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Employee treatment and firm performance: evidence from topic modelling in lawsuit announcements
This study uses a machine learning technique to assess whether employee lawsuits are informative in predicting firm performance. Using a Bayesian...
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Effect of Index Concentration on Index Volatility and Performance
The presented study investigated the effect of index concentration on component security and index variances to explore the possibility of...
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Correction to: Sustainability efforts, index recognition, and stock performance
A correction to this paper has been published: https://doi.org/10.1057/s41260-021-00216-2
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Stock picking in the US market and the effect of passive investments
In this paper, we strove to provide evidence about the alleged structural changes in the US equity markets that have dramatically reduced the...
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The dynamic relation between board gender diversity and firm performance: the moderating role of shareholder activism
California became the first state in the US to require gender diversity on publicly corporate boards. To provide timely evidence on the heated...
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Performance Evaluation of Socially Responsible Funds Compared to Their Benchmark Index in India: Evidence from the Covid-19 Crisis
This study aimed at differentiating the qualitative characteristics (Basic and Technical) of the Indian Socially Responsible (SR) funds. The study...
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The context of earnings management and its ability to predict future stock returns
This paper constructs a signal-based composite index, namely ESCORE, which captures the context of earnings management. Specifically, ESCORE...
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Do Co-opted Boards Affect the Financial Performance of Insurance Firms?
We examine the performance-effects of Chief Executive Officer (CEO) co-opted boards in United Kingdom (UK) property-casualty insurers. We report that...
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Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness
This study examines the hedging of Islamic and conventional stock markets risks using diverse financial assets (namely gold, crude oil, VISTOXX, VIX,...
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Does Market Performance (Tobin’s Q) Have A Negative Effect On Credit Ratings? Evidence From South Korea
Tobin’s Q is an established measure of firm performance, based on investor confidence. However, the association between Tobin’s Q and credit ratings...
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Relationship between financial innovations and the performance of commercial banks
The objective of this research paper is to analyze the impact of financial innovations on the financial performance of commercial Banks in Pakistan....
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Risk management disclosures and banks financial performance: evidence from emerging markets
Risk management disclosures have attracted considerable attention after the financial crisis of 2007–2008. This study explores the relationship...
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The Early Days of Neobanks in Europe: Identification, Performance, and Riskiness
This paper identifies banks born with a digital business model (‘neobanks’) and examines their performance and riskiness vis-à-vis traditional peers....
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Stock Return Data and Empirical Methods
This chapter gives methodological details of our sample data and empirical tests that will be used in forthcoming chapters. A large time series of...
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Ex-ante performance of REIT portfolios
The Real Estate Investment Trust (REIT) market has become an increasingly important vehicle for alternative investment for equity investors. While...
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Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation
This study investigates the impact of both social and news sentiments indices on the dynamic stock–bond correlation across wavelet-based time-scales...
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The Performance of Socially Responsible Investing: A Review
This chapter provides a comprehensive examination of the existing empirical literature on socially responsible investments (SRI) compared to...
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Crude Oil Prices, Exchange Rates, Stock Markets and Industrial Production Relationships in Emerging Markets
The aim of this paper is to examine the relationship between exchange rates, real stock returns, crude oil prices, and industrial production levels...
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Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India
This study attempts to examine the adaptive market hypothesis and evolving predictability of stock returns using four decades of daily data from the...
