Open Access
Journal of International Financial Markets, Institutions & Money
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The article was published on 2010-01-01 and is currently open access. It has received 20 citations till now. The article focuses on the topics: Financial capital & Capital market.read more
Citations
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Journal ArticleDOI
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
TL;DR: In this paper, the authors examined the relationship between stock market prices and exchange rates in six advanced economies, namely the US, UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010.
Journal ArticleDOI
Common factors in international securitized real estate markets
Kim Hiang Liow,James R. Webb +1 more
TL;DR: In this article, the authors investigated the presence of common factors in the securitized real estate markets of the Untied States (US), United Kingdom (UK), Hong Kong (HK), and Singapore (SG).
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Comparison between response dynamics in transition economies and developed economies.
Joel N. Tenenbaum,Davor Horvatić,Slavica Cosović Bajić,Beco Pehlivanovic,Boris Podobnik,Boris Podobnik,H. Eugene Stanley +6 more
TL;DR: The hypothesis of a negative correlation between volatility and volatility asymmetry is tested and it is found that, for developed economies, γ experiences local minima during "Black Monday" on October 19, 1987, the dot-com bubble crash in 2002, and the 2007-2009 global crisis while for transition economies, τ experiences local maxima during times of economic crisis.
Journal ArticleDOI
Comparative analysis of banking production frameworks in eastern european financial markets
TL;DR: Comparison of the non-radial Russell output technical efficiency measures of 13 Eastern European banking systems assuming a banking production with risk as an undesirable output and where output components can be negative suggests that change in positions of the banks relative to the mean is not substantial across the three methodologies.
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Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times
Helinä Laakkonen,Markku Lanne +1 more
TL;DR: The authors studied the impact of positive and negative macroeconomic U.S. and European news announcements in different phases of the business cycle on the high-frequency volatility of the EUR/USD exchange rate.
References
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Journal ArticleDOI
On Persistence in Mutual Fund Performance
TL;DR: Using a sample free of survivor bias, this paper showed that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual fund's mean and risk-adjusted returns.
Posted Content
Moral Hazard in Teams
TL;DR: In this paper, the authors study moral hazard with many agents and focus on two features that are novel in a multiagent setting: free riding and competition, and show that competition among agents (due to relative evaluations) has merit solely as a device to extract information optimally.
Journal ArticleDOI
Moral Hazard in Teams
TL;DR: In this article, the authors study moral hazard with many agents and focus on two features that are novel in a multiagent setting: free riding and competition, and show that competition among agents (due to relative evaluations) has merit solely as a device to extract information optimally.
Journal ArticleDOI
Another Puzzle: The Growth in Actively Managed Mutual Funds
TL;DR: In this article, the authors present empirical evidence that investors in actively managed mutual funds may have been more rational than we have assumed, and show that the return on new cash flows should be better than the average return for all investors in these funds.
Journal ArticleDOI
How Distance, Language, and Culture Influence Stockholdings and Trades
Mark Grinblatt,Matti Keloharju +1 more
TL;DR: This article found that investors are more likely to hold, buy, and sell the stocks of Finnish firms that are located close to the investor, that communicate in the investor's native tongue, and that have chief executives of the same cultural background.