Search Results - "Gilder, Dudley"

Volatility forecasts embedded in the prices of crude‐oil options by Gilder, Dudley, Tsiaras, Leonidas

“…This paper evaluates the ability of alternative option‐implied volatility measures to forecast crude‐oil return volatility. We find that a corridor implied…”
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Competition and Bank Payout Policy by DE CESARI, AMEDEO, GILDER, DUDLEY, HUANG, WINIFRED, ONALI, ENRICO

“…Leveraging branch‐level data on bank deposits, we provide evidence of a negative impact of branching restrictions on payout ratios, which occurs only for banks…”
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Cojumps in stock prices: Empirical evidence by Gilder, Dudley, Shackleton, Mark B., Taylor, Stephen J.

“…We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using…”
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Monitoring mechanisms, managerial incentives, investment distortion costs, and derivatives usage by Huang, Jingjing, Su, Chen, Joseph, Nathan L., Gilder, Dudley

“…We relate derivatives usage to the level of corporate governance/monitoring mechanisms, managerial incentives and investment decisions of UK firms. We find…”
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