Characterization and estimation of heterogeneous spatial autocorrelation in spatial autoregressive models. [PDF]
Zhao J, Pu Y.
europepmc +1 more source
Institutional Diversity in Banking and Economic Complexity
ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley +1 more source
Spatio-temporal modelling of COVID-19 infection and associated risk factors in Dakar, Senegal. [PDF]
Gadiaga AN +11 more
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Analysis of the spatiotemporal evolution and drivers of agricultural carbon emissions: evidence from provincial-level regions of China. [PDF]
Yuan Z, Wu R, Fang W, Liu Y.
europepmc +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Digitalization of circulation and sustainable resilience of food systems: spatial effects and transmission mechanisms. [PDF]
Wang H, Wang Q, Cao X, Zhang Z, Liu D.
europepmc +1 more source
How Does AI Empower Corporate ESG Practices? Mechanisms Based on Information Processing Theory
ABSTRACT In the context of the latest technological revolution and industrial transformation, Artificial Intelligence (AI) provides new impetus for the development of corporate ESG practices. This study, based on data from 2630 A‐share listed companies in China from 2010 to 2022, examines the impact of AI on corporate ESG performance and its mechanisms
Qin Zhu, Shanshan Jiang, Anna Min Du
wiley +1 more source
How to achieve low-carbon development in China: spatial spillover of education on carbon intensity. [PDF]
Ma C, Wu H.
europepmc +1 more source
Developing a Z‐ESG Score Model for Assessing Corporate ESG Performance
ABSTRACT In this study we develop a novel, unique ESG rating model that exploits the logic of the Z‐score by Altman (1968) to discriminate between ESG performing and non‐ESG performing firms using indicators of ESG performance for each of the three pillars (Environmental, Social, Governance) in place of financial ratios.
Edward I. Altman +3 more
wiley +1 more source

