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Investor attention and portfolio performance : what information does it pay to pay attention to?
(Routledge, 2021-05-06)
- article
We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate what individual characteristics ...
Magic formula vs. traditional value investment strategies in the Finnish stock market
(Association of Business Schools Finland, 2016-12-02)
- article
For the first time in a smaller market setting, we compare the performance of the magic formula pro-posed by Greenblatt (2006) against the most commonly used value investment strategies. We also test whether the cash ...
Portfolio performance across genders and generations : the role of financial innovation
(Elsevier, 2017-03-01)
- article
Using a unique dataset on the trading transaction records of private investors from Sweden, we explore the role of gender and age in the use of Exchange Traded Products (ETPs), considered to be innovative investment products, ...
Does state ownership of banks matter?
(SAGE Publications, 2018-06-11)
- article
This article examines the effects of state ownership and government interventions on lending behaviour and capitalisation of banks over the period 2005–2011. Using data from the highly state-influenced Russian banking ...
Cyclicality of bank liquidity creation
(Elsevier, 2018-07-01)
- article
This paper investigates the cyclicality of bank liquidity creation. Since liquidity creation is a major economic function of banks, their liquidity creation behavior may amplify business cycle fluctuations. Using the ...
Who cares about sanctions? Observations from annual reports of European firms
(Taylor & Francis, 2022-03-11)
- article
This paper uses textual analysis to examine how European corporations assess sanctions in their annual reports. Using observations from a panel of almost 11,500 corporate annual reports from 2014 to 2017, we document ...
Bank liquidity creation and systemic risk
(Elsevier, 2021-02-01)
- article
This paper examines the linkage between bank liquidity creation and systemic risk. Using quarterly data on U.S. bank holding companies from 2003 to 2016, we document that liquidity creation decreases systemic risk at the ...
Trends in executive compensation across bank types
(Routledge, 2022-09-30)
- bookPart
In this chapter, we present a descriptive analysis of executive compensation in U.S. banks over the period 1992–2018. Specifically, using detailed data on the compensation of the Chief Executive Officers (CEOs) of the S&P ...
Managing bank liquidity hoarding during uncertain times : The role of board gender diversity
(Wiley-Blackwell, 2024-03-19)
- article
This paper examines the effect of executive board gender diversity on the relationship between economic policy uncertainty (EPU) and bank liquidity hoarding (LH). We focus on the Russian banking sector, which, relative to ...