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Record W2977346213

Derivative and foreign exchange markets

2004· book· en· W2977346213 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueSage eBooks · 2004
Typebook
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsnot available
Fundersnot available
KeywordsDerivative (finance)Foreign exchangeBusinessMonetary economicsEconomicsFinance
DOInot available

Abstract

fetched live from OpenAlex

VOLUME ONE: FINANCIAL MARKETS AND INSTITUTIONS PART ONE: ROLE OF FINANCIAL INSTITUTIONS What Do Financial Intermediaries Do? - F Allen and A M Santomero Markets and Institutions - F Moshirian and G Szego Global Perspectives Global Integration in Primary Equity Markets - A P Ljungqvist, T Jenkinson and W Wilhelm The Role of US Banks and US Investors PART TWO: STRATEGY AND PERFORMANCE Leverage - M H Miller Integration of Lending and Underwriting - G Kanatis and J Qi Implications of Scope Economies Information Technology and Financial Services Competition - R Hauswald and R Marquez Effects of Cross-Border Bank Mergers on Risk and Value - Y Amihud, G L DeLong and A Saunders Mutual Fund Advisory Contracts - D N Deli An Empirical Investigation PART THREE: GOVERNANCE IN FINANCIAL MARKETS The Market for Corporate Control - M C Jensen and R S Ruback The Scientific Evidence Performance Consequences of Mandatory Increases in Executive Stock Ownership - J E Core and D F Larcker Government Ownership of Banks - R Laporta, F Lopez-de-Silanes and A Shleifer China Share Issue Privatization - Q Sun, and W H S Tong The Extent of Its Success Governance and Boards of Directors in Closed-End Investment Companies - D Del Guercio, L Y Dann, and M M Partch VOLUME TWO: EQUITY MARKETS PART ONE: STOCK PRICING AND VOLATILITY Asset Pricing and Expected Inflation - R Stulz Information and Volatility - S A Ross The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy Foundations of Portfolio Theory - H Markowitz Capital Asset Prices with and without Negative Holdings - W Sharpe The Cross-Section of Expected Stock Returns - E F Fama and K R French Industry Costs of Equity - E F Fama and K R French Views of Financial Economists on the Equity Premium and on Professional Controversies - I Welch Are the Fama and French Factors Global or Country Specific? - J M Griffin The Equity Premium - E F Fama and K R French Why Does Stock Market Volatility Change over Time? - W Schwert Time-Invariant Portfolio Insurance Strategies - M J Brennan and E S Schwartz An Examination of Herd Behavior in Equity Markets - E C Chang, J W Cheng and A Khorana An International Perspective Capital Markets and the Evolution of Family Businesses - U Bhattacharya and B Ravikumar Greener Pastures and the Impact of Dynamic Institutional Preferences - J A Bennett, R W Sias and L T Starks PART TWO: MARKET GLOBALIZATION Time-Varying Risk Preferences and Emerging Market Comovements - T K Chue The Structure of Interdependence in International Stock Markets - D A Bessler and J Yang PART THREE: PUBLIC OFFERINGS Long-Run Performance of Initial Public Offerings - J Ritter A Review of IPO Activity, Pricing and Allocations - J Ritter and I Welch The Role of Lockups in Initial Public Offerings - A Brav and P A Gompers The Pricing of Global and Domestic Initial Public Offerings - C Wu and C C Y Kwok Valuation Effects of Seasoned Global Equity Offerings - V Errunza and D P Miller Long-Run Performance Following Private Placements of Equity - M Hertzel et al PART FOUR: MICROSTRUCTURE An Empirical Analysis of NYSE Specialist Trading - A Madhavan and G Sofianos Liquidity and Price Discovery - M O'Hara The Quality of ECNs and Nasdaq Market Maker Quotes - R D Huang The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listing in 1999 - P De Fontnouvelle, R P H Fishe and J H Harris Cross-Border Listings and Price Discovery - C Eun and S Sabherwal Evidence from US-Listed Canadian Stocks VOLUME THREE: CREDIT MARKETS PART ONE: BOND MARKETS Taxes and Corporate Finance - J Graham A Review Asset Liquidity, Debt Covenants and Managerial Discretion in Financial Distress - H DeAngelo, L DeAngelo and K H Wruck The Collapse of L A Gear The Long-Term Performance of Corporate Bonds (and Stocks) Following Seasoned Equity Offerings - A C Eberhart and A Siddique The Informational Efficiency of the Corporate Bond Market - E Hotchkiss and T Ronen An Intraday Analysis Equity Volatility and Corporate Bond Yields - J Y Campbell and G B Taksler Effect of Corporate Governance on Bond Ratings and Yields - S Bhojraj and P Sengupta The Role of Institutional Investors and Outside Directors Do Spinoffs Expropriate Wealth from Bondholders? - W Maxwell and R Rao An Empirical Analysis of Credit Risk Premiums in the Eurobond Market - A Murphy Capital Structure and Financial Risk - G Allayannis, G W Brown and L F Klapper Evidence from Foreign Debt Use in East Asia Common Factors in International Bond Returns - J Driessen, B Melenburg and T Nijman PART TWO: MONEY MARKETS The Microstructure of the Euro Money Market - P Hartmann, M Manna and A Manzanares Liquidity Risk and Specialness - A Buraschi and D Menini Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage - S A Johnson The Overnight Interbank Market - A Prati, L Bartolini and G Bertola Evidence from the G-7 and the Euro Zone VOLUME FOUR: DERIVATIVE MARKETS AND FOREIGN EXCHANGE MARKETS PART ONE: DERIVATIVE MARKETS Continuous-Time Methods in Finance - S M Sundaresan A Review and an Assessment Execution Costs and Their Intraday Variation in Futures Markets - M F Ferguson and S C Mann Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets - S Mayhew The Relative Valuation of Caps and Swaptions - F A Longstaff, P Santa-Clara and E Schwartz Theory and Empirical Evidence Corporate Use of Interest Rate Swaps - H Li and C Mao Theory and Evidence Dynamic Derivative Strategies - J Liu and J Pan Employee-Related Options - P H Dybvig and M Loewenstein Pricing, Hedging and Optimal Exercise PART TWO: FOREIGN EXCHANGE MARKETS Currency Traders and Exchange Rate Dynamics - Y Cheung and M D Chinn A Survey of the US Market Currency Orders and Exchange Rate Dynamics - C L Osler An Explanation for the Predictive Success of Technical Analysis FX Trading and Exchange Rate Dynamics - M D D Evans Intraday Technical Trading in the Foreign Exchange Markets - C J Neely and P A Weller Explaining Exchange Rate Risk in World Stock Markets - D K Patro, J K Wald and Y Wu A Panel Approach

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.603
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.015
GPT teacher head0.189
Teacher spread0.174 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it