Using implied volatility on options to measure the relation between asset returns and variability
Article Abstract:
Market volatility is more directly related to trading days than to calendar days, although varying greatly across asset categories and across exchanges. However, findings from equity markets do not generally apply to other asset classes.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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Do investors prefer round stock prices? Evidence from Israeli IPO auctions
Article Abstract:
Israeli investors prefer round numbers for initial public offerings. Implicit investor agreements and dealer collusion were not found to be sufficient to explain price clustering.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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Corporate governance, shareholder rights and firm diversification: an empirical analysis
Article Abstract:
Relationship between shareholder rights and company diversification is studied. It is found that strength of shareholder rights is inversely related to diversification. Implications of corporate governance are also examined.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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