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97 days ago - Review of Finance - current issue
We propose a direct test of the explanation by Modigliani and Cohn (MC) for the positive correlation between inflation and equity values—that it results from investors&r...
138 days ago - q-fin updates on arXiv.org
We study trade-based manipulation of stock prices from the perspective of
complex trading networks constructed by using detailed information of trades. A
stock trading network...
386 days ago - National Bureau of Economic Research Working Papers
Do acquirors profit from acquisitions, or do acquiring CEOs overbid and destroy shareholder value? We present a novel approach to estimating the long-run abnormal returns to m...
418 days ago - Taylor and Francis: Quantitative Finance: Table of Contents
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.