Does improving a firm's environmental management system and environmental performance result in a higher stock price?
SJ Feldman, PA Soyka, PG Ameer - The Journal of Investing, 1997 - pm-research.com
1. A vice president with ICF Kaiser's Environmental Consulting Group in Fairfax, Virginia. He
has thirteen years of experience in strategic planning, environmental management, and …
has thirteen years of experience in strategic planning, environmental management, and …
Delayed reaction to good news and the cross‐autocorrelation of portfolio returns
G McQueen, M Pinegar, S Thorley - The Journal of Finance, 1996 - Wiley Online Library
We document a directional asymmetry in the small stock concurrent and lagged response to
large stock movements. When returns on large stocks are negative, the concurrent beta for …
large stock movements. When returns on large stocks are negative, the concurrent beta for …
Relationships among corporate level distinctive competencies, diversification strategy, corporate structure and performance
MA Hitt, RD Ireland - Journal of management studies, 1986 - Wiley Online Library
Recent evidence suggests that large multibusiness firms can enhance performance by
developing and exploiting corporate level distinctive competencies. In this study of 185 …
developing and exploiting corporate level distinctive competencies. In this study of 185 …
Individual investors and risk-taking
TH McInish - Journal of economic psychology, 1982 - Elsevier
During the last decade, a large amount of information has been collected concerning
financial markets and financial institutions. Less is known about individual investors. This …
financial markets and financial institutions. Less is known about individual investors. This …
CAPM: an absurd model
P Fernandez - Business Valuation Review, 2015 - meridian.allenpress.com
The Capital Asset Pricing Model (CAPM) is about expected return. If you find a formula for
expected returns that works well in the real markets, would you publish it? Before or after …
expected returns that works well in the real markets, would you publish it? Before or after …
How securitization can benefit from blockchain technology
LR Cohen, L Samuelson, H Katz - Journal of Structured …, 2017 - search.proquest.com
Blockchain and distributed ledger technology has drawn increasing attention from both the
business and legal communities. This article addresses the potential benefits of blockchain …
business and legal communities. This article addresses the potential benefits of blockchain …
[BOOK][B] Betas used by Professors: a survey with 2,500 answers
P Fernandez - 2019 - media.iese.edu
We report 2,510 answers from professors from 65 countries and 934 institutions. 1,791
respondents use betas, but 107 of them do not justify the betas they use. 97.3% of the …
respondents use betas, but 107 of them do not justify the betas they use. 97.3% of the …
[PDF][PDF] An empirical comparison of alternative models of capital asset pricing in Germany
A Sauer, A Murphy - Journal of Banking and Finance, 1992 - academia.edu
Already with one of the largest stock markets in the world by both market value and trading
volume, Germany has taken on even greater importance as a financial center within an …
volume, Germany has taken on even greater importance as a financial center within an …
DIDMCA and bank market risk: Theory and evidence
TP Bundt, TF Cosimano, JA Halloran - Journal of Banking & Finance, 1992 - Elsevier
This paper examines the theoretical and empirical consequences of the Depository
Institutions Deregulation and Monetary Control Act of 1980 on the market risk of the US …
Institutions Deregulation and Monetary Control Act of 1980 on the market risk of the US …
Are imputation credits capitalised into stock prices?
KW Siau, SJ Sault, GJ Warren - Accounting & Finance, 2015 - Wiley Online Library
We investigate whether imputation tax credits are capitalised into A ustralian stock prices by
utilising discounted cash‐flow valuation models and examining the relation between …
utilising discounted cash‐flow valuation models and examining the relation between …