Narrow search
Showing 1 - 10 of 2,441
Cover Image
Can the book-to-market ratio signal banks’ earnings and default risk? : evidence around the great recession
Balasubramnian, Bhanu; Palvia, Ajay; Patro, Dilip Kumar - In: Journal of financial services research : JFSR 56 (2019) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10012303106
Cover Image
Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013277156
Cover Image
Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013403421
Cover Image
Stress tests and capital requirement disclosures: Do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013368009
Cover Image
Covered-interest arbitrage : unexploited profits ; comment
MacCormick, Frank - 1979
Persistent link: https://www.econbiz.de/10000780441
Cover Image
The profitability of index futures arbitrage : evidence from bid-ask quotes
Bae, Kee-hong - In: The journal of futures markets 18 (1998) 7, pp. 743-763
Persistent link: https://www.econbiz.de/10001249189
Cover Image
Risk and return in agriculture : evidence from an explicit-factor arbitrage pricing model
Bjornson, Bruce - In: Journal of agricultural and resource economics : JARE ; … 17 (1992) 2, pp. 232-252
Persistent link: https://www.econbiz.de/10001137006
Cover Image
Another look at returns to agricultural and nonagricultural assets
Bjornson, Bruce - In: American journal of agricultural economics 74 (1992) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001121219
Cover Image
Deal Risk, Liquidity Risk, and the Profitability of Risk Arbitrage
Wei, Jie (Diana) - 2011
, observed risk-arbitrage spreads compensate arbitrageurs for liquidity risk and deal failure risk. We conclude that the risk in … risk-arbitrage has been systematically underestimated. Finally, we document an interaction between deal risk (a technical …
Persistent link: https://www.econbiz.de/10013125044
Cover Image
The Profitability of Lead-Lag Arbitrage at High-Frequency
Poutré, Cédric; Dionne, Georges; yergeau, gabriel - 2022
from past and present prices of the leader, thus creating statistical arbitrage opportunities. We utilize robust lead … arbitrage opportunities. The framework is then evaluated on six months of DAX 30 cross-listed stocks’ LOB data obtained from …
Persistent link: https://www.econbiz.de/10014239339