School Of Management and Economics
P.O. Box 50329
Cyprus University of Technology
in Total Papers Downloads
Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic signicance
Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic significance
Crash Risk, Corporate Governance
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File name: EUFM.
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crash risk, corporate governance, agency risk, information environment
Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks
default risk, implied volatility smirk, deterministic volatility functions, determinants, trading volume
Risk-neutral skewness; Implied volatility smirk; Investor sentiment; Macroeconomy; Index options
Accounting conservatism, loan loss accounting, bank lending, crash risk
Dispersion of beliefs; Disagreement in options market; Cross-section of stock returns; Equity options; Option trading volume
managerial ability, firm performance, corporate investment, financing, underinvestment problems, financial crisis
Financial Institutions; Efficiency; Artificial Neural Networks; Managerial Ability
Event studies, parametric test statistics, unrelated events, Markov switching regression model, Smooth Transition Auto Regressive (STAR) model
organizational learning, absorptive capacity, diversification, repetitive experience, accumulative experience, diversification discount, firm performance
Financial Institutions, Liquidity Creation, Regulation, Opacity
CEO Overconfidence, Diversification, Refocusing, Diversification Discount, Firm Performance
CEO Duality; Agency Costs; Capital Allocation; Investment Efficiency
CEO Age, Crash Risk, Agency Theory, Managerial Discretion
File name: JBFA.
financial institutions, managerial ability, liquidity creation, risk‐taking, financial crisis
Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions
implied parameters, deterministic volatility functions, hedging, semi-parametric approach
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