Download or read book Three Essays in Financial Markets The Bright Side of Financial Derivatives Options Trading and Firm Innovation written by Iván Blanco and published by Ed. Universidad de Cantabria. This book was released on 2019-02-15 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do financial derivatives enhance or impede innovation? We aim to answer this question by examining the relationship between equity options markets and standard measures of firm innovation. Our baseline results show that firms with more options trading activity generate more patents and patent citations per dollar of R&D invested. We then investigate how more active options markets affect firms' innovation strategy. Our results suggest that firms with greater trading activity pursue a more creative, diverse and risky innovation strategy. We discuss potential underlying mechanisms and show that options appear to mitigate managerial career concerns that would induce managers to take actions that boost short-term performance measures. Finally, using several econometric specifications that try to account for the potential endogeneity of options trading, we argue that the positive effect of options trading on firm innovation is causal.

Download or read book Three Essays in the Use of Option Pricing Theory written by Jeremy Joseph Evnine and published by . This book was released on 1983 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Stock Market Volatility and Stock Return Predictability written by Shu Yan and published by . This book was released on 2000 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Empirical Asset Pricing written by Alessio Alberto Saretto and published by . This book was released on 2006 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in the Theory of Credit Risk written by Clemens Mueller and published by . This book was released on 2000 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Volatilities Implied by Option Prices written by Aamir Mohammad Sheikh and published by . This book was released on 1987 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Long Term Borrowing Corporate Finance and Exchange Rates written by Srijana Dhakhwa and published by . This book was released on 1998 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Emergence of a Tradition Essays in Honor of Jes s Huerta de Soto Volume I written by David Howden and published by Springer Nature. This book was released on 2023-04-23 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, the first of two volumes, explores the impact of Jesús Huerta de Soto and his role in the modern revival of the Austrian School of Economics. The chapters focusing on monetary economics, business cycle theory, and entrepreneurship, combine established ideas with novel topics to explore the new directions forged by Huerta de Soto’s ideas. This approach presents Huerta de Soto’s influence on modern economics. It also outlines his current research paradigm. This book aims to highlight and build upon the intellectual legacy of Jesús Huerta de Soto through its contribution to the Austrian School of Economics. It will be relevant to students and researchers interested in monetary policy and Austrian economics.

Download or read book Three Essays in Credit Risk written by Gordon Delianedis and published by . This book was released on 2000 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Neural Networks and Financial Prediction written by Andreas Peter Gottschling and published by . This book was released on 1997 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Model Rules of Professional Conduct written by American Bar Association. House of Delegates and published by American Bar Association. This book was released on 2007 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.

Download or read book Essays in Derivatives written by Don M. Chance and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.

Download or read book Essays on Volatility and Risk in Financial Markets written by Kwanho Kim and published by . This book was released on 1993 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Public Economics written by Matthew Kim and published by . This book was released on 2007 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Asset Pricing Theory written by Lionel Martellini and published by . This book was released on 2000 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Online Growth Options for Retailers written by Matthias Schu and published by Springer. This book was released on 2017-05-09 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matthias Schu examines three main topics in his research: The intention of store-based retail and wholesale companies to open up an own online channel, factors determining the foreign market selection behavior of online retailers as well as factors affecting the speed in the internationalization process of online retailers. New insights for retail research and management are presented and contribute to existing knowledge; the study is valuable for academic researchers and for practitioners who are interested in a thorough analysis of online retailing from a strategic and theoretical perspective.

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.