The correlation between a portfolio's equity and foreign exchange components plays a role in reducing foreign exchange exposure. Investors must account for this correlation when determining the extent of foreign exchange risk in emerging market equity portfolio investments. This study employs a...

This paper examines the practical implications of using high-frequency data in a fast and frugal manner. It recognises the continued widespread application of model free approaches within many trading and risk management functions. Our analysis of the relative characteristics of four model-free...

Purpose – The purpose of this paper is to present an exploratory study of employee voice and silence in international auditing firms. The authors examine two key questions: what is the propensity of employees in training to speak up on workplace problems and how would management react to...

This paper addresses the primary contribution of prospect theory against the landscape of an individual's self-attributed risk propensity. Risk propensity is captured using the IPI psychometric questionnaire for a sample of 521 participants. Participants are also presented with probability-based...