Alpha-CIR model with branching processes in sovereign interest rate modeling [PDF]
Finance and Stochastics, 2016 We introduce a class of interest rate models, called the α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength ...
Y. Jiao, Chunhua Ma, Simone Scotti
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The Impact of Strategic Corporate Social Responsibility on Tax Avoidance via Job Meaningfulness and the Mediating Role of Ethical Leadership [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2022 The purpose of this research is to examine the impact of strategic corporate social responsibility on work meaningfulness and tax avoidance through ethical leadership.
Maryam Ghadakforoushan +2 more
doaj +1 more source
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020 Public-private partnership is one of the best solutions to help save the government budget, develop the infrastructure and improve the quality of public services and has become a popular research topic in developed countries.
Hồ Việt Anh
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The performance of socially responsible mutual funds: the role of fees and management companies [PDF]
, 2008 In this paper, we shed light on the debate about the financial performance of socially responsible investment (SRI) mutual funds by separately analyzing the contributions of before-fee performance and fees to SRI funds' performance and by investigating
Gil-Bazo, Javier +2 more
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MODERATING EFFECT OF ENTREPRENEURIAL NETWORKING ON THE RELATIONSHIP BETWEEN ACCESS TO FINANCE AND PERFORMANCE OF MICRO AND SMALL ENTERPRISES [PDF]
Paradigms, 2016 The study aim to find the impact of access to finance for improving the performance of MSEs in Punjab, Pakistan. The researchers also try to further estimate the moderating effect of entrepreneurial networking on the relationship between access to ...
MUZAFFAR ASAD +2 more
doaj
THE FINANCIAL BEHAVIOR OF INVESTORS USING DISCRIMINANT ANALYSIS APPROACH
Manajemen dan Bisnis, 2013 Behavioral finance is a recent line of research that is attracting the attention of the investor. Behavioral finance has an important role in decision-making process of investors.
Juli Meliza +2 more
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The Alpha‐Heston stochastic volatility model [PDF]
Mathematical Finance, 2018 We introduce an affine extension of the Heston model, called the α ‐Heston model, where the instantaneous variance process contains a jump part driven by α ‐stable processes with α∈(1,2] .
Y. Jiao +3 more
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An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck? [PDF]
, 2007 This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April 2016. The equal weight portfolio and Jensen’s alpha measures of active management provide strong evidence that Japanese Mutual Funds ...
Pilbeam, K., Preston, H.
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How the pandemic taught us to turn smart beta into real alpha
Journal of Asset Management, 2020 The ongoing COVID-19 pandemic has strongly reminded equity investors that rare but extreme events occur from time to time. At the individual firm level, such events also impact the likelihood of bankruptcy, a feature that is not well represented in the ...
Christopher Kantos, D. Dibartolomeo
semanticscholar +1 more source
The diminishing liquidity premium [PDF]
, 2008 Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, we present evidence that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four decades to levels
Ben-Rephael, Azi, Kadan, Ohad, Wohl, Avi
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