Results 121 to 130 of about 5,715 (250)

Are Asset Demand Functions Determined by CAPM? [PDF]

The Capital Asset Pricing Model (CAPH) says that the responsiveness of asset-demands to expected returns depends (inversely) on the variance-covariance matrix of returns, rather than being an arbitrary set of parameters.Previous tests of CAPM have ...
William T. Dickens, Jeffrey A. Frankel
core  

Innovating for Net‐Zero: Collaborative and Digital Decarbonisation Strategies in Sunset Industries' Global Value Chains

Business Strategy and the Environment, EarlyView.
ABSTRACT Global net‐zero ambitions require transformative strategies to decarbonise carbon‐intensive global value chains (GVCs). This study examines how multinational enterprises (MNEs) in sunset industries integrate carbon capture technologies (CCT) with operational and supply chain dynamics (OSCD) to advance decarbonisation.
Muhammad Mustafa Kamal, Narain Gupta, Ashem Emmanuel Egila, Jianwen Zheng, Attique ur Rehman, Justin Zuopeng Zhang, Remsei Sándor   +6 more
wiley   +1 more source

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]

PLoS One
Huynh TT, Khoa BT.
europepmc   +1 more source

Dynamic Asset Pricing With Non-Redundant Forwards [PDF]

We consider an incomplete but frictionless financial market in which non-redundant forward contracts contribute to span the uncertainty present in the economy.
Patrice Poncet, Abraham Lioui
core  

Financial Constraints and Corporate Sustainability Performance: Do Climate Exposure and People's Climate Attention Matter?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study investigates the relationship between financial constraints and a firm's sustainability performance. Our empirical analysis utilises a panel of 40,445 observations from 9466 listed non‐financial firms across 44 countries, spanning the period from 2002 to 2019.
Boying Xu, Ruth Owusu‐Mensah, Daniel Gyimah   +2 more
wiley   +1 more source

Rare Disasters, Asset Prices, and Welfare Costs [PDF]

A representative-consumer model with Epstein-Zin-Weil preferences and i.i.d. shocks, including rare disasters, accords with key asset-pricing observations.
Robert J. Barro
core  

Stock Market Reactions to Climate Risk Events: A Systematic Literature Review and Research Agenda

Business Strategy and the Environment, EarlyView.
ABSTRACT As global warming intensifies, climate risks' impact on firm value has become a critical concern for academia and investors. This systematic literature review analyzes 50 event studies in this research field, classifying them by climate risk type.
Mario Schuster, Rainer Lueg
wiley   +1 more source

How does carbon pricing leverage emission reductions in the power sector? Evidence from China's national carbon market. [PDF]

Carbon Balance Manag
Song Y, Li Y, Peng K.
europepmc   +1 more source

Can fundamentals explain cross-country correlations of asset returns?. [PDF]

Previous studies show that existing correlations between national returns are higher than correlations between the national growth rates of fundamental variables.
Restoy, Fernando, Rodríguez López, Rosa   +1 more
core  

Tensions of Sustainability Logics: Performance of a Company Utilizing a Sustainable Business Model

Business Strategy and the Environment, EarlyView.
ABSTRACT In recent years, companies have used sustainable business models to gain a competitive advantage. However, there are tensions due to the inconsistency between social, environmental, and economic logic in sustainable business models, making it difficult for companies to change. To understand the existing tensions and interactions between logics,
Ann‐Kristin Thienemann
wiley   +1 more source