Results 31 to 40 of about 9,046 (243)

IMPLEMENTATION OF ALTERNATIVE INDEX WEIGHTING TO WARSAW STOCK EXCHANGE

Copernican Journal of Finance & Accounting, 2017
Exchange Traded Funds are the fastest growing segment of investment management business. Over last eleven years ETF’s AUM grew over 2,000% This paper explores growing popularity of this investment vehicle and getting to the genesis of index tracking ...
Kamil Nowak
doaj   +1 more source

ETF Momentum

SSRN Electronic Journal, 2019
We document economically large momentum profits when sorting ETFs on returns over the past two to four years. A value-weighted, long-short strategy based on ETF momentum delivers Carhart (1997) four-factor alphas of up to 1.20% per month. Neither cross-sectional stock momentum nor co-variation with macroeconomic and liquidity risks can explain ETF ...
LI, Frank Weikai, TEO, Song Wee Melvyn, YANG, Chloe Chunliu   +2 more
openaire   +1 more source

Green Ambiguity Shapes Sustainable Investing

Business Strategy and the Environment, EarlyView.
ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia, Giacomo Morelli, Kevyn Stefanelli   +2 more
wiley   +1 more source

A Universal and Actionable Measure of Corporate Sustainability for Strategic Decision Making

Business Strategy and the Environment, EarlyView.
ABSTRACT Managers require a universal, comparable, and decision‐useful measure of corporate sustainability that can reliably inform business strategy, yet such a tool remains absent in the literature and current practice. This paper introduces a comprehensive and operational metric—grounded in Goertz's Basic Framework for developing social science ...
Mariapia Pazienza, Martin de Jong, Dirk Schoenmaker   +2 more
wiley   +1 more source

Autologous stem cell transplantation may be curative for patients with follicular lymphoma with early therapy failure without the need for immunotherapy

Hematology/Oncology and Stem Cell Therapy, 2019
Objective/Background: Patients with follicular lymphoma (FL) with early therapy failure (ETF) within 2 years of frontline therapy have poor overall survival (OS). We recently reported the results of autologous stem cell transplantation (ASCT) in patients
Ana Jiménez-Ubieto, Carlos Grande, Dolores Caballero, Lucrecia Yáñez, Silvana Novelli, Miguel Teodoro Hernández-Garcia, María Manzanares, Reyes Arranz, José Javier Ferreiro, Sabela Bobillo, Santiago Mercadal, Andrea Galeo, Javier LÓpez Jiménez, José M. Moraleda, Carlos Vallejo, Carmen Albo, Elena Pérez, Carmen Marrero, Laura Magnano, Luis Palomera, Isidro Jarque, Antonia Rodriguez, Leyre Lorza, Alejandro Martín, Erika Coria, Armando LÓpez-Guillermo, Antonio Salar, Juan José Lahuerta   +27 more
doaj   +1 more source

The Evolution of Environmental, Social, and Governance (ESG) and Risk and Its Implications for Sustainable Finance: A Systematic Literature Review

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Recent literature addressing ESG and risk has increased by 70% since mid‐2022, reflecting a growing interest in sustainable finance. Guided by the PRISMA flow diagram, this paper employs a hybrid systematic review methodology, combining bibliometric analysis with content analysis, to provide a comprehensive overview of the evolution of ESG and
Fahad Asmi, Alain Neher, Alfred Wong
wiley   +1 more source

The influence Of ETF listing on index constitution securities [PDF]

, 2011
P(論文)This paper was analyzed about the influence that index constitution securities received by listing of exchange-traded fund (ETF). 　The technique used in this paper inspects whether the price of index constitution securities before and after ETF ...
Sotojima, Kenji, 外島, 健嗣, 527, 9000018141376, ソトジマ, ケンジ, 528, 529   +6 more
core  

Gender Lens Equity Funds: A Methodological Breadth–Accountability Depth Framework and Observed Outcomes

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Despite rapid growth in gender lens investing (GLI), substantial variation remains in how gender lens equity funds (GLEFs) integrate gender equality criteria into investment strategies. We map a universe of 43 GLEFs and develop a framework capturing gender equality screening breadth and accountability depth (fund‐level disclosure and ...
Freyja Vilborg Thorarinsdottir, Ásta Dís Óladóttir, Gary L. Darmstadt, Sigríður Benediktsdóttir   +3 more
wiley   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Instrumenty typu ETC jako nowe instrumenty finansowe na GPW w Warszawie – wyzwania regulacyjne w aspekcie porównawczym

Finanse i Prawo Finansowe
Cel artykułu. W niniejszym artykule podjęto tematykę instrumentów finansowych typu ETC (ang. Exchange-Traded Commodities). Przyczynkiem do tej analizy było wprowadzenie pierwszego takiego instrumentu do obrotu na Giełdzie Papierów Wartościowych w ...
Marcin Opoka
doaj   +1 more source