Similar Search Results

Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions

Curto, José Dias; Pinto, José Castro; Tavares, … - In: Statistical papers 50 (2009) 2, pp. 311-321

Persistent link: https://www.econbiz.de/10003815208

A new approach to bad news effects on volatility : the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)

Curto, José Dias; Tomaz, João Amaral; Pinto, José Castro - In: Portuguese economic journal 8 (2009) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10003823949

Herd behaviour and market efficiency : evidence from the Iberian stock exchanges

Curto, José Dias; Falcão, Pedro Fontes; Braga, André … - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 81-93

Persistent link: https://www.econbiz.de/10011883264

How does the market value corporate sustainability performance?

Lourenço, Isabel Costa; Branco, Manuel Castelo; Curto, … - In: Journal of business ethics : JOBE 108 (2012) 4, pp. 417-428

Persistent link: https://www.econbiz.de/10009581187

The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility : an expanded APARCH model

Curto, José Dias; Serrasqueiro, Pedro - In: Finance research letters 46 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013341276

How Does the Market Value Corporate Sustainability Performance?

Lourenço, Isabel - 2016

This study provides empirical evidence on howcorporate sustainability performance (CSP), as proxied bymembership of the Dow Jones sustainability index, isreflected in the market value of equity. Using a theoreticalframework combining institutional perspectives, stakeholdertheory, and...

Persistent link: https://www.econbiz.de/10013006884