Results 111 to 120 of about 100,218 (293)
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
, 2000 The Nasdaq Composite fell another $\approx 10 %$ on Friday the 14'th of April 2000 signaling the end of a remarkable speculative high-tech bubble starting in spring 1997. The closing of the Nasdaq Composite at 3321 corresponds to a total loss of over 35%
Johansen, Anders, Sornette, Didier
core +2 more sources
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
Journal of Futures Markets, EarlyView.ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source
Humanities & Social Sciences CommunicationsESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status.
Danni Yu +3 more
doaj +1 more source
The Impact of Geopolitical Risk on Trade Credit
International Journal of Finance &Economics, EarlyView.ABSTRACT In light of escalating global geopolitical tensions, understanding how firms respond to external shocks has become a critical issue for policymakers, corporate managers, and investors. This study investigates the impact of geopolitical risk (GPR) on firms' reliance on trade credit (TC)—an essential form of short‐term financing, particularly ...
Wafa'a B. Al‐Yafei, Hamdi Bennasr
wiley +1 more source
Diversifying Environmental, Social and Governance Portfolios: Evidence From China
International Journal of Finance &Economics, EarlyView.ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source
The Moderating Effect of Family Ownership on Earnings Management and Stock Price Crash Risk
International Research Journal of Business StudiesThis study examines the influence of earnings management on stock price crash risk within publicly listed companies in Indonesia. Additionally, it explores the moderating role of family ownership in this relationship, assessing whether it strengthens or ...
Aswin Parmita Sakti +1 more
doaj +1 more source
Expression of Concern: Management equity incentives and stock price crash risk: "Golden handcuffs" or "gold watch". [PDF]
PLoS One, 2023 PLOS ONE Editors.
europepmc +1 more source
Predicting economic market crises using measures of collective panic
, 2011 Predicting panic is of critical importance in many areas of human and animal behavior, notably in the context of economics. The recent financial crisis is a case in point.
Bar-Yam, Yaneer +5 more
core +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley +1 more source