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Asymmetric Momentum Effects Under Uncertainty

This paper studies asymmetric profitability of the momentum trading strategy. When investors face Knightian uncertainty, they react differently to past winners and losers, which creates asymmetric...

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Unbiased Disagreement in Financial Markets, Waves of Pessimism and the...

Can investors with irrational beliefs be neglected as long as they are rational on average? Do their trades cancel out with no consequences on prices, as implicitly assumed by traditional models? We...

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Returns to Private Equity - Idiosyncratic Risk Does Matter!

Owners of private companies often invest a substantial share of their net worth in one company, which exposes them to idiosyncratic risk. We investigate whether owners of US companies require...

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Supervisory Effectiveness and Bank Risk

This paper investigates the role of banking supervision in controlling bank risk. Banking supervision is measured in terms of enforcement outputs (i.e., on-site audits and sanctions). Our results show...

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Is There a Relationship Benefit in Credit Ratings?

This paper shows that firms with longer rating agency relationships have better credit ratings, conditional on observables. The paper also finds that (1) controlling for observables, firms with longer...

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Editorial Statistics

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RT @Cloudnumberscom: RT @0_h_r_1: check this out- run #Rstats , #Python and C...

RT @Cloudnumberscom: RT @0_h_r_1: check this out- run #Rstats , #Python and C in the #cloud with cloudnumbers.com: register at http://t.co/o6tXKC8

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/nMExK8

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High frequency trading is the newest form of stock market trading that become...

High frequency trading is the newest form of stock market trading that become highly popular due to inception of... http://bit.ly/nr5gAa

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/nr5gAa

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/nr5gAa

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/pD6THn

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/nr5gAa

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Equity Trading Training to Learn High Frequency Trading: High frequency...

Equity Trading Training to Learn High Frequency Trading: High frequency trading is the newest form of stock mark... http://bit.ly/pD6THn

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Thanks to the chinese agency which in fact bluntly revealed the truth. The US...

Thanks to the chinese agency which in fact bluntly revealed the truth. The US hedge funds attack on the Euro currency is ending..

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#india #business : Hedge funds are Murdoch's latest casualties: Hedge funds...

#india #business : Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest casualtiesStill... http://bit.ly/oRet7j

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Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest...

Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest casualtiesStill, hedge funds probably lost several hund...

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Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest...

Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest casualtiesStill, hedge funds p... http://bit.ly/n7odg6 -ET

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Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest...

Hedge funds are Murdoch's latest casualties: Hedge funds are Murdoch's latest casualtiesStill, hedge funds probably lost several hund...

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F&C Faces £12M Bill After Losing Battle With Hedge Fund...

F&C Faces £12M Bill After Losing Battle With Hedge Fund Managers http://goo.gl/fb/5mpjm

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