Zobrazeno 1 - 10
of 4 050
pro vyhledávání: '"jel:G11"'
Publikováno v:
Journal of Economic Behavior & Organization. 203:246-263
Household finances are confidential and discussions are limited to a subset of peers. We collect novel representative survey data to examine separately whether interactions with inner and outer social circles influence return perceptions, expectation
Publikováno v:
SSRN Electronic Journal.
We investigate the causal effect of financial literacy on financial assets, exploiting banks information policies for identification. In Italy, banks who belong to the PattiChiari consortium have implemented policies aimed at increasing transparency
Publikováno v:
Balakina, O, Bäckman, C, Hackethal, A, Hanspal, T & Lammer, D M 2022 ' Good Peers, Good Apples? Peer Effects in Portfolio Quality ' Economics Working Papers, no. 2022-02, Aarhus Universitet, Aarhus .
Peer effects can lead to better financial outcomes or help propagate financial mistakes across social networks. Using unique data on peer relationships and portfolio composition, we show considerable overlap in investment portfolios when an investor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::470113a50016c6a64364aa9dafc3f9de
http://publikationen.ub.uni-frankfurt.de/files/64736/SSRN-id4150243.pdf
http://publikationen.ub.uni-frankfurt.de/files/64736/SSRN-id4150243.pdf
We provide the first comprehensive analysis of option information for pricing the cross-section of stock returns by jointly examining extensive sets of firm and option characteristics. Using portfolio sorts and high-dimensional methods, we show that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2845f02786ed2843bd274f45461b7597
https://hdl.handle.net/10419/261467
https://hdl.handle.net/10419/261467
Autor:
Liaudinskas, Karolis
This paper studies whether and why algorithmic traders exhibit one of the most broadlydocumented behavioral puzzles – the disposition effect. We use trade data from the NASDAQ Copenhagen Stock Exchange merged with the weather data. We find that on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1fde7a7d0f6552d40140a8deb1e3961b
https://hdl.handle.net/10419/264948
https://hdl.handle.net/10419/264948
The present paper proposes an overview of the existing literature covering several aspects related to environmental, social, and governance (ESG) factors. Specifically, we consider studies describing and evaluating ESG methodologies and those studyin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::436bba7d45636c65c7adbb8b11f89788
http://publikationen.ub.uni-frankfurt.de/files/64602/SSRN-id4093838.pdf
http://publikationen.ub.uni-frankfurt.de/files/64602/SSRN-id4093838.pdf
Autor:
Keith R. McLaren
In most finance papers and textbooks mean-variance preferences are usually introduced and motivated as a special case of expected utility theory. In general, the two sufficient conditions to allow this are either quadratic preferences with an arbitra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d5bf4a60ee46b0584a18af55f1eed12
Autor:
Godfrey Cadogan
We introduce a canonical representation of call options, and propose a solution to two open problems in option pricing theory. The first problem was posed by (Kassouf, 1969, pg. 694) seeking “theoretical substantiation” for his robust option pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1caa82bc43021e0b50d5ecf711a2f1de
https://doi.org/10.32920/ryerson.14639391
https://doi.org/10.32920/ryerson.14639391
Publikováno v:
Business History
Business History, Taylor & Francis (Routledge), 2021, 63 (7), pp.1197-1221. ⟨10.1080/00076791.2019.1676231⟩
Business History, .-(2019-12)
Business History, Taylor & Francis (Routledge), 2021, 63 (7), pp.1197-1221. ⟨10.1080/00076791.2019.1676231⟩
Business History, .-(2019-12)
In this article, we propose an original analysis of advice given by financial analysts prior to WW1. Our article focuses on the writings of A. Neymarck, one of the most popular French analysts in the early 20th Century. The creation of portfolios fro
Autor:
Devereux, Michael B., Yu, Changhua
Publikováno v:
The Review of Economic Studies. 87:1174-1212
International financial integration helps to diversify risk but also may increase the trans- mission of crises across countries. We provide a quantitative analysis of this trade-off in a two-country general equilibrium model with endogenous portfolio