Campus de Arrosadia 31006 Pamplona
Spain
Universidad Publica de Navarra
INARBE
Jumps, Momentum, Default Risk, Behavioral Finance
Jumps; Momentum; Default risk; Behavioral finance
Credit Risk Models, Ranking Order, Default Prediction
bargaining power; fee setting; pension plan industry; bank restructuring process.
insolvency, reorganization, failure, financial predictors, logit models
Pension Plan Governance; Bargaining Power; Fees; Performance
FLB, Betting Exchanges, Trading Activity
Pension plans, Individual vs. employer-sponsored plans, Fee caps, Censored data
Favorite-longshot bias, sports betting exchanges, microstructure
Pension plans; individual vs. employer-sponsored plans; fee caps; censored data
Default probability, size, book to market, emerging markets
Overconfidence, Betting Exchanges, Anomalies, Behavioral Finance
Efficient Market Hypothesis, Seasonal effects, Behavioural Finance
Equity Funds, Managerial skills, stochastic dominance
Money Mutual Funds, Fees, Managerial skills, Market penetration strategies
New Economy, Hi-tech firms, Growth options, Momentum
Momentum, Emerging Markets, Stochastic dominance, Bootstrap tests
Momentum, size, turnover, seasonality, time-stability
Market Efficiency, behavioural finance, Empirical asset pricing, anomalies in prices
Mutual Funds, Persistence, Performance, Performance-flow relationship
Momentum, Futures contracts, small markets
Momentum effect, market states, behavior patterns