Browsing Closed by Author "Anup Agrawal et al"

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Browsing Closed by Author "Anup Agrawal et al"

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  • Are certain dividend increases predictable? The effect of repeated dividend increases on market returns 
    Michayluk David; Neuhauser Karyn; Walker Scott (Financial Management Association, 2010)
    Positive abnormal returns around dividend increase announcements are well documented. The conventional explanation for these abnormal returns is that a dividend increase conveys favorable information about a firm¿s prospects ...
  • Asset delegation, career concerns and trade volume 
    Scotti Massimo (Financial Management Association, 2010)
    The paper analyzes the e¤ects of career concerns of portfolio managers on their incentives to trade in a order-driven market. We show that career concerns lead portfolio managers to trade even whithout valuable informa- ...
  • The effect of idiosyncratic risk-taking on mutual fund performance and fees 
    Casavecchia Lorenzo; Hulley Hardy (Financial Management Association, 2010)
    We identify for the first time the crucial role played by idiosyncratic risk as a determinant of performance persistence, flow-performance sensitivity and management fees charged to fund shareholders. Using a sample of US ...
  • Financialization, crisis and commodity correlation dynamics 
    Silvennoinen Annastiina; Thorp Susan (Financial Management Association, 2010)
    We study conditional volatility and correlation dynamics for returns to commodity fu- tures, stocks and bonds, from May 1990-July 2009 using DSTCC- GARCH. The models allow correlation to vary smoothly between extreme states ...
  • Institutional ownership and IPO performance: Australian evidence 
    Bird Ronald; Yeung Danny (Financial Management Association, 2010)
    The duo IPO anomalies of underpricing and long run underperformance have inspired a plethora of studies. Yet few have examined the impact of majority investors in IPOs, namely institutional investors. Consistent with ...