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Many questions about institutional trading can only be answered if one can track institutional equity ownership continuously. However, these data are only available on quarterly reporting dates. We infer institutional trading behavior from the "tape," the Transactions and Quotes database of the...
Persistent link: https://www.econbiz.de/10005633697
Many questions about institutional trading can only be answered if one can track high-frequency changes in institutional ownership. In the US, however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behavior from the...
Persistent link: https://www.econbiz.de/10005713997
Many questions about institutional trading can only be answered if one tracks high-frequency changes in institutional ownership. In the United States, however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behavior from...
Persistent link: https://www.econbiz.de/10005362734
Persistent link: https://www.econbiz.de/10008889714
Persistent link: https://www.econbiz.de/10008235168
Persistent link: https://www.econbiz.de/10006958780
This paper reviews the literature on international comparative household finance. The paper presents summary statistics on household balance sheets for 13 developed countries, and uses these statistics to discuss common features and contrasts across countries. The paper then discusses retirement...
Persistent link: https://www.econbiz.de/10012997290
This paper reviews the literature on international comparative household finance. The paper presents summary statistics on household balance sheets for 13 developed countries, and uses these statistics to discuss common features and contrasts across countries. The paper then discusses retirement...
Persistent link: https://www.econbiz.de/10013004001
The relative popularity of adjustable-rate mortgages (ARMs) and fixed-rate mortgages (FRMs) varies considerably both across countries and over time. We ask how movements in current and expected future interest rates affect the share of ARMs in total mortgage issuance. Using a nine-country panel...
Persistent link: https://www.econbiz.de/10013007484
The relative popularity of adjustable-rate mortgages (ARMs) and fixed-rate mort- gages (FRMs) varies considerably both across countries and over time. We ask how movements in current and expected future interest rates affect the share of ARMs in total mortgage issuance. Using a nine-country...
Persistent link: https://www.econbiz.de/10013048590