Results 91 to 100 of about 1,378 (255)

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source

Are Foundation Models Useful for Bankruptcy Prediction?

CoRR
Foundation models have shown promise across various financial applications, yet their effectiveness for corporate bankruptcy prediction remains systematically unevaluated against established methods. We study bankruptcy forecasting using Llama-3.3-70B-Instruct and TabPFN, evaluated on large, highly imbalanced datasets of over one million company ...
Marcin Kostrzewa, Oleksii Furman, Roman Furman, Sebastian K. Tomczak, Maciej Zieba   +4 more
openaire   +2 more sources

Valuing Stock Liquidity: Theory and Evidence From the Collapse of Lehman Brothers

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the cross‐sectional relationship between stock return and stock liquidity (both level and risk) for the period when there was a huge decline in market‐wide funding liquidity from the collapse of Lehman Brothers. We propose a global game model to analyse the decisions of short‐term traders around the time Lehman Brothers ...
Shu Feng, Lining Han, Chun‐Yu Ho, Yolanda Yulong Wang, Jiayi Zhong   +4 more
wiley   +1 more source

Remote Sensing for Irrigation Water Management—The State of the Art and Prospects for Near‐Future Operations

Irrigation and Drainage, EarlyView.
ABSTRACT A recent UN report describes many regions as facing ‘water bankruptcy,’ a condition in which available water resources can no longer meet existing demands. In practice, this means irrigation will likely bear the greatest burden of future water‐use reductions, a complicated and fraught decision to make given its critical role in food security ...
Wim G. M. Bastiaanssen, Chris Perry, Royce Dalby, Yasir Mohamed, Xueliang Cai, Poolad Karimi, IJsbrand de Jong, Pasquale Steduto, Marat Beksultanov, Christopher C. M. Neale, David Molden, Waqas Awan, Laarousi Mohamed, Jippe Hoogeveen, Jeff Davids, Nutchanart Sriwongsitanon, P. S. Rao, Roula Bachour, Palitha Bandara, Sophea Chhim, Richard Evans, Tom Lahad, D. Nagesh Kumar, Zakaria Adawy, Devendra Singh Bundela, Kawa Hakzi, Isaya Kisekka, Nicolas Puelma, Alejandro A. Pannunzio, Benjamin Koetz, Mukhiddin Ibragimov   +30 more
wiley   +1 more source

Dynamic Graph Convolutional Network With Temporal Aggregation for Corporate Bankruptcy Prediction

IEEE Access
Corporate bankruptcy prediction is crucial for financial risk management and economic stability. Traditional bankruptcy prediction models primarily focus on individual corporate features, neglecting the complex relationship networks among enterprises and
Yue Xiao, Xiaojin Liu
doaj   +1 more source

Tactical and Strategic Risks From Supply Disruptions in Competing Supply Chains

Naval Research Logistics (NRL), EarlyView.
ABSTRACT Supply chain disruptions can lead to both tactical (i.e., loss of short‐term sales during a disruption) and strategic (i.e., loss of long‐term market share) consequences. We model the impact of a supply disruption on competing supply chains in which two firms compete for a limited backup supply.
Akhil Singla, Wallace J. Hopp, Seyed M. R. Iravani, Zigeng Liu   +3 more
wiley   +1 more source

A Technique to Predict Bankruptcy Using Ultimate Ownership Network as Key Indicators

International Journal of Technology
Predicting bankruptcy is crucial to avert company failures, which could lead to a systemic collapse of the economy. This study examines the network of executives, directors, and shareholders to identify conglomerates, which are often characterized by a ...
Dyah Sulistyowati Rahayu, Zaäfri Ananto Husodo, Jan Pidanic, Xue Li, Heru Suhartanto   +4 more
doaj   +1 more source

Sustainability‐Related Credit Risk: A Scientometric Mapping and Research Agenda

Sustainable Development, EarlyView.
ABSTRACT Sustainability‐related credit‐risk research has grown rapidly as environmental, social, and governance (ESG), climate, and transition exposures increasingly affect credit pricing, default risk, and supervisory practice, positioning credit markets as key transmission channels for achieving the Sustainable Development Goals (SDGs), particularly ...
Imen Jellouli, Sana Jellouli
wiley   +1 more source

Unleashing the value of a “scientific approach” to entrepreneurship: Building an empirical research agenda

Strategic Entrepreneurship Journal, EarlyView.
Abstract Research Summary In this manuscript, we argue that the Entrepreneurs‐as‐Scientists (E‐a‐S) research program requires a fundamental shift from predominantly conceptual development toward an empirical agenda to achieve its normative goal: developing a scalable algorithm that improves entrepreneurial learning and value creation.
Arnaldo Camuffo, Alfonso Gambardella, Thomaz Teodorovicz   +2 more
wiley   +1 more source

When stakeholders are imposed: Non‐chosen stakeholder orientation and venture performance

Strategic Entrepreneurship Journal, EarlyView.
Abstract Research Summary Extending stakeholder theory into the entrepreneurship context, we examine the performance implications of externally imposed stakeholder orientation, which we conceptualize as non‐chosen stakeholder orientation. Given the resource constraints, short time horizons, and high levels of uncertainty that characterize ventures, we ...
Myeongho David Park, Per L. Bylund, Eunkwang Seo   +2 more
wiley   +1 more source