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Thesen über die Leistungsfähigkeit von Techniken und Technologienkönnen die Gestaltung empirischer Forschungsprogramme beeinflussen.
Persistent link: https://www.econbiz.de/10005840679
Die empirische Forschung führt in der Wirtschaftsinformatik ein Nischendasein.Der vorliegende Beitrag entwickelt unter partieller Bezugnahme auf WossidlosThesen und Einwendungen zur empirischen Theorie der Unternehmung einenweitergehenden, zusammenhängenden Erklärungsansatz und versucht...
Persistent link: https://www.econbiz.de/10005842063
This paper investigates theoretically and empirically the dynamics of the implied volatility (or implied standard deviation - ISD) around earnings announcements dates.
Persistent link: https://www.econbiz.de/10005843220
This paper gives an overview of the theories underlying the major portfolio performance measurement models, with an empirical application to assess the market timing and stock-picking abilities of an exhaustive sample of 60 Swiss-equity investment funds over the 1977-1999 period.
Persistent link: https://www.econbiz.de/10005843244
This paper studies the impact of EMU on portfolio diversification opportunities.
Persistent link: https://www.econbiz.de/10005843250
This paper suggests that managers should continue to monitor carefully country as well as style rewards and risks.
Persistent link: https://www.econbiz.de/10005843254
The question that this paper raise in this paper is how to choose the best mix of countries to diversify internationally? They compare several methods of asset allocation from a Swiss perspective over the period 1988-2001.
Persistent link: https://www.econbiz.de/10005843298
The authors develop a simple binomial model of liquidity and credit risk in which a bondholder has the option to time the sale of his security, given a distribution of potential buyers, bids and liquidity shocks.
Persistent link: https://www.econbiz.de/10005843303
This paper shows that preferences alone cannot explain the patterns reported in the literature.
Persistent link: https://www.econbiz.de/10005843337
The seminal study by Fama and MacBeth (1973) initiated a stream of papers testing for the cross-sectional relation between return and risk. The debate wether beta is a valid measure of risk has been renimated by Fama and French (1992) and subsequent studies.(...)
Persistent link: https://www.econbiz.de/10005843529