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Keywords: G13
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2022) 11 (2): 383–429.
Published: 03 May 2022
... Neutral Skewness Contain? Evidence From Price Rebounds and Momentum Crashes.” All remaining errors are our own. © 2022 Paul Borochin and Yanhui Zhao 2022 Paul Borochin and Yanhui Zhao Licensed re-use rights only Risk neutral skewness Momentum Return predictability G12 G13...
Includes: Supplementary data
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2021) 10 (1): 57–63.
Published: 01 April 2021
... options Mispricing Options Index options S&P 500 index options Eurostoxx 50 index options DAX index options G1 G11 G12 G13 Constantinides and Perrakis (2002, 2007) consider an investor who trades in a risk free asset and the market index subject to proportional transaction...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2019) 8 (1-2): 1–9.
Published: 17 December 2019
.... Harvey Licensed re-use rights only Replication Research Culture Hard misconduct Soft misconduct Proprietary data Robustness P-hacking Reverse p-hacking Falsification Fabrication Plagiarism G00 G01 G10 G11 G12 G13 G14 G15 G17 G18 G19 G21 G22 G23 G24 G28 G29 G31...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2018) 7 (1): 111–164.
Published: 10 July 2018
..., Marie Dutordoir, and Chris Veld Licensed re-use rights only Convertible debt Interviews Market misvaluation Investor demand Hedge funds Investment banks G32 G13 G24 Convertible bonds are an important security class. U.S. corporations raised $801 billion in convertibles from...
