Results 81 to 90 of about 4,182,376 (355)
Inflation and infrastructure sector returns in emerging markets—panel ARDL approach
Cogent Economics & Finance, 2020 This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in the long and short run. It employed a panel autoregressive distributed lag (PARDL) model applying the mean group (MG), pooled mean ...
Rabson Magweva, Mabutho Sibanda
doaj +1 more source
Arbitrage Bounds on Currency Basket Options
Mathematical and Computational Applications, 2020 This article exploits arbitrage valuation bounds on currency basket options. Instead of using a sophisticated model to price these options, we consider a set of pricing models that are consistent with the prices of available hedging assets.
Yi Hong
doaj +1 more source
Corporate Management of Environmental, Social, and Governance Ratings and Rating Divergence
Business Strategy and the Environment, EarlyView.ABSTRACT As environmental, social, and governance (ESG) ratings increasingly influence investment and corporate decision‐making, companies face growing pressure to manage their ESG performance strategically. This study examines how firms navigate the fragmented ESG rating landscape marked by significant agency divergence. Based on a multiple‐case study
Selina Hauch
wiley +1 more source
A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES [PDF]
This study explores the potential of routine preharvest cross-hedging of rough rice using wheat futures contract prices. A numerical simulation approach combined with risk efficiency analysis evaluates a wide rage of cross-hedging alternatives.
Gleason, William J. +3 more
core +1 more source
Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu +3 more
wiley +1 more source
Investor Perception of ESG in Earnings Calls
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how the communicator's role and the framing of ESG statements affect investor capital allocation in the context of earnings calls. Based on a virtual asset market experiment, the analysis identifies that the assurance and reinforcement of ESG messages have a positive effect of up to 8% on capital allocation, with especially
Felix Bachner
wiley +1 more source
Modal hedging verbs in English as a Lingua Franca (ELF) Business Management research articles
Kalbotyra, 2017 When publishing the results of their research, scholars need to convince their readers of the validity of their claims, adjusting their writing to the prevailing discursive and rhetorical conventions.
Pilar Mur-Dueñas
doaj +1 more source
Option Pricing of Twin Assets [PDF]
, 2014 How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index which is traded,
Araneda, Axel A., Villena, Marcelo J.
core
Climate Change Risks and Customer Concentration: Evidence From US‐Listed Firms
Business Strategy and the Environment, EarlyView.ABSTRACT While prior studies have investigated climate risks in supply chains, customer ESG pressures, and shared climate exposure, this paper is, to the best of our knowledge, the first to provide direct empirical evidence on the relationship between climate change risks and firms' customer concentration.
Thi Thuy Trang Nguyen +2 more
wiley +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source