IDEAS home Printed from https://ideas.repec.org/e/psw55.html
   My authors  Follow this author

Steve Swidler

Personal Details

First Name:Steve
Middle Name:
Last Name:Swidler
Suffix:
RePEc Short-ID:psw55
https://economics.lafayette.edu/people/steven-swidler/
100 Simon Center, Dept. of Economic
610-330-5303
Terminal Degree:1981 Economics Department; Brown University (from RePEc Genealogy)

Affiliation

Department of Economics
Lafayette College

Easton, Pennsylvania (United States)
http://economics.lafayette.edu/
RePEc:edi:delafus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Harris Hollans Cr Depken & Steve Swidler, 2012. "The effect of foreclosure in a downward spiraling housing market," ERES eres2012_302, European Real Estate Society (ERES).

Articles

  1. Sean Brunson & Richard J. Buttimer Jr. & Steve Swidler, 2019. "An Adorable Housing Paper: The Informational Content of Agent Remarks," International Real Estate Review, Global Social Science Institute, vol. 22(3), pages 333-357.
  2. Steve Swidler & Tri Trinh & Keven Yost, 2019. "The Effects Of Activist Investors On Firms’ Mergers And Acquisitions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(1), pages 181-201, March.
  3. Maria Sochi & Steve Swidler, 2018. "A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange," JRFM, MDPI, vol. 11(4), pages 1-17, October.
  4. Denis Davydov & Steve Swidler, 2016. "Reading Russian Tea Leaves: Assessing the Quality of Bank Financial Statements with the Benford Distribution," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-20, December.
  5. Craig A. Depken, II & Harris Hollans & Steve Swidler, 2015. "A Low Cost Methodology for Correcting the Distressed Sales Bias in a Downward Spiraling Housing Market," Journal of Real Estate Research, American Real Estate Society, vol. 37(1), pages 151-172.
  6. Claire Crutchley & Steven Swidler, 2015. "Multiple reverse stock splits (investors beware!)," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 357-369, April.
  7. Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D., 2014. "Hedging house price risk with futures contracts after the bubble burst," Finance Research Letters, Elsevier, vol. 11(4), pages 332-340.
  8. Craig A. Depken & Harris Hollans & Steve Swidler, 2011. "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 49-65, April.
  9. Steve Swidler, 2011. "Homeownership: yesterday, today and tomorrow," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 5-11, April.
  10. Depken II, Craig A. & Hollans, Harris & Swidler, Steve, 2010. "Do tax benefits conferred to Sub-S banks affect their deposit or loan rates?," Finance Research Letters, Elsevier, vol. 7(4), pages 238-245, December.
  11. Craig Depken & Harris Hollans & Steve Swidler, 2009. "An Empirical Analysis of Residential Property Flipping," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 248-263, October.
  12. Liliana Stern & Steve Swidler & Christoph Hinkelmann, 2009. "Deposit rate sensitivity of credit union shares," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 259-272, July.
  13. Mark Bertus & Harris Hollans & Steve Swidler, 2008. "Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 265-279, October.
  14. Lally, Martin & Swidler, Steve, 2008. "Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 805-819, December.
  15. Christoph Hinkelmann & Steve Swidler, 2008. "Trading House Price Risk with Existing Futures Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 37-52, January.
  16. Colquitt, L. Lee & Godwin, Norman H. & Swidler, Steve, 2004. "Betting on long shots in NCAA basketball games and implications for skew loving behavior," Finance Research Letters, Elsevier, vol. 1(2), pages 119-126, June.
  17. Flouris, Triant & Swidler, Steve, 2004. "American airlines’ takeover of TWA: an ex-post analysis of financial market information," Journal of Air Transport Management, Elsevier, vol. 10(3), pages 173-180.
  18. Lally, Martin & Swidler, Steve, 2003. "The effect of an asset's market weight on its beta: implications for international markets," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 161-170, April.
  19. Swidler, Steve & Wilcox, James A., 2002. "Information about bank risk in options prices," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1033-1057, May.
  20. Ting‐Heng Chu & Steve Swidler, 2002. "Forecasting Emerging Market Exchange Rates from Foreign Equity Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(3), pages 353-366, September.
  21. David Hyland & Steve Swidler, 2002. "Trading behaviour of stocks added to New Zealand's NZSE40 index," Applied Economics Letters, Taylor & Francis Journals, vol. 9(5), pages 301-304.
  22. Ho, Li-Chin Jennifer & Hassell, John M. & Swidler, Steve, 1995. "An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing," Review of Financial Economics, Elsevier, vol. 4(2), pages 171-185.
  23. Swidler, Steve & Shaw, Ron, 1995. "Racetrack wagering and the "uninformed" bettor: A study of market efficiency," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(3), pages 305-314.
  24. S. Swidler & P. Ahmed, 1994. "Wealth transfers and the initial pricing of PERCS," Applied Economics Letters, Taylor & Francis Journals, vol. 1(11), pages 190-193.
  25. Swidler, Steve & Diltz, J. David, 1992. "Implied volatilities and Transaction Costs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 437-447, September.
  26. Swidler, Steve, 1990. "The wall and international financial markets," Global Finance Journal, Elsevier, vol. 1(4), pages 313-323.
  27. Swidler, Steve, 1990. "Examining statistical differences between using returns and yields to maturity in bond market event studies," Economics Letters, Elsevier, vol. 34(2), pages 163-168, October.
  28. Swidler, Steve & Ketcher, David, 1990. "Economic Forecasts, Rationality, and the Processing of New Information over Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(1), pages 65-76, February.
  29. Swidler, Steve, 1986. "Simultaneous option prices and an implied risk-free rate of interest: A test of the Black-Scholes models," Journal of Economics and Business, Elsevier, vol. 38(2), pages 155-164, May.
  30. Swidler, Steve, 1985. "An empirical analysis of analysts' forecasts in the capital asset pricing model," Economics Letters, Elsevier, vol. 17(4), pages 401-405.
  31. Steve Swidler, 1983. "An Empirical Test of the Effect of Social Security on Fertility in the United States," The American Economist, Sage Publications, vol. 27(2), pages 50-57, October.
  32. Steve Swidler & Paul Vanderheiden, 1983. "Another Opinion Regarding Divergence Of Opinion And Return," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(1), pages 47-50, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Steve Swidler & Tri Trinh & Keven Yost, 2019. "The Effects Of Activist Investors On Firms’ Mergers And Acquisitions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(1), pages 181-201, March.

    Cited by:

    1. Stephen N. Jurich & M. Mark Walker, 2021. "Deal motivations and bargaining power: do executives show their hand in SEC filings?," SN Business & Economics, Springer, vol. 1(4), pages 1-28, April.

  2. Maria Sochi & Steve Swidler, 2018. "A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange," JRFM, MDPI, vol. 11(4), pages 1-17, October.

    Cited by:

    1. Shekar Bose & Hafizur Rahman, 2022. "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , vol. 12(4), pages 21582440221, October.

  3. Denis Davydov & Steve Swidler, 2016. "Reading Russian Tea Leaves: Assessing the Quality of Bank Financial Statements with the Benford Distribution," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-20, December.

    Cited by:

    1. Kauko, Karlo, 2019. "Benford's law and Chinese banks' non-performing loans," BOFIT Discussion Papers 25/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Michael Lacina & B. Brian Lee & Dong Wuk Kim, 2018. "Management of Revenue and Earnings in Korean Firms Influenced by Cognitive Reference Points," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-36, June.

  4. Craig A. Depken, II & Harris Hollans & Steve Swidler, 2015. "A Low Cost Methodology for Correcting the Distressed Sales Bias in a Downward Spiraling Housing Market," Journal of Real Estate Research, American Real Estate Society, vol. 37(1), pages 151-172.

    Cited by:

    1. William M. Doerner & Andrew V. Leventis, 2013. "Distressed Sales and the FHFA House Price Index," FHFA Staff Working Papers 13-01, Federal Housing Finance Agency.
    2. Marcus T. Allen & Justin D. Benefield & Christopher L. Cain & Norman Maynard, 2024. "Distressed Property Sales: Differences and Similarities Across Types of Distress," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 318-353, February.
    3. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Dynamics: New Indices and Stylized Facts," FHFA Staff Working Papers 16-01, Federal Housing Finance Agency.

  5. Claire Crutchley & Steven Swidler, 2015. "Multiple reverse stock splits (investors beware!)," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 357-369, April.

    Cited by:

    1. Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023. "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, vol. 65(C).
    2. Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019. "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, vol. 47(C), pages 552-562.

  6. Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D., 2014. "Hedging house price risk with futures contracts after the bubble burst," Finance Research Letters, Elsevier, vol. 11(4), pages 332-340.

    Cited by:

    1. Dong Zou & Pu Gong, 2017. "A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate," The Journal of Real Estate Finance and Economics, Springer, vol. 55(2), pages 242-263, August.
    2. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
    3. Kim, Joseph H.T. & Li, Johnny S.H., 2017. "Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea," Emerging Markets Review, Elsevier, vol. 30(C), pages 133-154.
    4. Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).

  7. Steve Swidler, 2011. "Homeownership: yesterday, today and tomorrow," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 5-11, April.

    Cited by:

    1. Baur, Lucia & Uriona M., Mauricio, 2018. "Diffusion of photovoltaic technology in Germany: A sustainable success or an illusion driven by guaranteed feed-in tariffs?," Energy, Elsevier, vol. 150(C), pages 289-298.

  8. Depken II, Craig A. & Hollans, Harris & Swidler, Steve, 2010. "Do tax benefits conferred to Sub-S banks affect their deposit or loan rates?," Finance Research Letters, Elsevier, vol. 7(4), pages 238-245, December.

    Cited by:

    1. Edward R. Lawrence & Ca Nguyen & Alejandro Pacheco, 2024. "Interest Rate Competition among C Banks, S Banks, and Credit Unions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(2), pages 219-242, June.
    2. Russell Kashian & Ronald Tittle & Richard Cummings & Peter Westort, 2018. "Performance and growth among de novo subchapter-s banks," Economics Bulletin, AccessEcon, vol. 38(4), pages 2353-2361.
    3. Ho, Po-Hsin & Lin, Chih-Yung & Tsai, Wei-Che, 2016. "Effect of country governance on bank privatization performance," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 3-18.
    4. Gawehn, Vanessa, 2019. "Banks and corporate income taxation: A review," arqus Discussion Papers in Quantitative Tax Research 247, arqus - Arbeitskreis Quantitative Steuerlehre.
    5. Alejandro Pacheco & Chun-Hao Chang & Edward R. Lawrence, 2022. "Why do Subchapter S Banks Convert to C Banks?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(3), pages 143-161, December.
    6. Ajay Palvia & Emilia Vähämaa & Sami Vähämaa, 2015. "Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry During the Financial Crisis," Journal of Business Ethics, Springer, vol. 131(3), pages 577-594, October.
    7. Pankaj Kumar Maskara & Emre Kuvvet & Gengxuan Chen, 2021. "The role of P2P platforms in enhancing financial inclusion in the United States: An analysis of peer‐to‐peer lending across the rural–urban divide," Financial Management, Financial Management Association International, vol. 50(3), pages 747-774, September.
    8. Russ Kashian & Richard G. Cummings & Peter Westort, 2017. "Equity and asset growth among Subchapter S banks," Applied Economics Letters, Taylor & Francis Journals, vol. 24(12), pages 854-857, July.

  9. Craig Depken & Harris Hollans & Steve Swidler, 2009. "An Empirical Analysis of Residential Property Flipping," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 248-263, October.

    Cited by:

    1. Charles Ka Yui Leung & Chung-Yi Tse, 2017. "Flipping in the Housing Market," ISER Discussion Paper 0989, Institute of Social and Economic Research, Osaka University.
    2. Carolin Pommeranz & Bertram Ingolf Steininger, 2018. "Willingness or Market Power: What Induces Tenants to Pay for Energy Efficient Housing?," ERES eres2018_134, European Real Estate Society (ERES).
    3. Peter Chinloy & William Hardin & Zhonghua Wu, 2013. "Transaction Frequency and Commercial Property," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 640-658, November.
    4. Craig A. Depken & Harris Hollans & Steve Swidler, 2011. "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 49-65, April.
    5. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Dynamics: New Indices and Stylized Facts," FHFA Staff Working Papers 16-01, Federal Housing Finance Agency.
    6. Lingxiao Li & Abdullah Yavas & Bing Zhu, 2023. "Externalities of residential property flipping," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(1), pages 233-271, January.
    7. Charles Ka Yui Leung & Chung-Yi Tse, 2012. "Flippers in Housing Market Search," 2012 Meeting Papers 434, Society for Economic Dynamics.
    8. Michael LaCour-Little & Jing Yang, 2023. "Seeking Alpha in the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 67(3), pages 319-374, October.
    9. Deng, Kuang Kuang & Wong, Siu Kei & Cheung, Ka Shing & Tse, Kwok Sang, 2022. "Do real estate investors trade on momentum?," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).

  10. Liliana Stern & Steve Swidler & Christoph Hinkelmann, 2009. "Deposit rate sensitivity of credit union shares," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 259-272, July.

    Cited by:

    1. Naaman, Christine & Magnan, Michel & Hammami, Ahmad & Yao, Li, 2021. "Credit unions vs. commercial banks, who takes more risk?," Research in International Business and Finance, Elsevier, vol. 55(C).

  11. Mark Bertus & Harris Hollans & Steve Swidler, 2008. "Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 265-279, October.

    Cited by:

    1. M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012. "The Diversification Benefits of Free Trade in House Value," Working Papers 12-03, Utrecht School of Economics.
    2. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
    3. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
    4. Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D., 2014. "Hedging house price risk with futures contracts after the bubble burst," Finance Research Letters, Elsevier, vol. 11(4), pages 332-340.
    5. Dag Einar Sommervoll & Gavin Wood, 2011. "Home equity insurance," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 66-85, April.
    6. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2020. "A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 121-145, Fall.
    7. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2012. "A Pricing Framework for Real Estate Derivatives," European Financial Management, European Financial Management Association, vol. 18(5), pages 762-789, November.
    8. Arzu Uluc, 2018. "Stabilising House Prices: the Role of Housing Futures Trading," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 587-621, May.
    9. Felix Schindler, 2013. "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 44-90, January.
    10. Pierre-Arnaud Drouhin & Arnaud Simon & Yasmine Essafi, 2016. "Forward Curve Risk Factors Analysis in the UK Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 494-526, November.
    11. Craig Depken & Harris Hollans & Steve Swidler, 2009. "An Empirical Analysis of Residential Property Flipping," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 248-263, October.
    12. Drouhin, Pierre-Arnaud, 2012. "Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10918 edited by Batsch, Laurent.

  12. Lally, Martin & Swidler, Steve, 2008. "Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 805-819, December.

    Cited by:

    1. Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014. "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, vol. 31(C), pages 17-31.
    2. Nader Virk & Hilal Butt, 2016. "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 68-84, January.
    3. Janas Krzysztof, 2018. "Comparison of Risk Index Estimating Methods on the Polish Financial Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 1-11, December.

  13. Christoph Hinkelmann & Steve Swidler, 2008. "Trading House Price Risk with Existing Futures Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 37-52, January.

    Cited by:

    1. Bilgi Yilmaz & A. Sevtap Selcuk-Kestel, 2019. "Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 59(4), pages 673-697, November.
    2. Gong, Pu & Zou, Dong & Wang, Jiayue, 2018. "Pricing and simulation for real estate index options: Radial basis point interpolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 500(C), pages 177-188.
    3. M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012. "The Diversification Benefits of Free Trade in House Value," Working Papers 12-03, Utrecht School of Economics.
    4. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
    5. Frank Fabozzi & Robert Shiller & Radu Tunaru, 2009. "Property Derivatives for Managing European Real-Estate Risk," Yale School of Management Working Papers amz2652, Yale School of Management, revised 01 Sep 2009.
    6. Mark Bertus & Harris Hollans & Steve Swidler, 2008. "Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 265-279, October.

  14. Colquitt, L. Lee & Godwin, Norman H. & Swidler, Steve, 2004. "Betting on long shots in NCAA basketball games and implications for skew loving behavior," Finance Research Letters, Elsevier, vol. 1(2), pages 119-126, June.

    Cited by:

    1. Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M., 2017. "A favorite-longshot bias in fixed-odds betting markets: Evidence from college basketball and college football," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 233-239.
    2. Baryla Jr., Edward A. & Borghesi, Richard A. & Dare, William H. & Dennis, Steven A., 2007. "Learning, price formation and the early season bias in the NBA," Finance Research Letters, Elsevier, vol. 4(3), pages 155-164, September.

  15. Flouris, Triant & Swidler, Steve, 2004. "American airlines’ takeover of TWA: an ex-post analysis of financial market information," Journal of Air Transport Management, Elsevier, vol. 10(3), pages 173-180.

    Cited by:

    1. Yaghoub Abdi & Xiaoni Li & Xavier Càmara-Turull, 2023. "Firm value in the airline industry: perspectives on the impact of sustainability and Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-24, December.
    2. Ho, Chun-Yu & McCarthy, Patrick & Wang, Yanhao, 2021. "Competition and countervailing power: Evidence from the China Eastern and Shanghai Airlines merger," Journal of Air Transport Management, Elsevier, vol. 91(C).
    3. Nicolau, Juan Luis & Sharma, Abhinav, 2022. "A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu," Annals of Tourism Research, Elsevier, vol. 95(C).
    4. Jenatabadi, Hashem Salarzadeh & Ismail, Noor Azina, 2014. "Application of structural equation modelling for estimating airline performance," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 25-33.
    5. Ho, Chun-Yu & McCarthy, Patrick & Wang, Yanhao, 2020. "Decomposing sources of gain from airline mergers: A model and case study from China," Research in Transportation Economics, Elsevier, vol. 84(C).
    6. Cheng, Yung-Hsiang & Yang, Ann Shawing & Liu, Yen Hua, 2009. "Financial investment behavior tendencies of air carriers," Journal of Air Transport Management, Elsevier, vol. 15(6), pages 354-356.
    7. Zhong, Z.W. & Varun, Dhir & Lin, Y.J., 2017. "Studies for air traffic management R&D in the ASEAN-region context," Journal of Air Transport Management, Elsevier, vol. 64(PA), pages 15-20.
    8. Leonard A. Jackson, 2015. "Market Reaction to Bidder Announcements of Horizontal Mergers in an Oligopolistic Industry: Evidence from the US Airline Industry," Tourism Economics, , vol. 21(6), pages 1255-1271, December.

  16. Lally, Martin & Swidler, Steve, 2003. "The effect of an asset's market weight on its beta: implications for international markets," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 161-170, April.

    Cited by:

    1. Lally, Martin & Swidler, Steve, 2008. "Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 805-819, December.
    2. Martin Lally, 2004. "Betas and Industry Weights," Australian Journal of Management, Australian School of Business, vol. 29(1), pages 109-120, June.

  17. Swidler, Steve & Wilcox, James A., 2002. "Information about bank risk in options prices," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1033-1057, May.

    Cited by:

    1. Crouhy, Michel, 2002. "Comments on "Information about bank risk in options prices"," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1059-1064, May.
    2. Coffinet, J. & Pop, A. & Tiesset, M., 2010. "Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Working papers 311, Banque de France.
    3. Clemens Kool, 2006. "Financial Stability in European Banking: The Role of Common Factors," Open Economies Review, Springer, vol. 17(4), pages 525-540, December.
    4. Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
    5. Urs W. Birchler & Matteo Facchinetti, 2007. "Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 95-132, June.
    6. Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2012. "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," European Financial Management, European Financial Management Association, vol. 18(1), pages 68-87, January.
    7. Bartram, Söhnke M. & Brown, Gregory W. & Hund, John E., 2005. "Estimating Systemic Risk in the International Financial System," MPRA Paper 6658, University Library of Munich, Germany.
    8. Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2013. "Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 229-257, December.
    9. Driouchi, Tarik & So, Raymond H.Y. & Trigeorgis, Lenos, 2020. "Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail," Journal of Corporate Finance, Elsevier, vol. 62(C).
    10. Andrew Kuritzkes & Til Schuermann & Scott Weiner, 2002. "Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays?," Center for Financial Institutions Working Papers 02-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
    11. Barbara A. Bliss & Jeffrey A. Clark & R. Jared DeLisle, 2018. "Bank risk, financial stress, and bank derivative use," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(7), pages 804-821, July.

  18. David Hyland & Steve Swidler, 2002. "Trading behaviour of stocks added to New Zealand's NZSE40 index," Applied Economics Letters, Taylor & Francis Journals, vol. 9(5), pages 301-304.

    Cited by:

    1. Sascha Wilkens & Jens Wimschulte, 2005. "Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(1), pages 61-98, June.

  19. Ho, Li-Chin Jennifer & Hassell, John M. & Swidler, Steve, 1995. "An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing," Review of Financial Economics, Elsevier, vol. 4(2), pages 171-185.

    Cited by:

    1. Mahmoud Delshadi & Mahmoud Hosseinniakani & Zabihollah Rezaee, 2023. "Does options trading deter real activities manipulation?," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 673-699, August.
    2. Chen, Zhihong & Huang, Yuan & Kusnadi, Yuanto & John Wei, K.C., 2017. "The real effect of the initial enforcement of insider trading laws," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 687-709.
    3. Do, Viet & Truong, Cameron & Vu, Tram, 2022. "Options listings and loan contract terms: Information versus risk-shifting," Journal of Financial Markets, Elsevier, vol. 58(C).
    4. Susana Yu & Kishore Tandon & Gwendolyn Webb, 2010. "The Effects of Option Introduction on Analyst Coverage and Earnings Estimates," The American Economist, Sage Publications, vol. 55(2), pages 46-66, November.
    5. Boubakri, Narjess & Bouslimi, Lobna, 2016. "Directors’ and officers’ liability insurance and analyst forecast properties," Finance Research Letters, Elsevier, vol. 19(C), pages 22-32.
    6. Sidney Leung & Bin Srinidhi, 2006. "The Effect of the Private Securities Litigation Reform Act on Analyst Forecast Properties: The Impact of Firm Size and Growth Opportunities," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 767-792, June.
    7. Ka Wai Choi & Xiaomeng Chen & Sue Wright & Hai Wu, 2014. "Analysts' Forecasts Following Forced CEO Changes," Abacus, Accounting Foundation, University of Sydney, vol. 50(2), pages 146-173, June.

  20. Swidler, Steve & Shaw, Ron, 1995. "Racetrack wagering and the "uninformed" bettor: A study of market efficiency," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(3), pages 305-314.

    Cited by:

    1. Marshall Gramm & C. Nicholas McKinney & Douglas H. Owens & Matt E. Ryan, 2007. "What Do Bettors Want? Determinants of Pari‐Mutuel Betting Preference," American Journal of Economics and Sociology, Wiley Blackwell, vol. 66(3), pages 465-491, July.
    2. Dave Cliff & James Hawkins & James Keen & Roberto Lau-Soto, 2021. "Implementing the BBE Agent-Based Model of a Sports-Betting Exchange," Papers 2108.02419, arXiv.org.
    3. Martin Kukuk & Stefan Winter, 2008. "An Alternative Explanation of the Favorite-Longshot Bias," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 2(2), pages 79-96, September.
    4. Russell Sobel & S. Travis Raines, 2003. "An examination of the empirical derivatives of the favourite-longshot bias in racetrack betting," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 371-385.
    5. Adi Schnytzer & Guy Weinberg, 2008. "Testing for Home Team and Favorite Biases in the Australian Rules Football Fixed-Odds and Point Spread Betting Markets," Journal of Sports Economics, , vol. 9(2), pages 173-190, April.
    6. Bernardo, Giovanni & Ruberti, Massimo & Verona, Roberto, 2015. "Testing semi-strong efficiency in a fixed odds betting market: Evidence from principal European football leagues," MPRA Paper 66414, University Library of Munich, Germany.
    7. Bernardo, Giovanni & Ruberti, Massimo & Verona, Roberto, 2019. "Semi-strong inefficiency in the fixed odds betting market: Underestimating the positive impact of head coach replacement in the main European soccer leagues," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 239-246.
    8. Michael Cain & David Law & David Peel, 2003. "The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets," Bulletin of Economic Research, Wiley Blackwell, vol. 55(3), pages 263-273, July.
    9. M. Sung & J. E. V. Johnson, 2010. "Revealing Weak‐Form Inefficiency in a Market for State Contingent Claims: The Importance of Market Ecology, Modelling Procedures and Investment Strategies," Economica, London School of Economics and Political Science, vol. 77(305), pages 128-147, January.
    10. Ziemba, William, 2020. "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics 118873, London School of Economics and Political Science, LSE Library.
    11. Marshall Gramm & Douglas H. Owens, 2006. "Efficiency in Pari‐Mutuel Betting Markets across Wagering Pools in the Simulcast Era," Southern Economic Journal, John Wiley & Sons, vol. 72(4), pages 926-937, April.
    12. Philip W. S. Newall & Dominic Cortis, 2021. "Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review," Risks, MDPI, vol. 9(1), pages 1-9, January.
    13. Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2017. "On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias," Working papers 2017rwp-106, Yonsei University, Yonsei Economics Research Institute.
    14. Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
    15. Strumbelj, E. & Sikonja, M. Robnik, 2010. "Online bookmakers' odds as forecasts: The case of European soccer leagues," International Journal of Forecasting, Elsevier, vol. 26(3), pages 482-488, July.
    16. Timothy J. Brailsford & Philip K. Gray & Stephen A. Easton & Stephen F. Gray, 1995. "The Efficiency of Australian Football Betting Markets," Australian Journal of Management, Australian School of Business, vol. 20(2), pages 167-195, December.
    17. Yu, Dian & Gao, Jianjun & Wang, Tongyao, 2022. "Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model," European Journal of Operational Research, Elsevier, vol. 298(1), pages 137-151.
    18. Leighton Vaughan Williams & David Paton, 1998. "Why are some favourite-longshot biases positive and others negative?," Applied Economics, Taylor & Francis Journals, vol. 30(11), pages 1505-1510.
    19. Stefan Winter & Martin Kukuk, 2008. "Do horses like vodka and sponging? - On market manipulation and the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 75-87.

  21. S. Swidler & P. Ahmed, 1994. "Wealth transfers and the initial pricing of PERCS," Applied Economics Letters, Taylor & Francis Journals, vol. 1(11), pages 190-193.

    Cited by:

    1. Herrera, Helios & Schroth, Enrique, 2011. "Advantageous innovation and imitation in the underwriting market for corporate securities," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1097-1113, May.

  22. Swidler, Steve & Diltz, J. David, 1992. "Implied volatilities and Transaction Costs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 437-447, September.

    Cited by:

    1. Ballestra, Luca Vincenzo & Cecere, Liliana, 2016. "A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 100-106.
    2. Martin ZIEGELBAECK & Guenther BREUER, 2014. "The role of market makers in the Euronext milling wheat contract," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(4), pages 183-187.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    4. Goyal, Amit & Saretto, Alessio, 2009. "Cross-section of option returns and volatility," Journal of Financial Economics, Elsevier, vol. 94(2), pages 310-326, November.
    5. Axel A. Araneda, 2019. "The fractional and mixed-fractional CEV model," Papers 1903.05747, arXiv.org, revised Jun 2019.

  23. Swidler, Steve & Ketcher, David, 1990. "Economic Forecasts, Rationality, and the Processing of New Information over Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(1), pages 65-76, February.

    Cited by:

    1. Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
    2. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
    3. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
    4. Born, Benjamin & Enders, Zeno & Müller, Gernot, 2023. "On FIRE, news, and expectations," CEPR Discussion Papers 18259, C.E.P.R. Discussion Papers.
      • Born, Benjamin & Enders, Zeno & Müller, Gernot J., 2023. "On FIRE, news, and expectations," Working Papers 42, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    5. Ball, Laurence & Croushore, Dean, 2003. "Expectations and the Effects of Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 473-484, August.
    6. Davies, Antony, 2006. "A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts," International Journal of Forecasting, Elsevier, vol. 22(2), pages 373-393.
    7. Lucy F. Ackert & William C. Hunter, 1993. "Rational expectations and the dynamic adjustment of security analysts' forecasts to new information," FRB Atlanta Working Paper 93-9, Federal Reserve Bank of Atlanta.
    8. Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.
    9. Ming Liu & Sumner la Croix, 2013. "A Cross-Country Index of Intellectual Property Rights in Pharmaceutical Innovations," Working Papers 201313, University of Hawaii at Manoa, Department of Economics.
    10. Cho, Dong W., 2002. "Do revisions improve forecasts?," International Journal of Forecasting, Elsevier, vol. 18(1), pages 107-115.

  24. Swidler, Steve, 1986. "Simultaneous option prices and an implied risk-free rate of interest: A test of the Black-Scholes models," Journal of Economics and Business, Elsevier, vol. 38(2), pages 155-164, May.

    Cited by:

    1. Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014. "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University 0777, Department of Economics, Tufts University.
    2. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    3. William Pedersen, 1998. "Capturing all the information in foreign currency option prices: solving for one versus two implied variables," Applied Economics, Taylor & Francis Journals, vol. 30(12), pages 1679-1683.

  25. Steve Swidler, 1983. "An Empirical Test of the Effect of Social Security on Fertility in the United States," The American Economist, Sage Publications, vol. 27(2), pages 50-57, October.

    Cited by:

    1. Francesco C. Billari, 2009. "What explains fertility? Evidence from Italian pension reforms," 2009 Meeting Papers 807, Society for Economic Dynamics.
    2. Michele Boldrin & Maria Cristina De Nardi & Larry E. Jones, 2005. "Fertility and Social Security," Levine's Bibliography 666156000000000506, UCLA Department of Economics.
    3. Stauvermann Peter, 1997. "Endogenes Wachstum, Fertilität und Sozialversicherung in Entwicklungsländern / Endogenous Growth, Fertility and Social Security," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 216(2), pages 175-193, April.
    4. Galasso, Vincenzo & Profeta, Paola & Gatti, Roberta, 2008. "Investing for the Old Age: Pensions, Children and Savings," CEPR Discussion Papers 6825, C.E.P.R. Discussion Papers.
    5. Alexander M. Danzer & Lennard Zyska, 2020. "Pensions and Fertility: Micro-Economic Evidence," CESifo Working Paper Series 8173, CESifo.

  26. Steve Swidler & Paul Vanderheiden, 1983. "Another Opinion Regarding Divergence Of Opinion And Return," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(1), pages 47-50, March.

    Cited by:

    1. Kenneth M. Lusht & Edward M. Saunders, 1989. "Direct Tests Of The Divergence Of Opinion Hypothesis In The Market For Racetrack Betting," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(4), pages 285-291, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Steve Swidler should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.