Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Wolfgang Aussenegg"'
Autor:
Wolfgang Aussenegg, Ranko Jelic
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05133575d60ae9e0efded37abca50b9a
https://doi.org/10.2139/ssrn.4375605
https://doi.org/10.2139/ssrn.4375605
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d866a4be02d2eaab1a87dec813e7b40e
https://doi.org/10.2139/ssrn.4375629
https://doi.org/10.2139/ssrn.4375629
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 54:27-42
We analyse stock price behaviour around the disclosure of corporate insider transactions after the introduction of the Market Abuse Directive (MAD). Ranking according to our Insider Trading Enforcement (ITE) index highlights significant differences i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::454cf6356f8f3d6ad4c69327d2cf6329
https://doi.org/10.1016/j.intfin.2017.05.004
https://doi.org/10.1016/j.intfin.2017.05.004
Publikováno v:
SSRN Electronic Journal.
We use a 3-factor Regime Switching Threshold model to study common factors in the excess returns of 18 European corporate bond indices during 2000-2014. Our results document significant time variation of the common factors across bond indices for dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b22f322052f928f461b8f694d96506b
https://doi.org/10.2139/ssrn.3303160
https://doi.org/10.2139/ssrn.3303160
Publikováno v:
European Financial Management. 21:265-308
We examine monthly excess returns for 23 Euro-denominated corporate bond indices and propose a new specification for bond asset pricing models. Specifically, we separate level and slope components of term and default risk factors and examine liquidit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6cf4f91f11617af29f6f24f380db59b8
https://doi.org/10.1111/j.1468-036x.2013.12009.x
https://doi.org/10.1111/j.1468-036x.2013.12009.x
Autor:
Wolfgang Aussenegg
Publikováno v:
Industrial Engineering und Management ISBN: 9783658120962
Anleihen sind fur Industrieunternehmen eine zunehmend wichtige Quelle der Unternehmensfinanzierung. Insbesondere in den letzten Jahren ist dieser Trend verstarkt beobachtbar. Die mit Anleihen verbundenen Finanzierungskosten hangen neben dem allgemein
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83b34a507dd11c21649a323599ae8634
https://doi.org/10.1007/978-3-658-12097-9_11
https://doi.org/10.1007/978-3-658-12097-9_11
Publikováno v:
Journal of Banking & Finance. 35:698-708
Testing calibration quality by means of backtesting is an integral part in the validation of credit rating systems. Against this background this paper provides a comprehensive overview of existing testing procedures. We study the procedures’ defici
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::064e25d630dc1724491a7b36b1c70bee
https://doi.org/10.1016/j.jbankfin.2010.11.016
https://doi.org/10.1016/j.jbankfin.2010.11.016
Autor:
Wolfgang Aussenegg, Robert Ranzi
Publikováno v:
The Open Business Journal. 1:40-52
This study examines the information value of corporate insider trading disclosures for a sample of 490 German companies. Our results indicate that insiders selling stocks in their own company reveal negative information about the in- trinsic firm val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd4e1ab77e38cc56fa49cf9c76efe6d7
https://doi.org/10.2174/1874915100801010040
https://doi.org/10.2174/1874915100801010040
Autor:
Ranko Jelic, Wolfgang Aussenegg
Publikováno v:
European Financial Management. 13:853-879
This study examines the operating performance of privatised firms in three Central European Transition Economies between 1990 and 1998. Overall, we find no evidence of a significant improvement in operating performance for the first six years after p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d831fd15c514714411409b659895d9a
https://doi.org/10.1111/j.1468-036x.2007.00400.x
https://doi.org/10.1111/j.1468-036x.2007.00400.x
Autor:
Wolfgang Aussenegg, Adolf Stepan, Alexander Redlein, Wilfried Sihn, Sabine T. Koeszegi, Walter Schwaiger, Kurt Matyas, Thomas Dangl
Publikováno v:
Die Fakultät für Maschinenbau und Betriebswirtschaft
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6a0bb590195cfffe86736f2911d4259
https://doi.org/10.7767/9783205202257-008
https://doi.org/10.7767/9783205202257-008