The effect of captive insurer formation on stock returns: an empirical test from the UK
Article Abstract:
Research is presented into the effect on the share price of a UK parent company when a subsidiary company is formed to provide insurance cover for the parent, with focus on the resulting lack of impact and increased risk.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2000
Insurance Agencies and Brokerages, Insurance agents, brokers, & service, Captive Insurance Agents, Research, Stock-exchange, Stock exchanges, Observations, Captive insurance companies
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2000
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On the estimation and comparison of short-rate models using the generalised method of moments
Article Abstract:
Parameter estimation and comparison of short-rate models using generalized method of moments are discussed.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Usage, Evaluation, Comparative analysis, Short selling, Method of moments(Statistics), Method of moments (Statistics)
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Complete markets, informed trading and equity option introductions
Article Abstract:
The effect of new option listing on equity prices is examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
United Kingdom, Forecasts, trends, outlooks, Economic aspects, Stocks, Forecasts and trends, Options (Finance), Market trend/market analysis, Stock prices, Securities trading
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: Analysis, Australia
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