Size Effect and Default Risk in the UK

2004 ◽  
Author(s):  
Josef Mattes
Keyword(s):  
Size Effect ◽  
Default Risk ◽  
The Uk

Markowitz efficiency and size effect: evidence from the UK stock market

2013 ◽  
Vol 43 (4) ◽  
pp. 721-750 ◽  
Author(s):  
Tienyu Hwang ◽  
Simon Gao ◽  
Heather Owen
Keyword(s):  
Stock Market ◽  
Size Effect ◽  
The Uk

scholarly journals Individual Analysts Earnings Forecasts: Evidence For Overreaction In The UK Stock Market

2011 ◽  
Vol 3 (9) ◽  
Author(s):  
Dimitris F. Kenourgios ◽  
Nikolaos Pavlidis
Keyword(s):  
Stock Market ◽  
Size Effect ◽  
Empirical Research ◽  
Firm Size ◽  
Earnings Forecasts ◽  
Growth Opportunities ◽  
Investment Bank ◽  
Price Earnings Ratio ◽  
Overreaction Hypothesis ◽  
The Uk

This paper presents an analysis of two forms of overreaction (generalized overreaction and overreaction to prior earnings changes) in analysts earnings forecasts for the UK stock market, using a sample of individual forecasts of earning per share from a British investment bank over the period 1989-2002. Given that previous UK empirical research over 1980s and mid 90s has provided limited and contradictory findings, we investigate whether and how overreaction of analysts forecasts varies across forecast horizons, firm size (small and large) and growth opportunities (high and low P/E ratio) in order to provide further and comparable evidence. Overall, our findings support the generalized overreaction hypothesis but reject the firm size effect, the overreaction for high P/E ratio companies and the higher overreaction regarding the forecasting horizon. Keywords: Overreaction, Underreaction, Analysts forecasts, forecast horizons, size effect, price/earnings ratio.

Size effect, methodological issues and ‘risk-to-default’: evidence from the UK stock market

2008 ◽  
Vol 14 (4) ◽  
pp. 299-314 ◽  
Author(s):  
Panagiotis Andrikopoulos ◽  
Arief Daynes ◽  
David Latimer ◽  
Paraskevas Pagas
Keyword(s):  
Stock Market ◽  
Size Effect ◽  
Methodological Issues ◽  
The Uk

scholarly journals Evaluating Default Risk and Loan Performance in UK Peer-to-Peer Lending: Evidence from Funding Circle

2021 ◽  
Vol 25 (5) ◽  
pp. 530-538
Author(s):  
Boyu Xu ◽  
◽  
Zhifang Su ◽  
Jan Celler
Keyword(s):  
Interest Rate ◽  
Default Risk ◽  
Binary Logistic Regression ◽  
The United States ◽  
Peer To Peer ◽  
Loan Default ◽  
P2p Lending ◽  
Loan Defaults ◽  
The Interest Rate ◽  
The Uk

The United Kingdom is the third-largest peer-to-peer (P2P) lending market in the world, which is surpassed only by the two dominant forces in P2P investing, China and the United States of America. As an innovative financial market in the UK, P2P lending brings not only many opportunities but also many risks, especially the loan default risk. In this context, this paper uses binary logistic regression and survival analysis to evaluate default risk and loan performance in UK P2P lending. The empirical results indicate that credit group, loan purpose for capital needs, sector type, loan amount, interest rate, loan term, and the age of the company all have a significant impact on the probability of loan default. Among them, the interest rate, loan term, and loan purpose for capital needs are the three most important determinants of the probability of loan defaults and survival time of loans.

The diagnosis and management of factor VIII and IX inhibitors: a guideline from the UK Haemophilia Centre Doctors' Organization (UKHCDO)

2000 ◽  
Vol 111 (1) ◽  
pp. 78-90 ◽  
Author(s):  
C. R. M. Hay ◽  
T. P. Baglin ◽  
P. W. Collins ◽  
F. G. H. Hill ◽  
D. M. Keeling
Keyword(s):  
Factor Viii ◽  
Diagnosis And Management ◽  
Viii And Ix ◽  
The Uk
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