Search Results - "Huszár, Zsuzsa R."

Can Shorts Predict Returns? A Global Perspective by Boehmer, Ekkehart, Huszár, Zsuzsa R, Wang, Yanchu, Zhang, Xiaoyan, Zhang, Xinran

“…Abstract Using multiple short-sale measures, we examine the predictive power of short sales for future stock returns in 38 countries from July 2006 to December…”
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Short Covering Trades by Boehmer, Ekkehart, Duong, Truong X., Huszár, Zsuzsa R.

“…Short sellers are known to have private information about security prices. Empirical evidence of short selling, however, is based on only half of short…”
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An analysis of over-the-counter and centralized stock lending markets by Huszár, Zsuzsa R., Prado, Melissa Porras

“…We provide new insights about centralized and OTC stock lending in the context of Tokyo Stock Exchange listed stocks from July 2006 to December 2009. We find…”
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Dynamic volatility transfer in the European oil and gas industry by Huszár, Zsuzsa R., Kotró, Balázs B., Tan, Ruth S.K.

“…The study examines dynamic volatility transmissions among European energy industry participants along the production lines of Upstream, Midstream, Downstream,…”
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The costs and benefits of short sale disclosure by Duong, Truong X., Huszár, Zsuzsa R., Yamada, Takeshi

“…In this study, we examine the impact of a market-wide mandatory disclosure policy on short selling on the Tokyo Stock Exchange. We find that average short…”
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European equity markets volatility spillover: Destabilizing energy risk is the new normal by Huszár, Zsuzsa R., Kotró, Balázs B., Tan, Ruth S. K.

“…While energy risk is increasingly recognized as a systemic risk, there is limited comprehensive analysis of the risk propagation in regional contexts. In this…”
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Do short sellers exploit industry information? by Huszár, Zsuzsa R., Tan, Ruth S.K., Zhang, Weina

“…This study provides new evidence about short sellers' trading strategies by showing that short sellers exploit firm information in combination with industry…”
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The Information Value of Stock Lending Fees: Are Lenders Price Takers? by Duong, Truong X., Huszár, Zsuzsa R., Tan, Ruth S. K., Zhang, Weina

“…We find that higher stock lending fees predict significantly lower future returns after controlling for shorting demand for US stocks during the period…”
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence by Fan, Gang-Zhi, Huszár, Zsuzsa R., Zhang, Weina

“…In pricing real estate with indifference pricing approach, market incompleteness is shown to significantly alter the conventional pricing relationships between…”
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Does mandatory disclosure affect subprime lending to minority neighborhoods? by Huszár, Zsuzsa R., Lentz, George H., Yu, Wei

“…We examine changes in lending behavior in response to the Federal Reserve’s requirement for disclosure of loan pricing information implemented in 2004 for two…”
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The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network by Badics, Milan Csaba, Huszar, Zsuzsa R., Kotro, Balazs B.

“…This study investigates the sovereign yield curve network of 12 developed countries. We decompose the term structure of interest rates into the Level, Slope,…”
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The good news in short interest by Boehmer, Ekkehart, Huszar, Zsuzsa R., Jordan, Bradford D.

“…Stocks with relatively high short interest subsequently experience negative abnormal returns, but the effect can be transient and of debatable economic…”
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How Informed Are International Short Sellers? Global and Local Industry Concentration of Short Sellers by Duong, Truong X., Huszár, Zsuzsa R., Tan, Ruth S.K.

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A Note on Hybrid Mortgages by Ambrose, Brent W., LaCour-Little, Michael, Huszar, Zsuzsa R.

“…We extend previous research on traditional one‐year adjustable‐rate mortgages (ARMs) by analyzing the performance of 3/27 hybrid instruments. Under this…”
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