Stock repurchase and stock price crash risk

H Jia, Y Zhu, X Chen - Finance Research Letters, 2024 - Elsevier
This paper selects the data of A-share listed companies in 2021–2021 to investigate the
impact of stock repurchase on stock price crash risk. It is found that the implementation of …

[PDF][PDF] The paradox of adversarial liquidation in decentralised lending

SN Cohen, M Sabate-Vidales, L Szpruch… - Available at …, 2023 - simtopia.ai
We present a holistic framework for risk and reward management for decentralised lending
protocols, such as AAVE or Compound. This framework highlights tensions and trade-offs in …

Pricing and hedging of decentralised lending contracts

L Szpruch, MS Vidales, T Treetanthiploet… - arxiv preprint arxiv …, 2024 - arxiv.org
We study the loan contracts offered by decentralised loan protocols (DLPs) through the lens
of financial derivatives. DLPs, which effectively are clearinghouses, facilitate transactions …

Leveraged trading via lending platforms

L Szpruch, J Xu, M Sabate-Vidales… - Available at SSRN …, 2024 - papers.ssrn.com
Decentralised lending protocols enable users to enter a leveraged long or short trading
position, which provides one of the economic rationales for over-collateralised loans. The …

An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans

MQ Nguyen, NT Le, K Nguyen-An, DT Luu - arxiv preprint arxiv …, 2024 - arxiv.org
This paper examines the pricing issue of margin-call stock loans with finite maturities under
the Black-Scholes-Merton framework. In particular, using a Fourier Sine transform method …

An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans

DT Luu, MQ Nguyen, NT Le… - Available at SSRN …, 2024 - papers.ssrn.com
This paper examines the pricing issue of margin-call stock loans with finite maturities under
the Black-Scholes-Merton framework. In particular, using a Fourier Sine transform method …