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Browsing College of Business and Law by Title
Now showing items 44-63 of 264
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(Fintel, 2006-09)
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(Fintel, 2007-04)Asset prices can be prone to large movements, and this year we have seen this in equity prices and commodity prices, including oil. Recent volatility of around 2 per cent per day in oil prices has led to uncertainty for ...
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(Carolina Academic Press, 2004)
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(Institute of Chartered Accountants of Scotland, 1998)
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(University of Florida. Fisher School of Accounting, 2007)The purpose of this paper is to review and synthesize the literature on discretionary narrative disclosures. We explore why, how, and whether preparers of corporate narrative reports use discretionary disclosures in corporate ...
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(Blackwell, 2000-04)This study examines the distributional properties of futures prices for contracts traded on LIFFE. A filtering process is employed to remove day of the week and holiday effects, a maturity effect, moving average effects ...
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(Butterworth-Heinemann, 2006)
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(University College Dublin. School of Business. Centre for Financial Markets, 2008-04)This study compares the takeover premiums for 55 private equity buyouts with 59 takeovers involving a public acquirer, from the US takeover market between 2004 and 2007. This investigation takes place amidst accusations ...
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(University College Dublin Geary Institute, 2012-08)In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio. Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using variance ...
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(Routledge, 2004)This paper applies extreme value theory to measure downside risk for European equity markets. Two related measures, value at risk and the excess loss probability estimator provide a coherent approach to optimally protect ...
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(Commission for Aviation Regulation, 2005-05)This Report estimates the cost of capital for the recently formed Dublin Airport Authority (DAA). To implement the weighted average cost of capital (WACC) approach to estimating DAA's cost of capital, it is necessary to ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2006-06)Unlike most prior literature in finance and economics, this paper focuses on events in the political economy and examines the integration of European equity markets over the 1988 through 2002 period using three innovative ...
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(Inderscience Enterprises, 2011-02)Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2003-09)The early years of the 21st century have been a difficult and challenging time for the managed funds industry. The neglected history of managed funds reveals prior episodes of sustained growth, questionable practices, ...
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(Elsevier, 2004)The early years of the 21st century have been a difficult and challenging time for the managed funds industry. The neglected history of managed funds reveals prior episodes of sustained growth, questionable practices, ...
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(Wiley-Blackwell, 2011-03-07)This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)Regardless of the form of restructuring, deregulated electricity industries share one common feature: the absence of any significant, rapid demand-side response to the wholesale (or, spot market) price. For a variety of ...
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(Croner.CCH, 2000)This paper examines voluntary disclosure of profit forecasts by bidding companies during takeovers. Disclosure is examined from two perspectives: (i) factors influencing disclosure and (ii) the influence of good news and ...
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(Routledge, 1998)Literature on gender based salary differentials has proliferated in recent years but there have been few studies on salary differentials in the accounting profession. This paper examines factors influencing remuneration ...
Now showing items 44-63 of 264