An introduction to the theory and methods of empirical asset pricing, integrating classical
foundations with recent developments. This book offers a comprehensive advanced …

We demonstrate the importance of firm-specific and industry-specific factors in the leverage
decision on a sample of Australian publicly listed companies from 1999 to 2012. Empirical …

Global equity markets experienced a substantial downfall with the outbreak of the COVID-19
pandemic. At the peak of the downfall, S&P Dow Jones reported that their Islamic equity …

This study contributes in building emerging literature by investigating the impacts of global
economic policy uncertainty on Malaysian sectoral stock performance. This study models …

The systematic failure of the global equity markets during the recent financial crisis made
investors re-evaluate their portfolio constituents. It is argued that equities that comply with …

The growth of Socially Responsible Investment (SRI) has been impressive during the last
two decades. Such growth has stimulated financing of developments and improvements in …

This paper explores the financial performance of a mainstream socially responsible
investment equity index in emerging markets: the Brazilian Corporate Sustainability Index …

This paper investigates the time-varying behavior of systematic risk for 18 pan-European
sectors. Using weekly data over the period 1987–2005, six different modeling techniques in …

In this paper, we review the history of scholarly finance research in the A sia P acific B asin.
We do this by analysing the four leading regional finance journals–A ccounting and F …

This paper investigates the forecasting ability of four different GARCH models and the
Kalman filter method. The four GARCH models applied are the bivariate GARCH, BEKK …