A data analytic approach to forecasting daily stock returns in an emerging market

A Oztekin, R Kizilaslan, S Freund, A Iseri - European Journal of Operational …, 2016 - Elsevier
Forecasting stock market returns is a challenging task due to the complex nature of the data.
This study develops a generic methodology to predict daily stock price movements by …

Volatility estimation for stock index options: a GARCH approach

SH Chu, S Freund - The Quarterly Review of Economics and Finance, 1996 - Elsevier
The objective of this paper is to compare the mispricing of option valuation models when
alternate techniques are applied to the volatility estimation. Akgiray (1989) shows that out-of-…

Investor protection and cross-border acquisitions of private and public targets

K John, S Freund, D Nguyen, GK Vasudevan - Journal of Corporate …, 2010 - Elsevier
We examine the announcement-period acquirer returns and target values for a large sample
of cross-border acquisitions by US firms, differentiating between private and public targets …

Operating performance and free cash flow of asset buyers

S Freund, AP Prezas, GK Vasudevan - Financial Management, 2003 - JSTOR
We examine a sample of 552 firms that announce asset purchases. We find that the
announcement period returns are negatively related to the amount of free cash flow for buyers with …

Effects of global and industrial diversification on firm value and operating performance

S Freund, EA Trahan, GK Vasudevan - Financial Management, 2007 - JSTOR
We directly test the impact of increases in global and industrial diversification on firm value
and operating performance. Our sample represents 194 US firms that acquired foreign …

Shareholder litigation and corporate social responsibility

S Freund, NH Nguyen, HV Phan - Journal of Financial and …, 2023 - cambridge.org
This research examines the relation between shareholder litigation and corporate social
responsibility (CSR). Exploiting exogenous changes in shareholder litigation rights following …

[BOOK][B] Discovering computers© 2018: Digital technology, data, and devices

ME Vermaat, SL Sebok, SM Freund, JT Campbell… - 2017 - tamuct.edu
SAFEZONE. SafeZone provides a public safety application that gives you the ability to call
for help with the push of a button. It also provides Texas A&M University-Central Texas the …

Executive compensation and corporate financing policies: Evidence from CEO inside debt

S Freund, S Latif, HV Phan - Journal of corporate finance, 2018 - Elsevier
We examine the relation between chief executive officer (CEO) inside debt holdings and the
firm's choice between debt and equity financing when it accesses external capital markets. …

[BOOK][B] Discovering computers 2016

ME Vermaat, SL Sebok, SM Freund, JT Campbell… - 2015 - dl.acm.org
Learn how to maximize the use of mobile devices, make the most of the latest online tools
for collaboration and communications, and fully utilize today's Internet capabilities with …

CEO inside debt and internal capital market efficiency

S Freund, HT Nguyen, HV Phan, HT Tang - Journal of Corporate Finance, 2021 - Elsevier
Agency theory argues that managerial equity-based incentives are more effective when firm
solvency is likely while debt-based incentives are more effective when firms face a greater …