Journal of Financial Economics, forthcomingThis paper examines the convexity bias introduced by pricing interest rate swaps offs k
总体来说,本文提出了一个全新的股票市场波动通过劳动力市场影响宏观经济的路径。 Li, T., Qian, W., Xiong, W. A., & Zou, X. (2021). Employee Output Response to Stock Market Wealth Shocks. Journal of Financial Economic...
[工程科技]Journal of Financial Economics_ forthcomingbr/br/financial expertise of directors*br/br/a. burak güner barclays global investors, san franciscobr/br/ulrike malmendier† uc berkeley and nberbr/br/geoffrey tate‡ uc los angelesbr/br/march 16, 2007 journal of financial economics, forth...
The insignificant impact of presidential ties on net income (columns 7 and 8) warrants further discussion. Connected firms’ average net income decreased significantly during 2017. Upon closer examination, we see that this is primarily due to these firms incurring significantly negative special items, ...
Forthcoming in Journal of Financial Economics Using proprietary audit trail transaction data compiled by the Commodity Futures Trading Commission, we investigate, at the individual trader level, (1) the timing and (2) the determinants of dual traders ' personal trades. Our analysis ... KL Sugato...
值得说明的是,这是JF自创刊以来首次公开撤稿,也是金融学国际三大顶刊(Journal of Finance,Review of Financial Studies,Journal of Financial Economics)首次公开撤稿。 Part 1.撤稿论文速览 摘要:我们使用对冲利率和外汇交易风险的数据研究金融机构的风险管理问题。本文提供了强有力的证据表明,如果在横截面的不同机构之...
Forthcoming, Journal of Financial Economics Firms and their Distressed Banks: Lessons from the Norwegian Banking Crisis (1988-1991) We use the near-collapse of the Norwegian banking system during the period 1988-1991 to measure the impact of bank distress announcements on the stock prices of firms...
Journal of Financial Economics. Forthcoming.Bhattacharya, U., Daouk, H., Jorgenson, B., Kehr, C., 2000. When an event is not an event: the ... U Bhattacharya,H Daouk,B Jorgenson,... - 《Journal of Financial Economics》 被引量: 698发表: 1998年 Innovations in Financial Products: Conve...
Journal of Economic Perspectives (forthcoming) 来自 ResearchGate 喜欢 0 阅读量: 17 作者: Markus K. Brunnermeier,Sylvain Champonnois,Ing-haw Cheng,Doug Diamond,Martin Schmalz Provided Excellent 展开 摘要: Financial markets experienced extraordinary events in 2007 and 2008. The increase in delin-...
Goldberg* Forthcoming Journal of Finance Abstract Globalization of banking raises questions about banks’ liquidity management, their response to liquidity shocks, and the potential for international shock propagation. We conjecture that global banks manage liquidity on a global scale, actively using cross...