Showing 1 - 10 of 10
This study delves into the influence of banks' governance and ownership structures on green lending. To examine this, we utilized the two-step system GMM and PCSE methods on the panel data of Vietnamese commercial banks spanning from 2010 to 2023. The findings suggest that board characteristics,...
Persistent link: https://www.econbiz.de/10015066370
Technological innovation has changed the financial market significantly with the increasing application of high-frequency data in research and practice. This study examines the performance of intraday implied volatility (IV) in estimating currency options prices. Options quotations at a...
Persistent link: https://www.econbiz.de/10014225987
This research examines the performance of the Islamic stock portfolio (ISP) and conventional stock portfolio (CSP) for the five industrial sectors and market in Malaysia. The capital asset pricing model statistics indicate that the ISP provides a higher return with a lower systematic risk...
Persistent link: https://www.econbiz.de/10012414460
This study introduces the intraday implied volatility (IV) for pricing the Australian dollar (AUD) options. The IV is estimated using the at-the-money one-month, two-month, and three-month maturity AUD options traded in the opening, midday, and closing period of a trading day. The...
Persistent link: https://www.econbiz.de/10012417927
Inclusive finance is a core concept of finance that makes various financial products and services accessible and affordable to all individuals and businesses, especially those excluded from the formal financial system. One of the leading forces affecting people's ability to access financial...
Persistent link: https://www.econbiz.de/10012594420
The impact of intellectual capital on green innovation has been extensively studied at the firm level. However, the influence of moderating factors on this dynamic at the national level remains underexplored in previous studies. This study examines the role of institutional quality in moderating...
Persistent link: https://www.econbiz.de/10015410901
This paper examines the impact of various corporate governance characteristics on the disclosure of corporate social responsibility (CSR) information in the context of developing markets during the COVID-19 pandemic. We used data from the annual reports of the top 100 companies listed on the Ho...
Persistent link: https://www.econbiz.de/10014460833
This study analyses the presence of implied volatility smirk (IVS) and its predictability of the US stock market crash during the Global Financial Crisis (GFC) through the in-sample and out-of-sample tests. The in-sample investigation was conducted for 18 cases (cases 1-18) to confirm the...
Persistent link: https://www.econbiz.de/10014513692
Challenging the perceived immunity of Islamic stocks to the global financial crisis, this research investigates whether there was any coherence and long-run cointegration between Islamic stocks of BRIC countries and S&P 500 options implied volatility smirk (IVS) in BRIC countries during the...
Persistent link: https://www.econbiz.de/10015100966
This study examines the influence of outsider CEOs on corporate dividend policies, specifically within the framework of an imputation tax environment, like in Australia. The study analyses 9826 firm-year observations from Australian firms listed on the ASX from 2012 to 2021. The study reveals...
Persistent link: https://www.econbiz.de/10015137907