Search Results - subject:"STOCKS"

Quantum computing approach to realistic esg-friendly stock portfolios

Catalano, Francesco; Nasello, Laura; Guterding, Daniel - In: Risks : open access journal 12 (2024) 4, pp. 1-20

a continuous fashion, as if stocks could be bought in fractional increments, practical implementations often resort to … approximations, as fractional stocks are typically not tradeable. While these approximations are effective for large investment … portfolio optimization with ESG (environmental, social, governance) ratings for EURO STOXX 50 index stocks. We introduce a …

Persistent link: https://www.econbiz.de/10014636503

The real impacts of public short campaigns : evidence from stakeholders

Liu, Claire; Low, Angie; Talis Putniņš - In: Journal of corporate finance 88 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10015071102

Short-selling constraints and firm-level climate change exposure : evidence from utility firms

Zhang, Wei - In: Economics letters 237 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015073874

The demography of crisis-driven outflows from Venezuela

Garcia Arias, Jenny - In: Population and development review 50 (2024) 3, pp. 643-675

Persistent link: https://www.econbiz.de/10015116806

Volatility spillover across spot and futures markets : evidence from dual financial system

Elsayed, Ahmed; Asutay, Mehmet; Alaoui, Abdelkader O. el; … - In: Research in international business and finance 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015062170

Bank tail risk in China

Yang, Huan; Cai, Jun; Huang, Lin - In: International studies of economics 19 (2024) 2, pp. 186-222

In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure … from Chinese bank stocks. The univariate conditional tail risk is considerably higher than the unconditional tail risk. The … stocks in China when compared with developed market risk factors. However, the cross-market tail linkage between developed …

Persistent link: https://www.econbiz.de/10015063904

Heterogeneous capital stocks and economic inertia in the US economy

Chester, D.; Lynch, C.; Szerszynski, B.; Mercure, … - In: Ecological economics 217 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014636911

Efficiency of financial production process and its dependence on price anchors : evidence from India

Kundu, Sayantan; Banerjee, Aditya - In: IIMB Management Review 36 (2024) 1, pp. 56-70

Indian firms across 11 industries. Results show that a significant number of stocks are FPP inefficient, and the FPP …

Persistent link: https://www.econbiz.de/10014636924

Does climate policy uncertainty predict renewable energy stocks? : a quantile-based (a)symmetric causality analysis

Alharbey, Mohammed; Ben Salha, Ousama - In: Energy strategy reviews 54 (2024), pp. 1-13

heterogeneous distributional predictability of climate policy uncertainty on the return and volatility of renewable energy stocks …

Persistent link: https://www.econbiz.de/10014637131

Variance of entropy for testing time-varying regimes with an application to meme stocks

Shternshis, Andrey; Mazzarisi, Piero - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 215-258

Persistent link: https://www.econbiz.de/10015044801