Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Zsuzsa R. Huszar"'
Publikováno v:
The Review of Financial Studies. 35:2428-2463
Using multiple short-sale measures, we examine the predictive power of short sales for future stock returns in 38 countries from July 2006 to December 2014. We find that the days-to-cover ratio and the utilization ratio measures have the most robust
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6cd8a7faf283c2d5c0dd6e4ed45bc6f
https://doi.org/10.1093/rfs/hhab079
https://doi.org/10.1093/rfs/hhab079
Autor:
Wei Yu, Zsuzsa R. Huszar
Publikováno v:
Journal of Real Estate Research. 41:219-248
We provide new insights about less regulated nonbank lenders, major originators of risky subprime mortgages prior to 2008. We document significant cross-sectional variations in lending pra...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18a7de7dc3a8faf5dc1bb6be19f773ee
https://doi.org/10.1080/10835547.2019.12091525
https://doi.org/10.1080/10835547.2019.12091525
Publikováno v:
Journal of Empirical Finance. 41:118-139
This study provides new evidence about short sellers' trading strategies by showing that short sellers exploit firm information in combination with industry information in their trades. In industries with the highest aggregate shorted values, the mos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54c5bd0fe5d4159647caf8f59b983a83
https://doi.org/10.1016/j.jempfin.2016.10.001
https://doi.org/10.1016/j.jempfin.2016.10.001
Autor:
Melissa Porras Prado, Zsuzsa R. Huszar
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
We provide new insights about centralized and OTC stock lending in the context of Tokyo Stock Exchange listed stocks from July 2006 to December 2009. We find that not only the demand drivers in the two markets are significantly different but also the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fd41cf5d18e202c1790a2ea0cc3467e1
http://www.scopus.com/inward/record.url?scp=85056377235&partnerID=8YFLogxK
http://www.scopus.com/inward/record.url?scp=85056377235&partnerID=8YFLogxK
Publikováno v:
International Real Estate Review. 19:51-97
We show that traditional western style corporate governance tools are ineffective in Chinese real estate firms by using data from 2000 to 2012. Instead, we find evidence of effective state governance, such as corruption cleanups and financial market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e29c51dd8f8e8f07679c1c8385a2e841
https://doi.org/10.53383/100215
https://doi.org/10.53383/100215
Publikováno v:
Journal of Banking & Finance. 53:124-139
During the recent Global Financial Crisis, numerous exchanges introduced mandatory disclosure requirements on short selling to increase transparency and support stock prices. This study examines the impact of the disclosure regime on short selling on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90c9d235822b46b02c228b899938406e
https://doi.org/10.1016/j.jbankfin.2014.12.014
https://doi.org/10.1016/j.jbankfin.2014.12.014
Autor:
Zorka Simon, Zsuzsa R. Huszar
Publikováno v:
SSRN Electronic Journal.
In the last decade, central bank interventions, flights to safety, and the shift in derivatives clearing resulted in exceptionally high demand for high quality liquid assets, such as German treasuries, in the securities lending market besides the tra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a582c0d3e228d76d1eaf17001f698c7a
https://doi.org/10.2139/ssrn.3203304
https://doi.org/10.2139/ssrn.3203304
Purpose This study seeks to explore the presence and the relative strength of market efficiency in the onshore and offshore Renminbi (RMB) forward markets. Methodology/approach In the onshore and offshore foreign exchange markets, the RMB forward con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0cd2da068867981daf4cfa55f6ecf25d
https://doi.org/10.1108/s1569-376720160000017019
https://doi.org/10.1108/s1569-376720160000017019