Search Results - subject:"Mispricing"

Kumar, Alok; Motahari, Mehrshad; Taffler, Richard J. - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4328-4356

Persistent link: https://www.econbiz.de/10015045899

Sources of liquidity premium : risk or mispricing?

Chou, Pin-huang; Ko, Kuan-Cheng; Wei, K. C. John - 2024

Persistent link: https://www.econbiz.de/10015047456

Intrinsic value : a solution to the declining performance of value strategies

Bergen, Derek; Franzoni, Francesco; Obrycki, Daniel; … - 2024

Persistent link: https://www.econbiz.de/10015049219

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

Yang, Yang; Wang, Guojing; Yao, Jing - In: Insurance : mathematics and economics 114 (2024), pp. 79-107

Persistent link: https://www.econbiz.de/10015049368

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial Finance 50 (2024) 12, pp. 2091-2114

Purpose This study investigates the mispricing dynamics of NIFTY 50 Index futures, drawing upon daily data spanning …-regime model to understand the fluctuations in NIFTY 50 Index futures mispricing. Findings The study reveals a complex interplay … between various market factors and mispricing, including forward-looking volatility (measured by the NIFVIX index), changes in …

Persistent link: https://www.econbiz.de/10015353925

Back to goodwill amortisation : impact of the 2016 Spanish regulation on the mispricing of listed firms

Ruiz-Lamas, Fernando; Peón, David - In: Journal of applied accounting research 25 (2024) 5, pp. 1038-1059

Persistent link: https://www.econbiz.de/10015418673

Short‐Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs

Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias - In: Journal of Accounting Research 59 (2021) 3, pp. 911-958

We document that stocks that have optimistic (pessimistic) consensus recommendations and are currently held by many short-term institutions exhibit large stock-return reversals: Their large past outperformance (underperformance) is followed by large negative (positive) future alphas. The...

Persistent link: https://www.econbiz.de/10012620991

Illicit Financial Flows and Trade Mispricing: Decomposing the Trade Reporting Gap

Cobham, Alex; Jansky, Petr; Mares, Jan - 2021

Despite a Sustainable Development Goals target to reduce trade mispricing and other illicit financial flows, it is not … clear how to measure trade mispricing over time for countries worldwide. We aim to combine a broad coverage of countries by … mispricing for many countries worldwide. Specifically, we provide new estimates of the trade reporting gap and, for the first …

Persistent link: https://www.econbiz.de/10012695544

Relative mispricing and takeover likelihood

Li, Keming - In: Quantitative finance and economics 5 (2021) 4, pp. 689-715

Persistent link: https://www.econbiz.de/10013494091

Navigating the factor zoo around the world : an institutional investor perspective

Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703

Persistent link: https://www.econbiz.de/10012588809