Results 211 to 220 of about 13,575 (293)

Carbon Performance, Climate Governance, and Equity Risk

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between carbon performance, climate governance, and equity risk. Using a sample of companies listed in the S&P500 index for the period 2009–2023, our results show that better carbon performance reduces equity risk, indicating that proactive carbon management reduces uncertainty and is beneficial to firms ...
Malafronte Irma   +2 more
wiley   +1 more source

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

open access: yesInternational Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

The heterogeneous selection landscape of genome evolution in prokaryotes. [PDF]

open access: yesProc Natl Acad Sci U S A
Kogay R   +4 more
europepmc   +1 more source

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi   +2 more
wiley   +1 more source

Composable free-space continuous-variable quantum key distribution using discrete modulation. [PDF]

open access: yesSci Adv
Jaksch K   +18 more
europepmc   +1 more source

Asymptotic Relative Efficiency

open access: yes, 2018
Anderlucci, Laura
core  

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