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991.
Turan G. Bali K. Ozgur Demirtas Haim Levy Avner Wolf 《Journal of Monetary Economics》2009,56(6):817-830
It has become increasingly popular to advise investors to relocate their funds from a primarily stock portfolio to a primarily bond portfolio as they get older. However, the well-known decision rules such as mean–variance or stochastic dominance rules are unable to explain this common practice. Almost stochastic dominance (ASD) and almost mean–variance (AMV) approaches are used to examine the dominance of stock and bond portfolios. ASD and AMV rules unambiguously support the popular practice of advising higher stock to bond ratio for long investment horizons. Hence, we provide an explanation to the practitioners’ recommendation within the expected utility paradigm. 相似文献
992.
Joshua Huang G. Mujtaba Mian Srinivasan Sankaraguruswamy 《Journal of Financial Markets》2009,12(4):754-777
In assessing the usefulness of the analysts’ stock picking advice, the extant literature has largely focused on the profitability of either their stock recommendations or target prices in isolation. In this paper, we examine the profitability of investment strategies that exploit the information analysts convey through revisions in both their stock recommendations and target prices. We find that these strategies significantly outperform the comparable strategies that make use of only one analyst output. 相似文献
993.
CRAIG DOIDGE G. ANDREW KAROLYI KARL V. LINS DARIUS P. MILLER RENÉ M. STULZ 《The Journal of Finance》2009,64(1):425-466
This paper investigates how a foreign firm's decision to cross-list on a U.S. stock exchange is related to the consumption of private benefits of control by its controlling shareholders. Theory has proposed that when private benefits are high, controlling shareholders are less likely to choose to cross-list in the United States because of constraints on the consumption of private benefits resulting from such listings. Using several proxies for private benefits related to the control and cash flow ownership rights of controlling shareholders, we find support for this hypothesis with a sample of more than 4,000 firms from 31 countries. 相似文献
994.
Arthur Allen George Sanders Donna Dudney 《Review of Quantitative Finance and Accounting》2009,32(4):421-438
We investigate whether issuers that choose to forgo a bond rating suffer an interest cost penalty greater than the cost of
the rating. We use estimated ratings provided by Moody’s Investor Service to proxy for what the rating would have been if
it had been purchased. We find that the primary factors associated with an issuer’s decision to purchase a rating are the
rating expected by the issuer and the extent to which an issue is marketed locally. After controlling for self-selection bias,
we find that the issuers that forgo a rating do not suffer an interest cost penalty.
相似文献
Donna DudneyEmail: |
995.
William G. HardinIII Zhonghua Wu 《The Journal of Real Estate Finance and Economics》2009,38(3):275-301
The impact of bank mergers on Real Estate Investment Trust (REIT) loan pricing and takeover likelihood is assessed. REITs
that lose their primary banking relationship due to bank mergers pay higher interest rates on future borrowings. Bank consolidation
reduces bank competition for REIT loans which affects loan pricing. Moreover, based on randomly matched samples of REITs,
the results imply that firms losing their agent banks due to bank mergers and those with limited access to bank debt are more
likely to be acquired while REITs associated with acquiring banks are more likely to acquire other firms. Additional analysis
of the 92 merged REITs reveals that 33% of the target REITs’ banks are merged with their REIT acquirers’ banks prior to the
REIT mergers while 67% of the target REITs share at least one major bank with their acquirer. 相似文献
996.
Mean-Reversion in REITs Discount to NAV &; Risk Premium 总被引:1,自引:0,他引:1
Kanak Patel Ricardo A. M. G. Pereira Kirill V. Zavodov 《The Journal of Real Estate Finance and Economics》2009,39(3):229-247
REITs discount to NAV is a puzzling regularity. The sharp increase in volatility of REITs prices over the past few years has spurred a relatively new concern amongst academics, managers and investors about the consequences of, and causes of, property risk premium on discount to NAV. The two interrelated questions arising from the recent increase in volatility of REITs prices are: Is the increased volatility responsible for the observed widening in discount to NAV? What does the observed private and public risk premium tell us about discount to NAV? We attempt to address these questions by analysing risk premiums in private and public real estate markets. The analysis is conducted in the most recent years of high stock price volatility. Our analysis reveals two major results: a tendency for discount to NAV to revert to the long term mean value of 20% and, more significantly, a lower risk premium in equivalent yields in private market than in public market. These results suggest that investors in public market have a different conception of property risk and complexity of lease options than what is conveyed by private property valuation. 相似文献
997.
Ilias G. Basioudis Paul A. de Lange 《Advances in accounting, incorporating advances in international accounting》2009,25(1):13-19
The impact and use of information and communication technology on learning outcomes for accounting students is not well understood. This study investigates the impact of design features of Blackboard1 used as a Web-based Learning Environment (WBLE) in teaching undergraduate accounting students. Specifically, this investigation reports on a number of Blackboard design features (e.g. delivery of lecture notes, announcements, online assessment and model answers) used to deliver learning materials regarded as necessary to enhance learning outcomes. Responses from 369 on-campus students provided data to develop a regression model that seeks to explain enhanced participation and mental effort. The final regression shows that student satisfaction with the use of a WBLE is associated with five design features or variables. These include usefulness and availability of lecture notes, online assessment, model answers, and online chat. 相似文献
998.
This paper provides a method for testing for regime differences when regimes are long-lasting. Standard testing procedures are generally inappropriate because regime persistence causes a spurious regression problem – a problem that has led to incorrect inference in a broad range of studies involving regimes representing political, business, and seasonal cycles. The paper outlines analytically how standard estimators can be adjusted for regime dummy variable persistence. While the adjustments are helpful asymptotically, spurious regression remains a problem in small samples and must be addressed using simulation or bootstrap procedures. We provide a simulation procedure for testing hypotheses in situations where an independent variable in a time-series regression is a persistent regime dummy variable. We also develop a procedure for testing hypotheses in situations where the dependent variable has similar properties. 相似文献
999.
Alexei G. Orlov 《Journal of International Financial Markets, Institutions & Money》2009,19(5):742-758
Comovements of exchange rates before and during Asian financial crisis are examined using cross-spectral methodology. The paper proposes and implements a simple frequency-domain-based test for contagion that avoids biases of the correlation breakdown tests used in the extant literature. The Asian crisis is found to be manifest in greater comovements along high-frequency components. Calculated changes in the high-frequency portion of the covariance indicate a contagion for 48 out of the possible 66 pairs of countries in the sample. 相似文献
1000.
George N. Leledakis George J. Papaioannou Nickolaos G. Travlos Nickolaos V. Tsangarakis 《Journal of Multinational Financial Management》2009,19(1):12-25
This paper investigates the value consequences of stock splits in a market where institutional characteristics minimize the effects of price realignment and signaling. We find that despite these market conditions, stock splits by Greek firms produce positive price reaction around the announcement day. Further, split factors are directly related to pre-split price levels and deviations from average market prices. Splitting firms also realize earnings improvement which is not reversed after the stock split. Consistent with these findings, market reaction is inversely related to the post-split target price and the size of firm. We interpret this as evidence in support, respectively, of the self-selection and “attention-gathering” hypotheses. As reported in other international studies, there is no evidence of liquidity improvement. 相似文献