Auflistung nach JEL-Klassifizierung "G12"
Anzeige der Dokumente 21-40 von 142
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CMA
Credit Market Analysis (CMA) is a data and information company specializing in OTC derivatives markets. In July 2012, the company became part of the S&P Capital IQ division of McGraw-Hill -
Coinvestment and risk taking in private equity funds
(2016-01-01)Private equity fund managers are typically required to invest their own money alongside the fund. We examine how this coinvestment affects the acquisition strategy of leveraged buyout funds. In a simple model, where the ... -
Collateral Eligibility of Corporate Debt in the Eurosystem
(2020-04-01)We study how the Eurosystem Collateral Framework for corporate bonds helps the European Central Bank (ECB) fulfill its policy mandate. Using the ECBs eligibility list, we identify the first inclusion date of both bonds and ... -
Coming Early to the Party
(2017-09-15)"We examine the strategic behavior of High Frequency Traders (HFTs) during the pre-opening phase and the opening auction of the NYSE-Euronext Paris exchange. HFTs actively participate, and profitably extract information ... -
Commodities, Financialization, and Heterogeneous Agents
(2016-04-28)The term 'financialization' describes the phenomenon that commodity contracts are traded for purely financial reasons and not for motives rooted in the real economy. Recently, financialization has been made responsible for ... -
Compensation Schemes, Liquidity Provision, and Asset Prices: An Experimental Analysis
(2015-06-01)In an experimental setting in which investors can entrust their money to traders, we investigate how compensation schemes affect liquidity provision and asset prices. Investors face a trade-off between risk and return. At ... -
Competition in Treasury Auctions
(2016-02-01)We investigate the role of competition on the outcome of Austrian Treasury auctions. Austria's EU accession led to an increase in the number of banks participating in treasury auctions. We use structural estimates of ... -
Compustat
Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies. -
CRSP
Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ... -
CRU
HadCRUT4 is a global temperature dataset, providing gridded temperature anomalies across the world as well as averages for the hemispheres and the globe as a whole. CRUTEM4 and HadSST3 are the land and ocean components of ... -
CUSIP
The CUSIP system is owned by the American Bankers Association and is operated by S&P Global Market Intelligence. The operating body, CUSIP Global Services (CGS), also serves as the national numbering agency (NNA) for North ... -
Datastream
Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ... -
Designated Market Makers: Competition and Incentives
(2020-03-30)Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE Euronext Paris, we show that an exogenous increase in competition among DMMs leads to a significant ... -
Does Monetary Policy Impact International Market Co-Movements?
(2020-05-11)We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ... -
Does Mood Affect Trading Behavior?
(2012-11-09)We test whether investor mood affects trading with data on all stock market transactions in Finland, utilizing variation in daylight and local weather. We find some evidence that environmental mood variables (local weather, ... -
ECB SDW
The Statistical Data Warehouse is the ECB's online data delivery service for statistics. It is intended for a wide range of users of euro area statistics, ranging from one-time visitors searching for a specific most recent ... -
Equilibrium Asset Pricing in Directed Networks
(2018-10-16)Directed links in cash flow networks affect the cross-section of price exposures and market prices of risk in equilibrium. In an asset pricing model featuring mutually exciting jumps, we measure directedness through an ...