Now showing items 1-10 of 13
Did Long-Memory of Liquidity Signal the European Sovereign Debt Crisis?
his paper analyses high frequency MTS data to comprehensively evaluate the liquidity of the European sovereign bond markets before and during the European sovereign debt crisis for eleven countries. The Hill index, Generalized ...
Valuation Implications of Pharmaceutical Companies’ R&D Regulatory Approval Notifications
This paper examines shareholder wealth effects surrounding applications to, and approvals by, the United States Food and Drug Administration (FDA) for firms listed on the New York (NYSE) and London (LSE) stock exchanges. ...
Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling
his chapter uses a simple stochastic market fraction (MF) asset pricing model to investigate market dominance, profitability, and how traders adopting fundamental analysis or trend following strategies can survive under ...
Contemporary Issues in Financial Institutions and Markets
This book showcases recent academic work on contemporary issues in financial institutions and markets. It covers a broad range of topics, highlighting the diverse nature of academic research in banking and finance. As a ...
Evolution of Corporate Governance Reports in the UK and Ireland.
The 1992 United Nations Conference on Environment and Development (UNCED), also known as the Rio Conference, aimed to develop strategies and measures to halt and reverse the effects of environmental degradation in the ...
Bonuses and the Recent Financial Crisis.
Agency and Corporate Governance
A Temporal Analysis of Non-Executive Director Appointments to FTSE 350 Firms: 1990-2000
Purpose – While existing UK studies conduct a cross‐sectional analysis, this paper seeks to argue that the ratio of Executive Directors to non‐executive director (NED) on the boards of UK firms, coupled with a gradual ...
Directors’ Share Dealings and Company Financial Performance
This paper examines the response of security prices to the share dealings by directors of small capitalised firms in the United Kingdom and tests as to whether the share dealings contain information with regard to the ...
Do benchmark African equity indices exhibit the stylized facts?
This paper investigates if benchmark African equity indices exhibit the stylized facts reported for financial time series returns. The returns distributions of the Africa All-Share, Large, Medium and Small Company Indices ...