Results 81 to 90 of about 33,719,712 (243)
Consumption, Size and Book-to-Market Ratio in Equity Returns [PDF]
This study extends the standard consumption-based capital asset pricing model (C-CAPM) to include two additional factors related to firm size (SMB) and book-to-market value ratio (HML).
Peter N. Smith +2 more
core
ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes +5 more
wiley +1 more source
Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market [PDF]
This paper investigates whether the consumption-free two-beta intertemporal capital asset-pricing model developed by Campbell and Vuolteenaho (2004) is able to solve the risk premium puzzle in the Japanese stock market over the period 1984−@2002.
Myong-Il Kang
core
ABSTRACT Many firms set ambitious sustainability goals but these are frequently “displaced” by proxy goals that are easier to track and measure. However, the specific types of goal conflicts that follow from this displacement are poorly understood. We conducted a case study of circular innovation initiatives at a global MedTech company and identified ...
Wiebke Reim +2 more
wiley +1 more source
How a small open economy's asset are priced by heterogeneous international investors [PDF]
We study how a small open economy’s assets are prices by heterogeneous international investors. We initially decompose the asset pricing issue into separate studies of its two ingredients: the asset’s ex post return and the investors’ stochastic discount
Chang, Yanqin
core
ABSTRACT The relationship between eco‐innovation (EI) and firm performance (FP) is central to environmental management research, yet empirical evidence remains fragmented and highly context dependent. This article presents a global systematic literature review (SLR) of 541 empirical studies (2006–April 2025) to (i) diagnose the systematic sources of ...
Ali Mammadov
wiley +1 more source
ASSET PRICING, GROWTH, AND THE BUSINESS CYCLE WITH IRREVERSIBLE INVESTMENT [PDF]
This paper advances a simple model that emphasizes the diversity of capital types, some of these types are long lived, while others are highly specific.
Miquel Faig
core
ABSTRACT Businesses are increasingly striving to reduce their carbon footprint, with carbon offsetting emerging as a viable pathway towards achieving carbon neutrality. Such efforts signify a demonstrated commitment to fostering environmental sustainability and contributing to a more sustainable future.
Sanjeev Yadav +4 more
wiley +1 more source
ABSTRACT This study examines climate change risk disclosure in the global energy sector, where firms face intense stakeholder scrutiny and legitimacy pressures. We develop a novel domain‐specific textual analysis measure to capture climate change risk disclosures, improving on prior approaches based on generic environmental terminology.
Khaldoon Albitar, Ali Meftah Gerged
wiley +1 more source
ABSTRACT This paper examines how the European Union Emissions Trading System allowance prices reshape the link between corporate environmental performance (CEP) and firms' growth expectations, measured by Tobin's Q. Using a panel of 1370 listed firms across 15 European countries from 2005 to 2024 and high‐dimensional fixed‐effects models, we first ...
Adrián Ferreras
wiley +1 more source

