Results 81 to 90 of about 30,883 (281)

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

The Relationship Among Climate Policy Uncertainty and Energy Markets: Fossil Versus Renewable and Low‐Carbon Assets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley   +1 more source

Optimizing Omega [PDF]

, 2009
"The original publication is available at www.springerlink.com " Copyright Springer. DOI: 10.1007/s10898-008-9396-5This paper considers the Omega function, proposed by Cascon, Keating & Shadwick as a performance measure for comparing financial assets. We
Bartholomew-Biggs, M., Cross, M., Dewar, M., Kane, S.J.   +3 more
core   +2 more sources

The Real Effect of Banking Globalisation on Bank Liquidity Creation in China's Banking Sector: Evidence From the Belt and Road Initiative

International Studies of Economics, EarlyView.
ABSTRACT To explore the real effect of banking globalisation on bank liquidity creation, we investigate plausibly exogenous variations in the expectation of further banking globalisation under the Belt and Road Initiative (BRI), which further opens the gate to foreign investors.
Xuanyi Shi, Wenjun Wu, Yifan Chen, Chunyang Wang   +3 more
wiley   +1 more source

Constructing the true art market index : a novel 2-step hedonic approach and its application to the german art market [PDF]

, 2008
This study develops a novel 2-step hedonic approach, which is used to construct a price index for German paintings. This approach enables the researcher to use every single auction record, instead of only those auction records that belong to a sub-sample
Elsland, Niels van, Kräussl, Roman
core  

Equity Price Risk and Return: Evidence from the Karachi Stock Exchange

JISR Management and Social Sciences & Economics, 2009
This paper examines the tradeoff between equity price risk and returns obtained through various approaches. Capital asset pricing model (CAPM) and arbitrage pricing model (APT) are considered to be the fundamental building blocks of the portfolio theory,
Talha Bin Ali Khan, Ali Khizar Aslam
doaj  

When Technology Meets Turbulence: The Impact of Digital Transformation and Policy Uncertainty on Audit Opinions

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This study investigates how Corporate Digital Transformation (CDT) influences audit opinions in Chinese A‐share‐listed non‐financial firms from 2011 to 2022, with a focus on the moderating role of Economic Policy Uncertainty (EPU). Results reveal an inverted U‐shaped relationship: moderate levels of CDT enhance audit outcomes through improved ...
He Min, Sultan Sikandar Mirza, Chengming Huang   +2 more
wiley   +1 more source

Pramipexole in addition to mood stabilisers for treatment-resistant bipolar depression: the PAX-BD randomised double-blind placebo-controlled trial

Health Technology Assessment
Background There are limited options currently recommended in National Institute for Health and Care Excellence guidelines for the treatment of bipolar depression.
Hamish McAllister-Williams, Nicola Goudie, Lumbini Azim, Victoria Bartle, Michael Berger, Chrissie Butcher, Thomas Chadwick, Emily Clare, Paul Courtney, Lyndsey Dixon, Nichola Duffelen, Tony Fouweather, William Gann, John Geddes, Sumeet Gupta, Beth Hall, Timea Helter, Paul Hindmarch, Eva-Maria Holstein, Ward Lawrence, Phil Mawson, Iain McKinnon, Adam Milne, Aisling Molloy, Abigail Moore, Richard Morriss, Anisha Nakulan, Judit Simon, Daniel Smith, Bryony Stokes-Crossley, Paul Stokes, Andrew Swain, Zoë Walmsley, Christopher Weetman, Allan H Young, Stuart Watson   +35 more
doaj   +1 more source

When Does Top Management Team Diversity Matter in Large Organizations?

Journal of Organizational Behavior, EarlyView.
ABSTRACT Top management teams (TMTs) drive strategic leadership, but there is little clarity on when the composition of these upper echelons most impacts organization performance. Drawing from the categorization‐elaboration model, we study an 18‐year sample of approximately 4500 organizations and over 32 000 executives and find a positive relationship ...
Frances Fabian, James M. Plečnik, Shan Wang   +2 more
wiley   +1 more source