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Banking Stability in the ESG Framework Across Italian Regions

Arnone, Massimo; Leogrande, Angelo; Costantiello, Alberto; … - 2024

This work aims to initiate a reflection on the awareness of environmental, social, and corporate governance issues, summarized in the acronym ESG (Environmental, Social, Governance), among Italian SMEs. The integration of ESG issues into business models has led to an expansion of the risk...

Persistent link: https://www.econbiz.de/10015213734

Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid

Jamaledini, Ashkan; Soltani, Ali; Khazaei, Ehsan - 2020

Economic energy management of grid-connected microgrid has been widely investigated. However, due to the binary variables of the generation unit’s status, the optimal result of the grid-connected microgrid is very hard. Thus, in this paper, the region search optimization algorithm (RSOA) is...

Persistent link: https://www.econbiz.de/10015213982

Fundamental Value Investors: Characteristics and Performance

Gray, Wesley; Kern, Andrew - 2008

We examine novel data on the detailed investment decisions of professional value investors. We find evidence that value investors are not easily defined: they exploit traditional tangible asset valuation discrepancies such as buying high book-to-market stocks, but spend more time analyzing...

Persistent link: https://www.econbiz.de/10015215189

Information Exchange and the Limits of Arbitrage

Gray, Wesley - 2008

Evidence suggests that arbitragers exchange investment ideas. We analyze why and under what circumstances sharing occurs. Our model suggests that sharing ideas will lead to the following: more efficient asset prices, larger arbitrager profits, and correlated arbitrager returns. We predict that...

Persistent link: https://www.econbiz.de/10015215190

Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts

Mukherjee, Kedar nath; Mishra, R. K. - 2008

Return and volatility spillover among Indian stock market with that of 12 other developed and emerging Asian countries … possibility of stock market integration and volatility spillover among India and its major Asian counterparties. Apart from …

Persistent link: https://www.econbiz.de/10015215285

The Efficiency of Trading Halts; Evidence from Bursa Malaysia

Bacha, Obiyathulla I.; Mohamed, Eskandar R.; Ramlee, Roslily - 2008

examining the three variables commonly impacted by trading halts, stock price reaction, volatility of returns and trading volume …, trading halts result in a positive price reaction, increased volume and volatility. We find evidence of information leakage … mandatory halts and the lower volatility for voluntary halts. We attribute the positive price reaction of mandatory halts to the …

Persistent link: https://www.econbiz.de/10015215436

Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE

Bardong, Florian; Bartram, Söhnke M.; Yadav, Pradeep K. - 2005

We analyze commonality in informed trading across stocks, and how informed trading varies with the structural and trading characteristics of a firm. We thereby isolate the residual level of informed trading that is unrelated to commonality, trading characteristics, and structural...

Persistent link: https://www.econbiz.de/10015215769

Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range

Kristoufek, Ladislav - 2009

between 1944 and 2009 and show that returns do not show any long-range dependence whereas volatility shows both short …

Persistent link: https://www.econbiz.de/10015217681

Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009

Kristoufek, Ladislav - 2009

Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...

Persistent link: https://www.econbiz.de/10015217686

Click to download data: an event study of Internet access to economic statistics

Tokel, O. Emre; Yucel, M. Eray - 2009

This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data...

Persistent link: https://www.econbiz.de/10015217895