Results 131 to 140 of about 180,143 (369)
Recent Green and Sustainable Pd‐Catalyzed Aminations
ChemSusChem, Accepted Article.Pd‐catalyzed aminations, while a powerful and commonly employed method of C‐N bond construction, often relies on unsustainable technologies that utilize: egregious organic solvents, high temperatures, long reaction times, and high catalyst loadings, especially of palladium.
John M Saunders +6 more
wiley +1 more source
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
Journal of Forecasting, EarlyView.ABSTRACT This paper introduces an extended multivariate EGARCH model that overcomes the zero‐return problem and allows for negative news and volatility spillover effects, making it an attractive tool for multivariate volatility modeling. Despite limitations, such as noninvertibility and unclear asymptotic properties of the QML estimator, our Monte ...
Yongdeng Xu
wiley +1 more source
Environmental policies, national culture, and stock price crash risk: Evidence from renewable energy firms [PDF]
, 2020 This study investigates the impact of country-level environmental performance and national culture on the stock price crash risk of renewable energy firms.
Karan, M.B., Yildiz, Y.
core +1 more source
Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model
Journal of Forecasting, EarlyView.ABSTRACT This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model, we consider six variations of the model with different bandwidths and smoothing variables and ...
Wen Xu +2 more
wiley +1 more source
Real earnings management: A review of the international literature
Accounting &Finance, Volume 62, Issue 4, Page 4279-4344, December 2022., 2022 Abstract We provide a systematic literature review of the determinants and consequences of real earnings management (REM) in an international context. We provide a theoretical framework for REM, the development of REM measures, and review the determinants of REM, categorising these into financial reporting, auditing, governance and controls, capital ...
Ahsan Habib +4 more
wiley +1 more source
Relationship between Information Disclosure with the Stock Price Synchronicity and Crash Risk of Falling Stock Prices within Simultaneous Equations System [PDF]
مجله دانش حسابداری, 2019 Objective: This study examines the bilateral (two-sided) relationship between information disclosure with stock price synchronicity and the crash risk of falling stock prices in the companies listed in the Tehran Stock Exchange, TSE, in the period 2008 ...
Ahmad Fallahzadeh Abarghouhei +2 more
doaj +1 more source
Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
Journal of Forecasting, EarlyView.ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano +1 more
wiley +1 more source
Internal Control Weakness and Stock Price Crash Risk [PDF]
, 2015 Considering that stock price crashes are positively associated with opaque financial reporting and that effective internal control over financial reporting is essential for reliable and transparent financial reporting, it is thus vital to establish and ...
Hong, Siwoon, Lee, Jong Eun
core +2 more sources
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Journal of Futures Markets, EarlyView.ABSTRACT Since the inception of Volatility Index (VIX) options trading, academic literature has persistently sought accurate methods for jointly calibrating the prices of the S&P 500 index (SPX) and VIX options. This study introduces a novel nonparametric approach, called the joint implied willow tree (JIWT) method, aimed at resolving this joint ...
Bing Dong, Wei Xu, Zhenyu Cui
wiley +1 more source
Journal of Futures Markets, EarlyView.ABSTRACT In this paper, we investigate alternative one‐factor and two‐factor continuous‐time models with both affine and non‐affine variance dynamics for the Chinese options market. Through extensive empirical analysis of the option panel fit and diagnostics, we find that it is necessary to include both the non‐affine feature and the multi‐factor ...
Yifan Ye, Zheqi Fan, Xinfeng Ruan
wiley +1 more source