Using intraday data we examine the response of futures on the British Long Gilt (Gilt), the German Government Bond (Bund), the U.S. Treasury Bond (Bond), the Japanese Government Bond (JGB), and the Italian Government Bond (IGB) to the release of U.S. macroeconomic news. Bond, Gilt, and Bund...

The main objective of this article is to explore how the number of observations included in a window may impact the rejection rate of linear windows. We employ two methodologies proposed in the literature in order to study the linear and nonlinear behaviour. We use daily Emerging Markets Bond...

The present study extends the international body of evidence on executive compensation by offering a novel account of the interaction of CEO gender with executive remuneration and firm performance in the Chinese market place. Examination of more than 10,000 firm-year observations, spanning the...

This paper is amongst the first to investigate weak-form efficiency of the most developed (G-20) countries in the world. It also measures the impact of the 2007 financial crisis on the stock markets of these countries, in terms of their efficiency. Serial correlation test, ADF unit root test, Lo...

This paper is a survey of the research on executive compensation from the period between 1995 and 2007, focusing on the most important academic publications in the area. The reason for analysing this period of time and these publications is that we believe that 13 years is enough time to cover a...

Based on a panel of US firms over the period of 1992 to 2004, we evaluated whether firms managed by female CEOs exhibit the same performance as firms managed by male CEOs. We also examined if the gender of the CEO affects the firm risk level, and if the compensation packages that boards give to...