Anzeige der Dokumente 647-666 von 1145

    • P2P Lending versus Banks: Cream Skimming or Bottom Fishing? 

      de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan V. (2018-04-18)
      We derive three testable predictions from a bank-P2P lender model of competition: (i) P2P lending grows when some banks are faced with exogenously higher regulatory costs, (ii) P2P loans are riskier than bank loans; and ...
    • P2P Lending versus Banks: Cream Skimming or Bottom Fishing? 

      Pelizzon, Loriana; Thakor, Anjan; de Roure, Calebe (2021-10-08)
      We derive three testable predictions from a bank-P2P lender model of competition: (a) P2P lending grows when some banks are faced with exogenously higher regulatory costs, (b) P2P loans are riskier than bank loans, and (c) ...
    • Pairfam 

      Unbekannter Autor
      The 2008-launched German Family Panel pairfam (“Panel Analysis of Intimate Relationships and Family Dynamics”) is a multi-disciplinary, longitudinal study for researching partnership and family dynamics in Germany. The ...
    • Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization 

      Branger, Nicole; Kraft, Holger; Meinerding, Christoph (2013-04-18)
      This paper compares two classes of models that allow for additional channels of correlation between asset returns: regime switching models with jumps and models with contagious jumps. Both classes of models involve a hidden ...
    • Paying for Market Liquidity: Competition and Incentives 

      Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Yuferova, Darya (2019-02-01)
      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 ...
    • PCAOB 

      Unbekannter Autor
      Das PCAOB ist ein privatrechtlich organisiertes Aufsichtsgremium in den USA. Das Aufgabenspekt­rum des PCAOB umfasst die Verabschiedung von Ethik-, Unabhängigkeits-, Prüfungs- sowie Quali­tätskontrollstandards für die ...
    • Peer Effects and Risk Sharing in Experimental Asset Markets 

      Baghestanian, Sascha; Gortner, Paul J.; van der Weele, Joël J. (2015-02-02)
      Previous research has documented strong peer effects in risk taking, but little is known about how such social influences affect market outcomes. Since the consequences of social interactions are hard to isolate in financial ...
    • Performance Benefits of Tight Control 

      Gill, Andrej; Visnjic, Nikolai (2013-06-18)
      This study investigates the transition from being a listed company with a dispersed ownership structure to being a privately held company with a concentrated ownership structure. We consider a sample of private equity ...
    • PETS 

      Unbekannter Autor
      Transcript data provide researchers with an important analytic resource, creating opportunities to study course-taking patterns, credit transfer, student momentum and attrition, and the connection among course and major ...
    • PFM Data 

      Unbekannter Autor
      Personal financial management app
    • PHF 

      Unbekannter Autor
      The German Panel on Household Finances (PHF) is a panel survey on household finance and wealth in Germany, covering the balance sheet, pension, income, work life and other demographic characteristics of private households ...
    • PIA 

      Unbekannter Autor
      The Annual Survey of Industry - Product, PIA Product, investigates products and services produced by the Brazilian industry, based on a predefined nomenclature: the List of Products of Industry, Prodlist-Industry, produced ...
    • PISA 

      Unbekannter Autor
      PISA (Programme for International Student Assessment) ist die größte internationale Schulleistungsstudie. Rund 600.000 Schülerinnen und Schüler aus 79 Ländern und Regionen haben 2018 daran teilgenommen. PISA fragt nicht ...
    • Portfolio poll (Economist) 

      Unbekannter Autor
      The money managers in our quarterly poll found little to agree on during the fourth quarter of last year. Only two changed their overall exposure to bonds, and these went in opposite directions: Credit Suisse boosted its ...
    • Portfolio Similarity and Asset Liquidation in the Insurance Industry 

      Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky, Mila (2018-07-30)
      An important assumption underlying the designation of some insurers as systemically important is that their overlapping portfolio holdings can result in common selling. We measure the overlap in holdings using cosine ...
    • Portugal PSPP 

      Bank of Portugal (2018)
      PSPP Resources of the Bank of Portugal
    • Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models 

      Schlag, Christian; Semenischev, Michael; Thimme, Julian (2021-01-22)
      "Many modern macro finance models imply that excess returns on arbitrary assets are predictable via the price-dividend ratio and the variance risk premium of the aggregate stock market. We propose a simple empirical test ...
    • Predictors and Portfolios Over the Life Cycle 

      Kraft, Holger; Munk, Claus; Weiss, Farina (2018-06-08)
      In a calibrated consumption-portfolio model with stock, housing, and labor income predictability, we evaluate the welfare effects of predictability on life-cycle consumption-portfolio choice. We compare skilled investors ...
    • Preference Evolution and the Dynamics of Capital Markets 

      Curatola, Giuliano (2016-05-13)
      This paper introduces endogenous preference evolution into a Lucas-type economy and explores its consequences for investors' trading strategy and the dynamics of asset prices. In equilibrium, investors herd and hold the ...
    • Preqin 

      Unbekannter Autor
      We’ve pioneered rigorous methods of collecting private data for more than 17 years, with an unwavering focus on alternative assets. But we’re more than just comprehensive data. We built a revolutionary analytics platform ...