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Linking corporate reputation and shareholder value using the publication of reputation rankings

Tischer, Sven; Hildebrandt, Lutz - 2011

Good corporate reputation is seen as one of the most valuable assets. It is believed to cause a multitude of favorable impacts within different stakeholder groups. As a consequence, a multitude of studies analyzed the relationship between corporate reputation and financial performance. However,...

Persistent link: https://www.econbiz.de/10009349184

A Closed-Formula Characterization of the Epps Effect

Buccheri, Giuseppe - 2018

In this study we provide an analytical characterization of the impact of zero returns on the popular realized covariance estimator of Barndorff-Nielsen and Shephard (2004). In our framework, efficient price processes evolve as a semimartingale with some likelihood of repeated prices. We show...

Persistent link: https://www.econbiz.de/10012910542

The Stock Return-Inflation Puzzle and the Asymmetric Causality in Stock Returns, Inflation and Real Activity

Kim, Jeong-Ryeol - 2016

Persistent link: https://www.econbiz.de/10012991384

How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States

Estrella, Arturo; Rodrigues, Anthony P.; Schich, Sebastian - 2006

Empirical research over the last decade has uncovered predictive relationships between the slope of the yield curve and subsequent real activity and inflation. Some of these relationships are highly significant, but their theoretical motivations suggest that they may not be stable over time. We...

Persistent link: https://www.econbiz.de/10014142180

Analysis of Hysteresis in Unemployment Rates With Structural Breaks : The Case of Selected European Countries

Marjanovic, Gordana; Mihajlovic, Vladimir - 2021

In recent years, unemployment has become a major problem in many countries. The fluctuations of the unemployment rate as well as its persistence in some countries impose challenges to economic policy makers. In order to implement appropriate policy measures, it is necessary to know the exact...

Persistent link: https://www.econbiz.de/10013240041

A tale of fife bubbles - asset price inflation and central bank policy in historical perspective

Voth, Hans-Joachim (contributor) - 2000

Persistent link: https://www.econbiz.de/10001512748

New evidence on the first financial bubble

Frehen, Rik G. P.; Goetzmann, William N.; Rouwenhorst, … - 2009

Persistent link: https://www.econbiz.de/10003885822

Of bubbles and bankers : the impact of financial booms on labor markets

Wuergler, Tobias - 2009

Persistent link: https://www.econbiz.de/10003941101

New Evidence on the First Financial Bubble

Frehen, Rik - 2015

these linked bubbles primarily focus on the irrationality of investor speculation and the corresponding stock price behavior … examine a broad cross‐section of security price data to evaluate the causes of the bubbles. Using newly collected stock prices … in 1720. Our findings are consistent with the hypothesis that financial bubbles require a plausible story to justify …

Persistent link: https://www.econbiz.de/10013039339

New Evidence on the First Financial Bubble

Frehen, Rik G.P. - 2009

these linked bubbles primarily focus on the irrationality of investor speculation and the corresponding stock price behavior … examine a broad cross-section of security price data to evaluate the causes of the bubbles. Using newly collected stock prices … in 1720. Our findings are consistent with the hypothesis that financial bubbles require a plausible story to justify …

Persistent link: https://www.econbiz.de/10012463318