Higher moment exchange rate exposure of S&P500 firms
M Bianconi, Z Cai - The North American Journal of Economics and Finance, 2017 - Elsevier
We examine the impact of higher order moments of changes in the exchange rate on stock
returns of US large-cap companies in the S&P500. We find a robust negative effect of …
returns of US large-cap companies in the S&P500. We find a robust negative effect of …
[PDF][PDF] North American Journal of Economics and Finance
M Bianconi, R Chen, JA Yoshino - North American Journal of …, 2013 - academia.edu
abstract This paper presents empirical evidence on the effects of the Sarbanes-Oxley Act of
2002 on the value of firms and on the crosslisting choice of firms destined to three major …
2002 on the value of firms and on the crosslisting choice of firms destined to three major …