Buscar
Mostrando ítems 1-8 de 8
Performance of default-risk measures: the sample matters
(Elsevier, 2020)
info:eu-repo/semantics/article,
This paper examines the predictive power of the main default-risk measures used by both academics and practitioners, including accounting measures, market-price-based measures and the credit rating. Given that some measures ...
Duty calls: prediction of failure in reorganization processes
(Emerald, 2023)
Artículo / Artikulua,
Purpose – Using data from business reorganization processes under Act 1116 of 2006 in Colombia during the
period 2008 to 2018, a model for predicting the success of these processes is proposed. The paper aims to
validate ...
Hidden power of trading activity: the FLB in tennis betting exchanges
(SAGE Publications, 2017)
Artículo / Artikulua,
This paper examines the impact of trading activity on the Favourite-Longshot Bias (FLB) in tennis Betting Exchanges, using direct measures such as betting volume, average bet and standard deviation of the odds. According ...
Bad company. The indirect effect of differences in corporate governance in the pension plan industry
(Elsevier, 2017)
Artículo / Artikulua,
This paper analyses the role played by pension plan governance structure and how it impacts on plan fees and plan performance. The results clearly show that fees decrease significantly and performance improves when pension ...
Lagged accuracy in credit-risk measures
(Elsevier, 2022)
info:eu-repo/semantics/article,
This paper analyzes the magnitude (accuracy) and length (time) of the lag in the incorporation of new information in different measures of credit risk. The results, for US firms, show a lag for Altman’s Z accounting measure ...
The effect of a switch of management company on pension plan fees
(Routledge, 2021)
info:eu-repo/semantics/article,
The impact of a switch of management company on pension plan fees is analysed by comparing the effects on employer-sponsored versus individual defined-contribution private pension plans in Spain. This framework is ideal ...
The role of small bettors in price formation in betting exchanges
(Routledge, 2020)
info:eu-repo/semantics/article,
The presence of small bettors in betting exchanges generates mispricing, which can lead to exploitation by informed traders or result in permanent price deviations. This paper shows that mispricing from this source is also ...
Prediction of failure in reorganization agreements under Colombia's Corporate Insolvency Act
(Emerald, 2023)
Artículo / Artikulua,
Purpose – The aim of this paper is to provide an overview of the impact of the implementation of Colombian
Corporate Insolvency Act 1116 of 2006 in the period 2008–2018 and to assess the relevance of a broad set of
financial ...