Results 101 to 110 of about 91,568 (298)
Investor Perceptions of Climate Policy: Insights From the US Inflation Reduction Act
Business Strategy and the Environment, EarlyView.ABSTRACT This paper provides the first event study evidence on how the Inflation Reduction Act's (IRA) dedicated climate provisions reshaped equity valuations in the US carbon‐intensive sectors. Focusing on environmentally sensitive industries (ESI), we analyze cumulative abnormal returns around the four key IRA milestones in 2022–2023.
Laura Ferraro +3 more
wiley +1 more source
Time-Varying Risk Premia in the Foreign Currency Futures Basis [PDF]
Significant time-varying risk premia exist in the foreign currency futures basis, and these risk premia are meaningfully correlated with common macroeconomic risk factors from equity and bond markets.
Christopher F. Baum, John Barkoulas
core
Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source
The declining U.S. equity premium [PDF]
This study demonstrates that the U.S. equity premium has declined significantly during the last three decades. The study calculates the equity premium using a variation of a formula in the classic Gordon stock valuation model.
Anna Scherbina. +2 more
core +4 more sources
DIVIDEND POLICY, TRADING VOLUME AND ORDER IMBALANCE, AND ITS IMPACT ON STOCK PRICE VOLATILITY
Research in Management and AccountingStock price volatility is a statistical measurement of fluctuations over a certain period. Investors observe stock price volatility to estimate the risk or profit to be gained. High and low stock price volatility depends on information about stock prices.
Putri Elgi Ramadhani, Erida Herlina
doaj +1 more source
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield [PDF]
In the asset pricing literature, time-variation in market expected excess return captured by financial ratios like dividend yield is typically viewed as a reflection of either changing risk, related to the business cycle, or irrational mispricing ...
Ane Tamayo, Jay Shanken
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT National and supranational institutions are establishing emission trading systems and control schemes in an attempt to manage stakeholders' willingness to engage with regulatory systems and reduce greenhouse gas emissions (GHG). Nonetheless, despite the national and supranational focus on carbon neutrality, little research has been centered ...
Daniele Giordino +3 more
wiley +1 more source
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach [PDF]
The purpose of this paper is to evaluate the ability of dividend ratios to predict the UK equity premium. Specifically, we apply the Goyal and Welch (2003) methodology to equity premia derived from the UK FTSE All-Share index.
Fotis Papadimitriou +2 more
core
PENGARUH BUYBACK SAHAM, PROFITABILITAS DAN FIRM SIZE TERHADAP HARGA SAHAM PADA PERUSAHAAN GO PUBLIC DI BURSA EFEK INDONESIA DENGAN DIVIDEND YIELD SEBAGAI VARIABEL MEDIATING PADA PERIODE 2012-2014 [PDF]
, 2016 This study examines the influence of buyback, profitability (ROE), firm size, and dividend yield variables toward company share prices t(+1) which listed in Indonesian Stock Exchange (BEI) during the period of 2012-2014.
Kusumawardhani, Amie +2 more
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Both universities and companies create value and innovation to maintain their position and remain competitive. Different, but still similar, with two goals that are shared. With their collaboration, they can enhance their pursuit of sustainability and as well corporate social responsibility by creating and delivering value and thus ...
Jana Hojnik +4 more
wiley +1 more source