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Статті в журналах з теми "Commonality in Asset Growth"
Dissem, Sonia. "Asset commonality of European banks." Journal of Banking Regulation 20, no. 1 (February 15, 2018): 1–33. http://dx.doi.org/10.1057/s41261-018-0064-5.
Повний текст джерелаAllen, Franklin, Ana Babus, and Elena Carletti. "Asset commonality, debt maturity and systemic risk." Journal of Financial Economics 104, no. 3 (June 2012): 519–34. http://dx.doi.org/10.1016/j.jfineco.2011.07.003.
Повний текст джерелаShehzad, Khurram, Mudassar Rashid, and Waseemullah. "Asset Commonality and Credit Expansion by Banks in Pakistan." Journal of Accounting and Finance in Emerging Economies 8, no. 2 (June 30, 2022): 287–94. http://dx.doi.org/10.26710/jafee.v8i2.2333.
Повний текст джерелаHe, Zhongzhi Lawrence, and Lawrence Kryzanowski. "The Cross Section of Expected Returns and Amortized Spreads." Review of Pacific Basin Financial Markets and Policies 09, no. 04 (December 2006): 597–638. http://dx.doi.org/10.1142/s0219091506000872.
Повний текст джерелаBlack, Mary, Gavin Howarth, and Mark Nicholson. "Asset risk indices: commonality, diversity and usage – the history in UK electricity distribution." CIRED - Open Access Proceedings Journal 2017, no. 1 (October 1, 2017): 2615–18. http://dx.doi.org/10.1049/oap-cired.2017.0090.
Повний текст джерелаGeorgescu, Oana-Maria, Dimitrios Laliotis, Miha Leber, and Javier Población. "A Liquidity Shortfall Analysis Framework for the European Banking Sector." Mathematics 8, no. 5 (May 13, 2020): 787. http://dx.doi.org/10.3390/math8050787.
Повний текст джерелаEgginton, Jared, and Ethan D. Watson. "CORRELATED BEHAVIOR IN LIMIT ORDER CANCELLATIONS, COMOVEMENT IN ASSET RETURNS, AND COMMONALITY IN LIQUIDITY." Journal of Financial Research 43, no. 1 (December 3, 2019): 37–62. http://dx.doi.org/10.1111/jfir.12200.
Повний текст джерелаWarsani Purnama Sari. "Asset Growth on Sharia Insurance." Britain International of Humanities and Social Sciences (BIoHS) Journal 2, no. 1 (February 10, 2020): 172–78. http://dx.doi.org/10.33258/biohs.v2i1.167.
Повний текст джерелаGÂRLEANU, NICOLAE, STAVROS PANAGEAS, and JIANFENG YU. "Technological Growth and Asset Pricing." Journal of Finance 67, no. 4 (July 19, 2012): 1265–92. http://dx.doi.org/10.1111/j.1540-6261.2012.01747.x.
Повний текст джерелаKUNG, HOWARD, and LUKAS SCHMID. "Innovation, Growth, and Asset Prices." Journal of Finance 70, no. 3 (May 11, 2015): 1001–37. http://dx.doi.org/10.1111/jofi.12241.
Повний текст джерелаДисертації з теми "Commonality in Asset Growth"
Yu, Yong. "Population growth and real asset returns." Connect to resource, 2002. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261323551.
Повний текст джерелаFiodendji, Komlan. "Monetary Policy, Asset Price and Economic Growth." Thèse, Université d'Ottawa / University of Ottawa, 2012. http://hdl.handle.net/10393/22725.
Повний текст джерелаEl, Amraoui Sonia. "Trois essais sur les mesures et déterminants du risque systémique." Thesis, Lille, 2018. http://www.theses.fr/2018LIL2D017.
Повний текст джерелаSystemic risk is a risk that can compromise the survival of the financial system. Systemic risk refers to the spread of a single bank failure to other banks. What are the measures and determinants of systemic risk? This thesis proposes an investigation of this transversal question through three chapters. The first chapter gives an overview of the various measures of systemic risk, identifies commonalities and differences and specifies the interest of each measure. The issue is the correlation between the stress test results and the various measures of systemic risk. The second chapter studies the concept of Asset Commonality as a new measure of systemic risk. The third chapter examines the relationship between different measures of systemic risk and corporate social responsibility. The empirical results show that -1- the stress test results should be supplemented by an evaluation of the systemic risk measures, -2- Asset Commonality could be considered as a complementary tool to assess the systemic risk, -3- the corporate social responsibility of financial institutions is important in order to reduce systemic risk
Alaali, Fatema. "Economic growth, investment and asset pricing : empirical evidence." Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/8106/.
Повний текст джерелаLiu, Lanlan. "Asset growth effect, stock illiquidity and short-sale constraints." Thesis, University of Nottingham, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.716471.
Повний текст джерелаMaurer, Thomas A. "Is consumption growth only a sideshow in asset pricing? : asset pricing implications of demographic change and shocks to time preferences." Thesis, London School of Economics and Political Science (University of London), 2012. http://etheses.lse.ac.uk/405/.
Повний текст джерелаEl, Hefnawy Menatalla Maher Abdelgelil. "Essays in Empirical Asset Pricing." Doctoral thesis, Universitat Ramon Llull, 2020. http://hdl.handle.net/10803/669236.
Повний текст джерелаEsta tesis pretende descubrir, de forma empírica, nuevos aspectos de la sección transversal de los rendimientos del capital y proporcionar explicaciones teóricas y empíricas de sus principales conclusiones. La tesis documenta nuevos indicadores de precios y otros factores relacionados con los niveles de incertidumbre y de imprecisión de la información contenida en distintas medidas del riesgo. En el primer capítulo, se investiga si la volatilidad de la serie temporal del book-to-market (BM), denominada incertidumbre de valor (value uncertainty, UNC) es estimada en la sección transversal de los rendimientos del capital. Un factor ponderado por valor y ajustado por tamaño con una posición larga (corta) en acciones de alta (baja) incertidumbre genera un alfa anualizado del 6-8%. Esta prima de incertidumbre de valor es impulsada por los resultados extraordinarios de las empresas de alta UNC y no se explica por los factores de riesgo establecidos o por las características de la empresa, como la tendencia de los beneficios y los precios, la inversión, la rentabilidad o el propio BM. A nivel agregado, la UNC está correlacionada con los fundamentos macroeconómicos y predice los rendimientos futuros del mercado, así como la volatilidad del mercado. En este capítulo, también se proporciona una explicación racional para la fijación del precio de los activos de la prima de UNC no cubierta. El segundo capítulo es una ampliación del primero y examina el poder predictivo de la incertidumbre de rentabilidad (uncertainty of profitability, UP) en la sección transversal de los rendimientos del capital. Una estrategia de cartera con una posición larga en acciones de alta volatilidad y corta en acciones baja volatilidad genera una tasa de rendimiento bruto anual (ajustada al riesgo) del 8% (10%). Las acciones de alta UP tendrían mayores rendimientos en tiempos de mayor rentabilidad de mercado, menor volatilidad de mercado y mayor inflación esperada que justifica la prima documentada. Las empresas con mayor incertidumbre sobre el crecimiento de sus activos (uncertainty of asset growth, UAG) superarían a aquellas con menor incertidumbre sobre el crecimiento de sus activos en un 7% (12%) en rendimiento bruto (ajustado al riesgo) de riesgo excesivo. Estos resultados muestran la importancia de la volatilidad de los factores de riesgo en las decisiones de inversión. En el tercer capítulo, se estudia el impacto que tiene la imprecisión en las expectativas de ganancias de la dirección (management earnings guidance, IMP) sobre los rendimientos del capital. La evidencia empírica revela que unas altas IMP (un mayor intervalo en los ingresos previstos) se asocian a unos rendimientos más bajos de las acciones. Se proporcionan dos explicaciones complementarias para explicar estos bajos rendimientos. Primero, en un mercado que presenta limitaciones a la venta a corto y disparidad de opiniones sobre las estimaciones de beneficios, unas altas IMP desaniman a los inversores pesimistas, mientras que los más optimistas creen en el gran salto de rango y toman posiciones largas en base a estas creencias, lo cual ocasiona sobrevaloraciones de las acciones y, en consecuencia, rentabilidades más bajas. Segundo, unas altas IMP pueden reflejar una verdadera incertidumbre con respecto a las ganancias futuras, y ello puede atraer a los inversores en valor o de lotería. Las conclusiones son sólidas, a nivel de análisis de la cartera y de los valores, para la medición de la imprecisión y para diferentes modelos de fijación de precios de los activos.
This dissertation aims at empirically uncovering new aspects of the cross-section of equity returns and providing theoretical-backed and empirical explanations of the main findings. The dissertation documents novel pricing predictors and factors related to the uncertainty and imprecision levels of the information content embedded in different risk measures. The first chapter investigates whether the time-series volatility of book-to-market (BM), called value uncertainty (UNC), is priced in the cross-section of equity returns. A size-adjusted value-weighted factor with a long (short) position in high-UNC (low-UNC) stocks generates an annualized alpha of 6-8%. This value uncertainty premium is driven by outperformance of high-UNC firms and is not explained by established risk factors or firm characteristics, such as price and earnings momentum, investment, profitability, or BM itself. At the aggregate level, UNC is correlated with macroeconomic fundamentals and predicts future market returns and market volatility. The chapter also provides a rational asset-pricing explanation of the uncovered UNC premium. The second chapter extends the first chapter and examines the predictive power of the uncertainty of profitability (UP) on the cross-section of equity returns. A portfolio strategy that goes long in the high-UP decile portfolio and short in the low-UP decile portfolio generates an annual excess raw (risk-adjusted) return of 8% (10%). High-UP stocks would have higher returns during times of higher market-wide profitability, lower market volatility, and higher expected inflation justifying the documented premium. Moreover, firms with high uncertainty surrounding their asset growth (UAG) would outperform those with low asset growth uncertainty by 7% (12%) in terms of excess raw (risk-adjusted) return. Results shed light on the importance of the volatility of risk factors in investment decisions. The third chapter examines the impact that imprecision in management earnings guidance (IMP) has on equity returns. Empirical evidence reveals that high IMP (wider interval in the forecasted earnings) is associated with lower subsequent stock returns. Two complementary explanations are provided to explain the low returns. First, in a market that exhibits short-selling constraints and diversion of opinion regarding earnings estimates, high IMP discourages pessimistic investors while optimists believe in the high bound of the range and take long positions based on these beliefs, leading to stocks' overpricing and hence to lower subsequent returns. Second, high IMP may reflect genuine uncertainty regarding future earnings appealing to growth and lottery investors. Findings are robust at the portfolio and stock level of analysis, to the measurement of imprecision, and to different asset pricing models.
Kaltenbrunner, Georg. "Growth expectations and asset prices in production economies and labor market matching models." Thesis, London Business School (University of London), 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.444404.
Повний текст джерелаMotohashi, Atsushi. "Studies on Asset Bubbles, Economic Growth, and Bailout Policy in an Open Economy." Doctoral thesis, Kyoto University, 2021. http://hdl.handle.net/2433/263411.
Повний текст джерелаZhu, Lin. "Three essays on asset bubbles and economic growth in a small open economy." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3959330.
Повний текст джерелаКниги з теми "Commonality in Asset Growth"
Yanagawa, Noriyuki. Asset bubbles and endogenous growth. Cambridge, MA: National Bureau of Economic Research, 1992.
Знайти повний текст джерелаLi, Qing. An investment-growth asset pricing model. London: Centre for Economic Policy Research, 2001.
Знайти повний текст джерелаBasurto, Miguel Angel Segoviano. Default, credit growth, and asset prices. [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2006.
Знайти повний текст джерелаIncome distribution, asset values and economic growth. Bloomington, Ind: Authorhouse, 2006.
Знайти повний текст джерелаDavis, Scott M. Brand asset management: Driving profitable growth through your brands. San Francisco: Jossey-Bass, 2000.
Знайти повний текст джерелаClaessens, Stijn. Financial development, property rights, and growth. Washington, D.C: Policy Division, Financial Sector Strategy and Policy Dept., World Bank, 2002.
Знайти повний текст джерела(Firm), Resurgent India, ed. Mounting NPAs: Impact on Indian banking industry : dampening profitability, TEPID economic growth, deteriorating asset quality. New Delhi: The Associated Chambers of Commerce and Industry of India, 2014.
Знайти повний текст джерелаFlorida. Office of Program Policy Analysis and Government Accountability. OPPAGA program review: Recommended Florida Retirement System contribution rates remain reasonable; asset growth has slowed. Tallahassee, Fla: Florida Office of Program Policy Analysis and Government Accountability, 2003.
Знайти повний текст джерелаFinancial deepening, economic growth, and development: Evidence from selected sub-Saharan African countries. Nairobi: African Economic Research Consortium, 2004.
Знайти повний текст джерелаNdebbio, John E. Udo. Financial deepening, economic growth, and development: Evidence from selected Sub-Saharan African countries. Nairobi: African Economic Research Consortium, 2004.
Знайти повний текст джерелаЧастини книг з теми "Commonality in Asset Growth"
Schmit, Mathias, and Lin-Sya Chao. "Managing Growth and Strategic Risk." In Global Asset Management, 147–66. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137328878_8.
Повний текст джерелаElsborg, Jacob. "Operational Platform and Growth: A Strategic Challenge." In Global Asset Management, 435–55. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137328878_23.
Повний текст джерелаZaremba, Adam, and Jacob Shemer. "Value Versus Growth: Is Buying Cheap Always a Bargain?" In Country Asset Allocation, 9–38. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_2.
Повний текст джерелаChatras, Clément, and Vincent Giard. "Standardization, Commonality, Modularity: A Global Economic Perspective." In Advances in Production Management Systems: Innovative Production Management Towards Sustainable Growth, 365–75. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-22756-6_45.
Повний текст джерелаWalter, Ingo. "The Asset Management Industry Dynamics of Growth, Structure and Performance." In Global Asset Management, 3–35. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137328878_1.
Повний текст джерелаClare, Andrew, and Chris Wagstaff. "Equities: The Traditional ‘Growth’ Asset Class." In The Trustee Guide to Investment, 125–53. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230361874_7.
Повний текст джерелаHarrington, Richard. "The Growth of Asset and Liability Management." In The Future of Financial Systems and Services, 243–57. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-10439-0_14.
Повний текст джерелаHirayama, Yosuke, and Misa Izuhara. "Super ageing, widening inequalities and housing asset-based welfare." In Housing in Post-Growth Society, 141–60. 1 Edition. | New York : Routledge, 2018. | Series: Explorations in housing studies: Routledge, 2018. http://dx.doi.org/10.4324/9781315111575-7.
Повний текст джерелаKim, J. G., D. S. Gu, H. J. Kim, and B. K. Choi. "Characteristic Analysis of AE Signal Caused by Crack Growth." In Engineering Asset Management and Infrastructure Sustainability, 501–7. London: Springer London, 2012. http://dx.doi.org/10.1007/978-0-85729-493-7_38.
Повний текст джерелаJinglian, Wu. "Inflation and Asset Bubbles Stem from Unsustainable Growth Patterns." In Facing the Era of Great Transformation, 65–70. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-7691-1_4.
Повний текст джерелаТези доповідей конференцій з теми "Commonality in Asset Growth"
Choi, Sung R., D. Calvin Faucett, and Brenna Skelley. "Slow Crack Growth of a Pyroceram Glass Ceramic Under Static Fatigue Loading: Commonality of Slow Crack Growth in Advanced Ceramics." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-27325.
Повний текст джерелаDesmon, Desmon, Andi Surya, Heru Subiyantoro, and Maria Alie. "The Influence of Insurance Financial Health Level, Capital Structure, Asset Growth, On Company Net Profit Growth." In Proceedings of the 2nd International Conference on Law, Social Science, Economics, and Education, ICLSSEE 2022, 16 April 2022, Semarang, Indonesia. EAI, 2022. http://dx.doi.org/10.4108/eai.16-4-2022.2319783.
Повний текст джерелаXu, Weizhe. "Research on Abnormal Asset Growth of American Stock Market Based on Multidimensional System." In 2020 International Conference on Robots & Intelligent System (ICRIS). IEEE, 2020. http://dx.doi.org/10.1109/icris52159.2020.00089.
Повний текст джерелаShu, Yumin, Rui Wang, and Zhongying Qi. "The Relationship between Fixed Asset Investment and Economic Growth of Three Industries in Shenzhen." In International Conference on Construction and Real Estate Management 2020. Reston, VA: American Society of Civil Engineers, 2020. http://dx.doi.org/10.1061/9780784483237.058.
Повний текст джерелаJulivia Huang, Yani, Tigor Sitorus, and Ratlan Pardede. "Financial Pressure, Firm Size, Asset Growth And Corporate Value: Mediation Effect Of Dividend Payout." In 4th Sriwijaya Economics, Accounting, and Business Conference. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0008437701410151.
Повний текст джерелаWulaningrum, Ratna, Venti Eka Satya, Muhammad Kadafi, and Amiril Azizah. "Clustering of Provincial Government in Indonesia Based on Fixed Asset Ownership and Economic Growth." In International Conference on Applied Science and Technology on Social Science 2021 (iCAST-SS 2021). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/assehr.k.220301.077.
Повний текст джерелаAzizah, Siti, Akhris Sholikha, Bagus Panuntun, Nurhadi Kamaluddin, and Ivon Silviana. "Effect Of Operating Leverage, Growth Asset, And The Size Of The Company To Systematic Risk." In Proceedings of the 2nd International Conference of Business, Accounting and Economics, ICBAE 2020, 5 - 6 August 2020, Purwokerto, Indonesia. EAI, 2020. http://dx.doi.org/10.4108/eai.5-8-2020.2301087.
Повний текст джерелаYu, Gang, and Matiul Khan. "Bridge asset management at Auckland Transport." In IABSE Congress, Christchurch 2021: Resilient technologies for sustainable infrastructure. Zurich, Switzerland: International Association for Bridge and Structural Engineering (IABSE), 2021. http://dx.doi.org/10.2749/christchurch.2021.0404.
Повний текст джерелаNnakenyi, Norbert, Simon Olushola Amos, Mobolaji Abegunde, Ibidunni Ayo-Dayisi, Nnabuike Anozie, Tayiro Gari, Olusemola Akintade, Aminu Musa, and Habeeb Ibrahim. "Effective Asset/Portfolio Management: NAPIMS Perspective." In SPE Nigeria Annual International Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/211998-ms.
Повний текст джерелаMacheret, Yevgeny, and Leo Christodoulou. "Impact of Prognosis on Asset Life Extension and Readiness." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-42391.
Повний текст джерелаЗвіти організацій з теми "Commonality in Asset Growth"
Yoo, Peter S. Population Growth and Asset Prices. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.016.
Повний текст джерелаGârleanu, Nicolae, Stavros Panageas, and Jianfeng Yu. Technological Growth and Asset Pricing. Cambridge, MA: National Bureau of Economic Research, September 2009. http://dx.doi.org/10.3386/w15340.
Повний текст джерелаYanagawa, Noriyuki, and Gene Grossman. Asset Bubbles and Endogenous Growth. Cambridge, MA: National Bureau of Economic Research, February 1992. http://dx.doi.org/10.3386/w4004.
Повний текст джерелаKogan, Leonid, and Dimitris Papanikolaou. Growth Opportunities, Technology Shocks, and Asset Prices. Cambridge, MA: National Bureau of Economic Research, January 2012. http://dx.doi.org/10.3386/w17795.
Повний текст джерелаConstantinides, George, and Anisha Ghosh. Asset Pricing Tests with Long Run Risks in Consumption Growth. Cambridge, MA: National Bureau of Economic Research, December 2008. http://dx.doi.org/10.3386/w14543.
Повний текст джерелаGoulder, Lawrence, and Lawrence Summers. Tax Policy, Asset Prices, and Growth: A General Equilibrium Analysis. Cambridge, MA: National Bureau of Economic Research, January 1987. http://dx.doi.org/10.3386/w2128.
Повний текст джерелаBloxham, Paul, Christopher Kent, and Michael Robson. Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16845.
Повний текст джерелаYasuhara, Tsuyoshi. Working Paper PUEAA No. 11. Profit Seeking Model and the Monetary Policy in Japan: cross-border asset holdings via Offshore Financial Centers. Universidad Nacional Autónoma de México, Programa Universitario de Estudios sobre Asia y África, 2022. http://dx.doi.org/10.22201/pueaa.009r.2022.
Повний текст джерелаOzano, Kim, Andrew Roby, Alan MacDonald, Kirsty Upton, Nick Hepworth, Clare Gorman, John Matthews, et al. Groundwater: Making the Invisible Visible - K4D Briefing Pack. Institute of Development Studies (IDS), March 2022. http://dx.doi.org/10.19088/k4d.2022.027.
Повний текст джерелаAsia Bond Monitor September 2021. Asian Development Bank, September 2021. http://dx.doi.org/10.22617/spr210338-2.
Повний текст джерела