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Colak, Gonul; Fu, Mengchuan; Hasan, Iftekhar - 2022

This paper offers a novel framework, combining firm operational risk, IPO pricing risk, and market risk, to model IPO failure risk. By analyzing nearly a thousand variables, we observe that prior IPO failure risk models have suffered from a major missing-variable problem. Evidence reveals...

Persistent link: https://www.econbiz.de/10013296828

Asymmetric risk impacts of Chinese tourists to Taiwan

Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018

Since 2008, when Taiwan's President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan's largest source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the short-run and long-run persistence of shocks to the...

Persistent link: https://www.econbiz.de/10011848107

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … Uncertainty" is to highlight some areas of research in which novel econometric, financial econometric and empirical finance … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …

Persistent link: https://www.econbiz.de/10010366930

Climate Risks and Debt Specialization

Francis, Bill; Hasan, Iftekhar; Jiang, Chunxia; Sharma, Zenu - 2022

This paper examines the debt structure of a sample of U.S. firms exposed to climate risks. Climate risks, categorized as physical, regulatory, and transition risks are associated with greater debt specialization for the affected firms. We find physical and regulatory risks, propagating through...

Persistent link: https://www.econbiz.de/10013492100

The impacts of intellectual property rights protection on cross-border M&As

Hasan, Iftekhar; Khalil, Fahad; Sun, Xian - 2017

We investigate the impacts of improved intellectual property rights (IPR) protection on cross-border M&A performance. Using multiple measures of IPR protection and based on generalized difference-in-differences estimates, we find that countries with better IPR protection attract significantly...

Persistent link: https://www.econbiz.de/10012148319

The Impacts of Intellectual Property Rights Protection on Cross-Border M&As

Hasan, Iftekhar - 2019

Persistent link: https://www.econbiz.de/10012901367

Measuring risk in environmental finance

Hoti, Suhejla; McAleer, Michael; Pauwels, Laurent L. - In: Journal of economic surveys 21 (2007) 5, pp. 970-998

Persistent link: https://www.econbiz.de/10003556396

On modeling IPO failure risk

Colak, Gonul; Fu, Mengchuan; Hasan, Iftekhar - In: Economic modelling 109 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013348242

Debt Structure When Bankruptcy Law Offers Incentives to Restructure

Hasan, Iftekhar - 2019

We augment the LLSV creditor rights index with a new “restructuring index” that measures the incentives provided to creditors to grant concessions outside formal bankruptcy. We study the joint impact of the two indexes on a firm's leverage policy. We show that the two indexes have at most a...

Persistent link: https://www.econbiz.de/10012903408

Editorial note : review papers for Journal of Risk and Financial Management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully with Volume 11 in 2018. Since the journal was established, JRFM has published in excess of 110 topical and interesting theoretical and empirical papers in financial economics,...

Persistent link: https://www.econbiz.de/10011855244

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