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Corporate resilience during crises and the role of ESG factors : evidence from the COVID-19 pandemic

Walker, Thomas; Fernandes, Alisha; Karami, Moein - In: Finance research letters 69 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015190969

Ecological, societal, and technological risks and the financial sector

Walker, Thomas (ed.); Gramlich, Dieter (ed.); … - 2020

Persistent link: https://www.econbiz.de/10012208627

Corporate governance and default risk in financial firms over the post-financial crisis period : international evidence

Switzer, Lorne N.; Tu, Qiao; Wang, Jun - In: Journal of international financial markets, … 52 (2018), pp. 196-210

Persistent link: https://www.econbiz.de/10011986236

Institutional investment horizon, the information environment, and firm credit risk

Switzer, Lorne N.; Wang, Jun - In: Journal of financial stability 29 (2017), pp. 57-71

Persistent link: https://www.econbiz.de/10011825579

Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework

Sun, Xiaolei; Yao, Xiaoyang; Wang, Jun - In: Finance research letters 21 (2017), pp. 214-221

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When banks become shareholder activists

Song, Keke; Wang, Jun - In: Journal of banking & finance 153 (2023), pp. 1-19

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Does media coverage deter firms from withholding bad news? : evidence from stock price crash risk

An, Zhe; Chen, Chen; Naiker, Vic; Wang, Jun - In: The journal of corporate finance : contracting, … 64 (2020), pp. 1-25

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Calendar anomalies in the Kenyan stock exchange

Lu, Xing; Zhuang, Hong; Wang, Jun; Mbugua, Samuel; … - In: African review of economics and finance : AREF : the … 16 (2024) 1, pp. 42-62

Persistent link: https://www.econbiz.de/10015327565

Corporate Governance and Default Risk in Financial Firms Over the Post Financial Crisis Period : International Evidence

Switzer, Lorne N. - 2016

This paper looks at the post-financial-crisis period, and the relationship between default risk and corporate governance for financial firms outside North America. Default risk is measured by both credit default swap spreads (CDS) and the Merton-type default probabilities from Bloomberg. Our...

Persistent link: https://www.econbiz.de/10012998422

Policy synergy on stock price crash risk : an intergovernmental perspective

Liao, Yinchao; Jun, Wang; Liao, Lei; Shu, Xiaoyang; … - In: Finance research letters 67 (2024) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10015061405