Does sustainability index matter to the hospitality industry?

CHJ Su, CD Chen - Tourism management, 2020 - Elsevier
Abstract Employing the Dow Jones Sustainability North America Index (DJSI) as a proxy for
a firm's socially responsible investments, this research analyzes whether DJSI generates …

Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language

M Martinez-Blasco, V Serrano, F Prior, J Cuadros - Financial innovation, 2023 - Springer
The current financial education framework has an increasing need to introduce tools that
facilitate the application of theoretical models to real-world data and contexts. However, only …

Transmission process and determinants of sovereign credit contagions: Global evidence

CC Chen, CD Chen, D Lien - International Review of Economics & Finance, 2024 - Elsevier
This research utilizes an event study to analyze the contagion patterns of sovereign credit
ratings among global stock markets. Unlike other extant literature with limited samples, this …

[PDF][PDF] Institutional settings and their impact on the IPO activity: An exploratory study based on qualitative modelling

T Meluzín, M Zinecker, AP Balcerzak… - Acta Polytechnica …, 2021 - acta.uni-obuda.hu
This article deals with the propagation of rumours about the introduction of institutional
settings, which are intended to make the going public strategy in a country more attractive …

Causal decomposition on multiple time scales: Evidence from stock price-volume time series

C Xu, X Zhao, Y Wang - Chaos, Solitons & Fractals, 2022 - Elsevier
This paper proposes a new causal decomposition method and further applies it to the study
of information flow on different time scales between two financial time series. The method of …

Do institutions trade ahead of false news? Evidence from an emerging market

Q Li, J Wang, L Bao - Journal of Financial Stability, 2018 - Elsevier
Many studies examine the use of false news as a method of stock price manipulation.
Empirical research shows, for example, that false news generates persistent abnormal …

Uneasy lies the head that wears a crown: Firm network status and market response to negative rumors

MX Fan, H Wu, SX Ying, J You - Pacific-Basin Finance Journal, 2023 - Elsevier
This study investigates whether firm status in networks is a burden in the context of negative
rumors. We use a network approach to capture firms' network of affiliations through cross …

[PDF][PDF] Market reactions for targets of M&A rumours—evidence from China

S Yang, S Chen - Economic research-Ekonomska istraživanja, 2021 - hrcak.srce.hr
This paper investigates investorsL reactions to takeover rumours in ChinaLs stock markets
from 2004 to 2014. While we find prerumour price run-ups (abnormal returns) for merger and …

The impact of takeover anticipation on rival firms

F Davis, S Davis, X Sha, T Walker - Journal of Business …, 2022 - Wiley Online Library
This paper utilizes a large, hand‐collected dataset to observe for the first time the initial
wealth impact of an anticipated takeover bid on the target's rival. Distinguishing among …

[HTML][HTML] Assessing Mutual Fund Performance in China: A Sector Weight-Based Approach

D Sheng, HA Montgomery - Mathematics, 2024 - mdpi.com
In many financial markets across the globe, full historical position disclosure is not required
of mutual funds, or it is subject to prolonged delays, often due to regulatory restrictions. This …