Using daily price and volume data on 112 of the largest takeover targets in Australia
during the period from 1985 to 1993, we find that conditional price volatility declines after
the takeover announcement. This decline ...
Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. This paper applies extreme value theory in computing unconditional optimal margin levels for a selection ...
This paper examines the extent to which a sample of 11 knowledge-based Irish listed companies is adopting methodologies for reporting of intellectual capital in their annual reports. Their market and book values were ...