno v:
International Journal of Financial Studies, Vol 5, Iss 4, p 28 (2017)
In this study, we attempt to identify the asset which has the best hedging characteristics against inflation. We study stock, bond, commodity, real estate and oil indexes. We also study these indexes tracking exchange traded funds (ETFs) to determine
Externí odkaz:
https://doaj.org/article/da42ec3d35114edfb06b55b4c034c5c4
Autor:
Stoyu I. Ivanov, Matthew Faulkner
Publikováno v:
Managerial Finance. 49:512-528
PurposeSmall firms, which represent much of the Silicon Valley region, tend to experience losses due to their small scale, small customer base and lack of diversification. The authors study the impact of accounting conservatism and losses on firm val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ec764b67ba5494245c7e3a469c8b2f7
https://doi.org/10.1108/mf-04-2022-0176
https://doi.org/10.1108/mf-04-2022-0176
Autor:
Stoyu I. Ivanov
Publikováno v:
International Journal of Managerial Finance, 2015, Vol. 11, Issue 4, pp. 438-450.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJMF-10-2014-0161
Autor:
Matthew Faulkner, Stoyu I. Ivanov
Publikováno v:
Journal of Economic Studies. 48:1460-1479
PurposeRecently, multiple examples of large firms acquiring real estate have polarized investors. Who are the firms investing in real estate and what are their characteristics? How does this investment in owning commercial real estate relate to cash
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19ff2ae111138fd80f4bcc24c40e0beb
https://doi.org/10.1108/jes-05-2020-0231
https://doi.org/10.1108/jes-05-2020-0231
Autor:
Stoyu I. Ivanov
Publikováno v:
Studies in Economics and Finance. 35:273-286
PurposeThis paper aims to examine performance of firms with a negative second-day return after the Initial Public Offering (IPO) relative to stocks with a positive second-day return after the IPO. Loughran and Ritter (1995) document that firms which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d80b7458d5a054d4f0d5187a974ee9c
https://doi.org/10.1108/sef-11-2016-0264
https://doi.org/10.1108/sef-11-2016-0264
Autor:
Stoyu I. Ivanov
Publikováno v:
The Quarterly Review of Economics and Finance. 61:249-259
In this study we examine on intradaily basis (milliseconds) the largest 100 ETFs’ bid-ask spread components in the period March 21, 2014 to April 17, 2014. We document that ETFs have lower proportion of adverse selection in the bid-ask spread relat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94503c8e6997c706fd7d9e3f0669286c
https://doi.org/10.1016/j.qref.2016.02.004
https://doi.org/10.1016/j.qref.2016.02.004
Autor:
Stoyu I. Ivanov
Publikováno v:
Studies in Economics and Finance. 33:244-261
Purpose The purpose of this study is to identify the factors that impact the exchange-traded funds net fund flow changes on a daily basis. Design/methodology/approach A total of 1,212 different exchange-traded funds with a proprietary daily net fund
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd3388bcdcb996ea8c69161ad15e88fa
https://doi.org/10.1108/sef-06-2014-0114
https://doi.org/10.1108/sef-06-2014-0114
Autor:
Stoyu I. Ivanov
Publikováno v:
The Journal of Risk Finance. 17:347-369
PurposeThe aim of this study is to examine real estate investment trust exchange-traded funds (REIT ETFs) and test for the existence of the “asymmetric beta puzzle” phenomenon in these financial instruments that are relatively new and are gaining
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdf97196738655bf8e7027d3817613f9
https://doi.org/10.1108/jrf-12-2015-0120
https://doi.org/10.1108/jrf-12-2015-0120
Autor:
Stoyu I. Ivanov
Publikováno v:
The Journal of Risk Finance. 15:180-194
Purpose – In this study, the author aims to examine the behavior of QQQ options at the time of the QQQ move from AMEX to NASDAQ on December 1, 2004. The author addresses the questions: is there a relation between hedging and speculation, if such a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::56bcb5798ca76dda8c01ea7eccebedd5
https://doi.org/10.1108/jrf-11-2013-0077
https://doi.org/10.1108/jrf-11-2013-0077
Publikováno v:
Economics Bulletin. 34(1):605-613
Although some studies have documented that there is a price increase for firms added to the S&P 500 Index other studies show mixed results. A more recent research suggests that managers are under greater scrutiny once they are added to the S&P500, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7483fdafdb24b40b01c7be718265cae7
http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I1-P57.pdf
http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I1-P57.pdf