[PDF][PDF] Dividend policy and stock price behaviour in Indian corporate sector: a panel data approach

U Pani - 2014 - igidr.ac.in
Dividend Policy and Stock Price Behaviour in Indian Corporate Sector: A panel data approach
Page 1 1 Dividend Policy and Stock Price Behaviour in Indian Corporate Sector: A panel data …

Risk and return in general: Theory and evidence

EG Falkenstein - Available at SSRN 1420356, 2009 - papers.ssrn.com
Empirically, standard, intuitive measures of risk like volatility and beta do not generate a
positive correlation with average returns in most asset classes. It is possible that risk …

International variations in expected equity premia: Role of financial architecture and governance

R Aggarwal, JW Goodell - Journal of Banking & Finance, 2011 - Elsevier
Estimates of ex-ante equity premia are important in planning investments in pension funds,
life insurance pools, and for other long-term financial obligations or goals. However, while …

[BOOK][B] High returns from low risk: A remarkable stock market paradox

P Van Vliet, J De Koning - 2017 - books.google.com
HIGH RETURNS from LOW RISK If you lie awake at night worrying about your retirement,
paying for your children's schooling or your general financial security, High Returns from …

The cost of debt

IA Cooper, S Davydenko - Available at SSRN 254974, 2001 - papers.ssrn.com
This paper proposes a practical way of estimating the cost of risky debt for use in the cost of
capital. The cost of debt is different from both the promised yield and the risk-free rate, which …

Risk assessment based on the analysis of the impact of contagion flow

C Edirisinghe, A Gupta, W Roth - Journal of Banking & Finance, 2015 - Elsevier
This paper presents a new framework to model and calibrate the process of firm value
evolution when an unanticipated exogenous event impacting one firm can contagiously …

Time to change. Rating changes and policy implications

PN Posch - Journal of economic behavior & organization, 2011 - Elsevier
The recent financial crisis manifested the criticism to rating agencies of being slow in
adjusting their rating to current conditions. This paper examines the timeliness of rating …

Equity premia in emerging markets: National characteristics as determinants

R Aggarwal, JW Goodell - Journal of Multinational Financial Management, 2008 - Elsevier
There is little research on international equity premia estimates. Using improved and
consistent methodologies covering a recent 8-year period, this paper estimates annual …

[PDF][PDF] What determines the credit spread?

J Krainer - 2004 - fraser.stlouisfed.org
Although the swings in economic measures during the last recession and recovery were
fairly modest, swings in financial markets were quite large. Once financial markets found …

Fallen angels: characteristics, performance, and implications for investors

AB Dor, Z Xu - The Journal of Fixed Income, 2011 - search.proquest.com
This article examines the characteristics and price dynamics of fallen angels during a three-
year period around their downgrade date. Consistent with the implications of forced selling …