Results 41 to 50 of about 568 (208)
International Journal of Financial Studies, 2019 Selecting funds is a common problem for investors who use published available data on fund indicators while they are selecting the funds. Since this process deals with more than one indicator, the investing issue becomes multi-criteria decision-making ...
Ioannis E. Tsolas
doaj +1 more source
Exchange-traded funds as an alternative investment option
Notas Económicas, 2019 We conduct an analysis of Exchange-traded Funds (ETFs), Index and Equity mutual funds and their respective benchmark during the 2010-2015 period for the Portuguese fund industry. For the period 2010-2017, we test ETFs for price inefficiency (existence of
António Afonso, Pedro Cardoso
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Investor overconfidence in the South African exchange traded fund market
Cogent Economics & Finance, 2021 Exchange Traded Funds (ETFs) have proven to be extremely popular amongst both retail and institutional investors. The increasing interest in this asset class may incite overconfidence in its’ investor base, which could lead to undesirable market effects ...
Damien Kunjal, Faeezah Peerbhai
doaj +1 more source
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 +3 more
wiley +1 more source
COMPARAÇÃO E CLASSIFICAÇÃO DE RISCO ENTRE ETFS E SEUS ÍNDICES DE REFERÊNCIA
Revista Mosaico, 2018 Exchange Traded Funds (ETFs) são fundos negociados em bolsa de valores que foram a poucos anos incorporados no mercado de capitais brasileiro, fato ocorrido apenas em 2004.
Pedro Paulo Melo Arantes +3 more
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Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Thunderbird International Business Review, EarlyView.ABSTRACT The paper explores the evolving relationship between decarbonization strategies, environmental performance within ESG frameworks, and the economic performance of multinational companies in the context of increasing environmental and geopolitical uncertainty.
Maurizio Pompella, Lorenzo Costantino
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Human Capital Disclosure and Labor Market Outcomes: Evidence from Regulation S‐K
Journal of Accounting Research, EarlyView.ABSTRACT We examine the labor market consequences of the 2020 Regulation S‐K requiring human capital disclosure in 10K filings. Using large‐sample job‐level data and a Generative Large Language Model (GLLM), we observe that public firms subject to the regulation increase their disclosure of diversity, equity, and inclusion (DEI) information in job ...
Jung Ho Choi, Dan Li, Daniele Macciocchi
wiley +1 more source
The Weaponization of ESG Infrastructures and the Future of Green Finance
Global Policy, EarlyView.ABSTRACT The trillion‐dollar green finance industry faces growing pushbacks from a range of actors. While criticisms vary—from portraying ESG as part of a “woke” agenda to highlighting risks of greenwashing—we now see mass departures from climate–finance initiatives, with asset managers coming under fire from regulators over ESG policies and activist ...
Annika Stenström
wiley +1 more source
Asia-Pacific Journal of Financial Studies, EarlyView.Abstract This study develops an explainable machine learning model to predict cryptocurrency delistings using Binance data. It combines quantitative indicators (price, volume) with qualitative data from real‐time news and Reddit. Latent Dirichlet Allocation (LDA) is used to extract topic trends and community reactions, which are transformed into time ...
Sungju Yang, Hunyeong Kwon
wiley +1 more source