Now showing items 1-10 of 25
(Academy of Taiwan Business Management Review, 2010-08)
The objective of this paper is to introduce credit derivatives and their uses in financial markets by institutional investors and corporate financial managers. First, the purpose of credit derivatives and their relationship ...
An Examination of the Day-of-The-Week Trading Patterns of Individual and Institutional Investors
(People and Global Business Association, 2012)
This study examines the day-of-the-week trading patterns of individual and institutional investors. Consistent with previous evidence, we find an increase in the proportion of trading volume accounted for by individual ...
Transaction Costs And The Information Content Of Dividend Cuts
(The Clute Institute, 2011)
This paper models security price reaction to dividend cut announcements in the presence of informed traders and transaction costs. A transaction costs barrier prevents the attainment of a full information equilibrium price ...
Compound Lotteries; Call Option Spreads in Black-Scholes Markets
From the earliest days of risky utility theory decision, theorists have elicited information from decision makers by analyzing their reaction to elementary lotteries, or gambles. The Purpose of the process was to define a ...
Banking in a Volatile World: Setting Country Lending Limits
Banks often make decisions in an organizational framework that attempts to control repayment problems by setting loan limits for each country. A formal mechanism for setting those limits will be proposed. Our motivation ...
A Note on Euroyen and Domestic Yen Interest Rates
(Journal of Banking and Finance, 1995)
This study examines interest rate transmission between the London Euroyen market and the Japanese domestic CD market. The results, which span 1984 through the beginning of 1993, indicate that these two interest rate series ...
A Multiobjective Expert System for Suppliers of Out-of-the-Money Options
The proliferation of telecommunications and computing capability has sparked speculation about dispersing work. The electronic cottage industry approach has potential in the area of office and professional services. This ...
SETTING COUNTRY LIMITS FOR INTERNATIONAL LENDING