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Environmental, social, and governance practices and perceived tail risk

Shafer, Michael T.; Szado, Edward - In: Accounting & Finance 60 (2019) 4, pp. 4195-4224

Persistent link: https://www.econbiz.de/10012190439

The determinants of open interest in option markets

Harris, Jeffrey H.; Shafer, Michael T. - In: Financial Review 57 (2021) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10012809614

Operational risk and equity prices

Shafer, Michael; Yildirim, Yildiray - In: Finance Research Letters 10 (2013) 4, pp. 157-168

We use an empirical model to categorize firms into portfolios based on operational risk. Using these portfolios, we show that a strategy of buying firms in the highest decile of operational risk and shorting firms in the lowest decile of operational risk earned a positive but insignificant...

Persistent link: https://www.econbiz.de/10011065848

The impact of Tenant diversification on spreads and default rates for Mortgages on retail properties

Ambrose, Brent William; Shafer, Michael T. - In: The journal of real estate finance and economics 56 (2018) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011966493

The financial and tax considerations of social security and early retirement

Kuselias, Stephen; Perreault, Stephen J.; Shafer, Michael T. - In: The journal of wealth management : JWM 24 (2021) 3, pp. 90-98

Persistent link: https://www.econbiz.de/10012698234

The determinants of open interest in option markets

Harris, Jeffrey H.; Shafer, Michael T. - In: The financial review : the official publication of the … 57 (2022) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10013189511