A data analytic approach to forecasting daily stock returns in an emerging market
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 …
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-…
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
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 …
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 …
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 …
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 …
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 …
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
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. …
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 …
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 …
solvency is likely while debt-based incentives are more effective when firms face a greater …