Information-Theoretic Causal Feature Selection via Markov Blanket Discovery for Stock Return Direction Prediction: Evidence from China. [PDF]
Entropy (Basel)Zhou J, Wu H, Li S.
europepmc +1 more source
Inefficient Frontiers: Industry‐Specific Anomalies in Frontier Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT In this study we identify low‐risk anomalies affiliated with industry in frontier markets, offering valuable insights for fund managers and investors managing an internationally diversified portfolio. Utilising a two‐beta model—incorporating both market and industry betas—we reveal a distinct low‐beta anomaly with a monthly magnitude of 2.13 ...
Alya Hourani +3 more
wiley +1 more source
The Determinants of Corporate Dividend Policy in Pakistan
Lahore Journal of EconomicsThe objective of this study is to identify the significant determinants of firms’ dividend policy across different sectors in Pakistan. Using data on 75 companies listed on the KSE 100 index for the period 2005 to 2010, we find that profitable firms ...
Aliya Bushra, Nawazish Mirza
doaj
Cash transfers do not increase traumatic injury and mortality: evidence from Alaska. [PDF]
Am J EpidemiolSteedle R +7 more
europepmc +1 more source
Dividend Yields and Stock Returns
Asian Review of Financial ResearchJewan Yoo, Seong Jin Ahn
openaire +1 more source
Industry Signals and the Dynamics of Stock Market Predictability
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether industry portfolios contain information that forecasts aggregate stock market returns. Earlier research reports evidence of their usefulness as predictors, yet later studies find weaker and unstable effects. Using updated U.S.
Michael Ellington +2 more
wiley +1 more source
TARFA: A Novel Approach to Targeted Accounting Range Factor Analysis for Asset Allocation. [PDF]
Entropy (Basel)de Leon JJ, Medda F.
europepmc +1 more source
The Influence of Climate Initiatives on Capital Structure: The Green Halo Effect
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of participation in three climate initiatives—Science Based Targets initiative (SBTi), Carbon Disclosure Project (CDP) and Net Zero Banking Alliance (NZBA)—on the capital structure of financial institutions.
Daniel Ramos‐García +2 more
wiley +1 more source
Education as a Driver to the Demographic Dividend. [PDF]
Microb Biotechnolde Jesus Fernandes AR, Queiroz BL.
europepmc +1 more source
International Evidence on the Relationship Between Financial Literacy and Corporate Cash Holdings
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT This study is the first investigation of the relationship between corporate cash holdings and financial literacy (FL). We find that a one‐standard‐deviation increase in FL is associated with an 8%–27% reduction in corporate cash holdings, depending on the measure of FL used.
Kenneth Yung +3 more
wiley +1 more source