Beyond negative and positive: Exploring the effects of emotions in social media during the stock market crash

Y Ge, J Qiu, Z Liu, W Gu, L Xu - Information Processing & Management, 2020 - Elsevier
Recent studies indicate that the stock market is influenced by emotion in social media (ESM)
which are embodied in user-generated content. However, the relationship between ESM …

Stock return drivers: a mix of reasons and emotions

C Pornpikul, S Nettayanun - Review of Behavioral Finance, 2022 - emerald.com
Purpose The authors study the explanatory power of investor rationality and irrationality for
value and momentum portfolios. We also examine the relationships during financial crisis …

[HTML][HTML] The 2008 short-selling ban's impact on tail risk

J Bartl, D Bostandzic, F Irresberger, G Weiß… - Journal of Empirical …, 2024 - Elsevier
We examine how the 2008 US short-selling ban on the stocks of financial institutions
impacted their equity tail risk. Using propensity score matching and difference-in-difference …

The market price to embedded value gap: an analysis of European life insurers

DWH Fung, CC Yang, JJH Yeh - Review of Quantitative Finance and …, 2024 - Springer
Embedded value is commonly used by life insurers to measure the realistic valuation of their
consolidated shareholders' interest. Previous studies use market price as a yardstick for …

Embedded value reporting quality and credit risk: evidence from life insurance companies

TK Chen, Y Tseng, YS Hung, CC Lin - Accounting and Business …, 2021 - Taylor & Francis
This study investigates the effects of releasing embedded value (EV) reports and EV report
disclosure quality on life insurance companies' credit risks, using issuer credit rating and …

Information risk and the cost of equity capital revisited: Evidence from the US property-casualty insurance industry

H Chen, Y Lu, MA Weiss - Information Risk and the Cost of Equity …, 2017 - papers.ssrn.com
This paper revisits the relationship between information risk and the cost of equity capital in
the US property-casualty (P/C) insurance industry. Eckles, Halek and Zhang (2014) find that …

[КНИГА][B] Essays on the US Property-Casualty Insurance Industry

Y Lu - 2020 - search.proquest.com
This dissertation includes two chapters. In Chapter 1,“Information Risk and the Cost of Equity
Capital Revisited: Evidence from the US Property-Casualty Insurance Industry”, I revisit the …

[ЦИТИРОВАНИЕ][C] Market Consistency or Market Sentiment? An Examination of the Value Relevance of Embedded Value Accounting

DWH Funga, CC Yangb, JJH Yehc

[ЦИТИРОВАНИЕ][C] Capital and the Performance of Insurance Companies Felix Irresberger University of Leeds

AC Schmidt, GNF Weiß - 2017