Results 21 to 30 of about 118,615 (222)
Business Strategy and the Environment, Volume 32, Issue 1, Page 820-841, January 2023., 2023 Abstract Recent research suggests that the effect of greenwashing and corporate financial performance (CFP) is ambiguous. This call for study the contextual factors that create contingencies in the greenwashing–CFP relationship. Using a sample of 2816 observations covering 735 Chinese‐listed firms in 21 different industries from 2013 to 2017, this ...
Wei Li +3 more
wiley +1 more source
Short-time implied volatility of additive normal tempered stable processes [PDF]
arXiv, 2021 Empirical studies have emphasized that the equity implied volatility is characterized by a negative skew inversely proportional to the square root of the time-to-maturity. We examine the short-time-to-maturity behavior of the implied volatility smile for pure jump exponential additive processes.
arxiv
Mean field game of mutual holding with defaultable agents, and systemic risk [PDF]
arXiv, 2023 We introduce the possibility of default in the mean field game of mutual holding of Djete and Touzi [11]. This is modeled by introducing absorption at the origin of the equity process. We provide an explicit solution of this mean field game. Moreover, we provide a particle system approximation, and we derive an autonomous equation for the time ...
arxiv
Market Impact: A Systematic Study of the High Frequency Options Market [PDF]
Quantitative Finance, 2021, vol. 21, no 1, p. 69-84, 2019 This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces before being sent to the market on one of the main Asian markets.
arxiv +1 more source
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev +3 more
wiley +1 more source
Additive normal tempered stable processes for equity derivatives and power law scaling [PDF]
, 2019 We introduce a simple model for equity index derivatives. The model generalizes well known L\`evy Normal Tempered Stable processes (e.g. NIG and VG) with time dependent parameters. It accurately fits Equity index implied volatility surfaces in the whole time range of quoted instruments, including small time horizon (few days) and long time horizon ...
arxiv +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad +3 more
wiley +1 more source
Weaving Equity into Infrastructure Resilience Research and Practice: A Decadal Review and Future Directions [PDF]
arXiv, 2023 After about a decade of research in this domain, what is missing is a systematic overview of the research agenda across different infrastructures and hazards. It is now imperative to evaluate the current progress and gaps. This paper presents a systematic review of equity literature on disrupted infrastructure during a natural hazard event. Following a
arxiv
Agribusiness, EarlyView.Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley +1 more source