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Cass Business School
(3 results)-
White Papers
An Empirical Test On Leverage And Stock Returns
November 21, 2007, 12:00am PST
This paper is an empirical work that investigates the effect of a firm's leverage on stock returns. The authors undertake their tests based on the explicit valuation model of Modigliani and Miller...
Provided by Cass Business School
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White Papers
IPO Lockup Arrangements And Trading By Insiders
June 16, 2009, 12:00am PDT
The authors document that the average lockup of 365 days in the UK is higher than the US 180 days and many insiders trade within the lockup period. They find that prestigious underwriters and...
Provided by Cass Business School
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White Papers
The Cass Centre For Asset Management Research
November 26, 2008, 12:00am PST
In this paper, the authors investigate the influence of two factors on the risk taking behaviour of hedge fund managers. The first factor is the past performance of the fund relative to the...
Provided by Cass Business School
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White Papers
The Cass Centre For Asset Management Research
November 26, 2008, 12:00am PST
In this paper, the authors investigate the influence of two factors on the risk taking behaviour of hedge fund managers. The first factor is the past performance of the fund relative to the...
Provided by Cass Business School
-
White Papers
IPO Lockup Arrangements And Trading By Insiders
June 16, 2009, 12:00am PDT
The authors document that the average lockup of 365 days in the UK is higher than the US 180 days and many insiders trade within the lockup period. They find that prestigious underwriters and...
Provided by Cass Business School
-
White Papers
An Empirical Test On Leverage And Stock Returns
November 21, 2007, 12:00am PST
This paper is an empirical work that investigates the effect of a firm's leverage on stock returns. The authors undertake their tests based on the explicit valuation model of Modigliani and Miller...
Provided by Cass Business School
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