An Analysis of Short Positions with Fundamentals to Predict Returns
Anisur Rahman and A. M. Parhizgari.
Short selling can be driven by various motivations, such as anticipation of negative returns, hedging, etc., which cause short positions to contain heterogeneous information. However, past studies focus primarily on short positions to predict negative sto...
Insider ownership, corporate diversification, and firm value: Evidence from REITs
Kenneth Soyeh and Ali M Parhizgari
We examine the link between REIT insider ownership and property type diversification. Also, we investigate whether property-focused REITs with more insider equity holdings have a higher market value measured by Tobin’s Q. REITs provide an ideal setting to...
Does the CFO Appointment Affect the Firm's Information Environment?
Suchi Mishra, Arun Upadhyay, and Kannan Raghunandan
Executive Compensation and Firm Performance: Evidence from the Insurance Industry in the United States
Deanne Butchey, Therese Pactwa, and Jerry Haar
We investigate the relationship between executive compensation, its characteristics, and the firm's financial performance in the insurance industry, in an effort to determine which executive pay policies are more effective in promoting specific financial ...
Market Return and Risk Factors for the Emerging Economies
Ali M Parhizgari
This paper creates daily factors (much like Fama and French) and monthly aggregate idiosyncratic volatility measures for 15 emerging economies. Unlike Fama and French, the lack of balance sheet data at the firm level and other data deficiencies are bypass...
Financial Performance and Compensation Alignment of Male and Female CEOs
Shahnaz Abdullah, and Lal Chugh
The objective of the paper is to analyze the alignment of compensation and financial performance of male and female CEO’s in some selected Fortune 500 companies. Using agency theory, this paper empirically estimates the magnitude of financial alignment, a...
Market Return and Risk Factors for the Emerging Economies
Ali M Parhizgari
This paper creates daily factors (much like Fama and French) and monthly aggregate idiosyncratic volatility measures for 15 emerging economies. Unlike Fama and French, the lack of balance sheet data at the firm level and other data deficiencies are bypass...
Intraday Volume-Volatility Relationship in Pre and Post Decimalization Era
Shahid Hamid and Rafiqul Bhuyan
We examine the volume and volatility relationship on 200 randomly selected US stocks for a period of 10 years. Using Hansen’s GMM (generalized method of moments) technique with half-hour trading interval, when we conduct our research without incorporating...
Do Female CEOs Add Value for Stockholders? A Case Study of Yahoo!
Shahnaz Abdullah, and Lal Chugh
This paper presents an analysis of financial performance of male and female CEO’s in Yahoo, Inc. which has appointed two female CEOs in the last five years. The study uses two metrics to evaluate the financial performance of CEOs. The one uses event study...
Board independence and analysts’ forecast accuracy: R&D perspective
Journal of Economics and Business
Journal Article, Academic Journal
Non-linear Volatility with Normal Inverse Gaussian Innovations: Ad-hoc Analytic Option Pricing
Review of Quantitative Finance and Accounting
Journal Article, Academic Journal
Gender differences in CEO risk tolerance: A look at fixed pay
Global Finance Journal
Journal Article, Academic Journal
Vol. Volume 57, August 2023, 100852
May 2023
Intraday Transactions, Volume and Volatility in Pre- and Post-Decimalization Regimes
Quarterly Journal of Finance and Accounting
Journal Article, Academic Journal
Vol. Vol. 60, No. 3/4 (Summer & Fall 2022) Pg. pp. 101-146 (46 pages)
September 2022
Insider Ownership, Corporate Diversification, and Firm Value: Evidence from REITs
Journal of Real Estate Research
Journal Article, Academic Journal
Vol. Volume 43, 2021 Iss. 1
March 2021
Board independence and short selling
Finance Research Letters
Journal Article, Academic Journal
Vol. Volume 39, March 2021
February 2021
Market Returns and Risk Factors for the Emerging Economies
Applied Economics
Journal Article, Academic Journal
Vol. Volume 52, 2020 Iss. 48
May 2020
CEO compensation and firm performance in the insurance industry
Managerial Finance
Journal Article, Academic Journal
February 2020
CFO Appointment and Debt-Equity Choice
Managerial Finance
Journal Article, Academic Journal
May 2019
Expanding the Explanations for the Return-Volatility Relation
Journal of Futures Markets
Journal Article, Academic Journal
Vol. 37 Iss. 7 Pg. 689-716
2017
Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets
International Review of Economics & Finance
Journal Article, Academic Journal
Vol. 46 Pg. 180-195
2016
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