Results 141 to 150 of about 2,348 (264)
Signed Connectedness Among Cryptocurrencies, NFTs, and Foreign Exchange Markets. [PDF]
Yang S, Zhang X, Xu W.
europepmc +1 more source
ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini +3 more
wiley +1 more source
Firm value is an important indicator for investors in assessing corporate performance and future prospects. However, previous studies on the relationship between market capitalization, dividend policy, and firm value have produced inconsistent results ...
Aswandi Jufry +3 more
doaj
Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach. [PDF]
Zhang D, Yan X, Shen F.
europepmc +1 more source
ABSTRACT This study investigates the relevance of sustainable governance (SG) and its impactful elements in the context of the Russian market, a unique case of an isolated economy, using market value as a proxy for concept relevance. Adopting stakeholder and institutional approaches, this study uses panel data from 152 firms listed on the Moscow ...
Evgeniia Kiseleva +3 more
wiley +1 more source
Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]
Yan K +6 more
europepmc +1 more source
ABSTRACT The integration of environmental, social, and governance (ESG) factors into corporate business strategy has become progressively important, particularly for firms operating in high‐materiality industries where nonfinancial risks are more pronounced. This study examines the association between ESG performance and firm performance among European
Melinda Timea Fülöp +2 more
wiley +1 more source
TARFA: A Novel Approach to Targeted Accounting Range Factor Analysis for Asset Allocation. [PDF]
de Leon JJ, Medda F.
europepmc +1 more source
Exploring the Financial Perspective in Sustainability Strategies: The Case of the Tourism Industry
ABSTRACT This study examines the relationship between sustainability and corporate financial performance in the tourism sector. To address the mixed and inconclusive evidence in prior research, we develop an integrated theoretical framework that combines stakeholder theory, the resource‐based view, legitimacy theory, and agency theory and distinguishes
Rebecca Levy Orelli +3 more
wiley +1 more source
Existing evidence on the impact of climate risk on real estate valuations: a systematic map. [PDF]
Piseddu T, Vanhuyse F.
europepmc +1 more source

