Journal of Financial and Quantitative Analysis最新文献

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JFQ volume 58 issue 7 Cover and Front matter JFQ第58卷第7期封面和封面问题
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-11-01 DOI: 10.1017/s0022109023001126
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引用次数: 0
News and Markets in the Time of COVID-19 2019冠状病毒病时代的新闻与市场
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-31 DOI: 10.1017/s002210902300131x
Harry Mamaysky
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引用次数: 0
Credit Default Swaps and Firm Cyclicality 信用违约掉期与企业周期性
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-31 DOI: 10.1017/s0022109023001291
Lars Norden, Chao Yin, Lei Zhao
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引用次数: 0
Stakeholder Value: A Convenient Excuse for Underperforming Managers? 利益相关者价值:绩效不佳管理者的方便借口?
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-31 DOI: 10.1017/s0022109023001308
Ryan Flugum, Matthew E. Souther
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引用次数: 0
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum 公司债券市场的宏观经济不确定性溢价——勘误
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-31 DOI: 10.1017/s0022109023001102
Turan G. Bali, Avanidhar Subrahmanyam, Quan Wen
{"title":"The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum","authors":"Turan G. Bali, Avanidhar Subrahmanyam, Quan Wen","doi":"10.1017/s0022109023001102","DOIUrl":"https://doi.org/10.1017/s0022109023001102","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135862986","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
High-Frequency Tail Risk Premium and Stock Return Predictability 高频尾部风险溢价与股票收益可预测性
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-31 DOI: 10.1017/s0022109023001199
Caio Almeida, Kym Ardison, Gustavo Freire, René Garcia, Piotr Orłowski
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引用次数: 0
Innovation under Ambiguity and Risk 模糊与风险下的创新
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-27 DOI: 10.1017/s002210902300128x
Gabriela Coiculescu, Yehuda Izhakian, S. Abraham Ravid
{"title":"Innovation under Ambiguity and Risk","authors":"Gabriela Coiculescu, Yehuda Izhakian, S. Abraham Ravid","doi":"10.1017/s002210902300128x","DOIUrl":"https://doi.org/10.1017/s002210902300128x","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136262275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Capital Structure with Information about the Upside and the Downside 资本结构的上行和下行信息
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-25 DOI: 10.1017/s0022109023001278
Pierre Chaigneau
{"title":"Capital Structure with Information about the Upside and the Downside","authors":"Pierre Chaigneau","doi":"10.1017/s0022109023001278","DOIUrl":"https://doi.org/10.1017/s0022109023001278","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135113118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Overlapping Ownership Along the Supply Chain 供应链上的所有权重叠
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-23 DOI: 10.1017/s0022109023001266
Kayla M. Freeman
{"title":"Overlapping Ownership Along the Supply Chain","authors":"Kayla M. Freeman","doi":"10.1017/s0022109023001266","DOIUrl":"https://doi.org/10.1017/s0022109023001266","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135322906","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
The Valuation of Collateral in Bank Lending 银行贷款抵押品的价值评估
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-23 DOI: 10.1017/s0022109023000704
Stephan Luck, João A. C. Santos
{"title":"The Valuation of Collateral in Bank Lending","authors":"Stephan Luck, João A. C. Santos","doi":"10.1017/s0022109023000704","DOIUrl":"https://doi.org/10.1017/s0022109023000704","url":null,"abstract":"Abstract We study the valuation of collateral by comparing spreads on loans by the same bank, to the same borrower, at the same origination date, but backed by different types of collateral. Pledging collateral reduces borrowing costs by 23 BPS on average. The effect varies across different types of collateral, with marketable securities being most valuable, and real estate and accounts receivables and inventory being more valuable than fixed assets and a blanket lien. Further, the rate reduction from pledging collateral is sensitive to the value of the underlying collateral, and collateral tends to be more valuable for smaller and private firms and for loans with longer maturity.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135368166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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