Results 171 to 180 of about 22,320 (216)
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between financial constraints and a firm's sustainability performance. Our empirical analysis utilises a panel of 40,445 observations from 9466 listed non‐financial firms across 44 countries, spanning the period from 2002 to 2019.
Boying Xu +2 more
wiley +1 more source
Stock Market Reactions to Climate Risk Events: A Systematic Literature Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT As global warming intensifies, climate risks' impact on firm value has become a critical concern for academia and investors. This systematic literature review analyzes 50 event studies in this research field, classifying them by climate risk type.
Mario Schuster, Rainer Lueg
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainability reports (SRs) are widely criticized for vague disclosures and selective emphasis on positive outcomes, yet systematic research on two core SR challenges remains limited: materiality (whether disclosed content is relevant) and balance (whether both achievements and challenges are reported).
Mahsa Mohammadrezaei +1 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Little is known about consumer preferences for combinations of circular business model patterns, despite their potential to benefit the design of product services. This study examines consumer preferences for product‐as‐a‐service offers, combined with circular product attributes, across Sweden and the Netherlands.
Steven Sarasini +5 more
wiley +1 more source
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Studies in Economics and Econometrics, 2002
A perspective is given on the dynamic nature, reliability, and the estimation of the market risk premium, as well as some implications concerning its current level. The analysis is based on a data set spanning some 76 years. An historical ?best estimate? of 7,5 percent is suggested for practical use.
Firer, Colin, Bradfield, David J
openaire +2 more sources
A perspective is given on the dynamic nature, reliability, and the estimation of the market risk premium, as well as some implications concerning its current level. The analysis is based on a data set spanning some 76 years. An historical ?best estimate? of 7,5 percent is suggested for practical use.
Firer, Colin, Bradfield, David J
openaire +2 more sources
The Globalization Risk Premium
The Journal of Finance, 2019ABSTRACTIn this paper, we investigate how globalization is reflected in asset prices. We use shipping costs to measure firms' exposure to globalization. Firms in low shipping cost industries carry a 7% risk premium, suggesting that their cash flows covary negatively with investors' marginal utility.
Jean-Noel Barrot +2 more
openaire +1 more source
SECULAR TRENDS IN RISK PREMIUMS
The Journal of Finance, 1972THIS PAPER CONSIDERS how risk premiums on investments are likely to change over time. The analysis is based upon results derived by Sharpe, Lintner and others [2, 5, 6, 9, 11] for equilibrium in the market for risk assets. To simplify the analysis it is assumed all physical assets are owned by firms.
Litzenberger, Robert H, Budd, A P
openaire +1 more source
Premium auctions and risk preferences
Journal of Economic Theory, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Audrey Hu, Theo Offerman, Liang Zou
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Management Science
Cyber risk is an important emerging source of risk in the economy. To estimate its impact on the asset market, we use machine learning techniques to develop a firm-level measure of cyber risk. The measure aggregates information from a rich set of firm characteristics and shows superior ability to forecast future cyberattacks on individual firms.
Hao Jiang 0050 +3 more
openaire +1 more source
Cyber risk is an important emerging source of risk in the economy. To estimate its impact on the asset market, we use machine learning techniques to develop a firm-level measure of cyber risk. The measure aggregates information from a rich set of firm characteristics and shows superior ability to forecast future cyberattacks on individual firms.
Hao Jiang 0050 +3 more
openaire +1 more source
Recovering the FOMC risk premium
Journal of Financial Economics, 2020The Federal Open Market Committee (FOMC) meetings are among the most important economic events. We propose a novel method to recover the FOMC risk premium and drift sizes. Empirically, we find that for the 192 meetings from 1996 to 2019, the FOMC risk premium varies across meetings, from 1 to 326 basis points (bps) with an average of 45 bps.
Hong Liu, Xiaoxiao Tang, Guofu Zhou
openaire +1 more source