... Publishing Limited Licensed re-use rights only Greenium Green bonds Sustainability-linked bonds Selection model G12 G15 M48 Q30 The first green bond was issued by the World Bank in 2008, while the first sustainability-linked bond (SLB) was issued by the energy company Enel...

... 2024 17 04 2024 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Market Beta Estimation International Stock Markets C58 G11 G12 G14 G15 G17 This paper evaluates the predictive and hedging performance of 11 market beta...

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... are our own. © 2025 Peixin Li and Baolian Wang 2025 Peixin Li and Baolian Wang Licensed re-use rights only Frequency of comovement Idiosyncratic volatility Counting heuristic International finance G11 G12 G15 G41 How investors evaluate the risk of an asset is central...

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...) 2023 Haimanot Kassa, Feifei Wang and Yan Xuemin (Sterling) Licensed re-use rights only Expected market return Volatility Risk-return tradeoff EGARCH G11 G12 G14 G15 The risk-return tradeoff is one of the most fundamental issues in finance. In static asset pricing models...

... Licensed re-use rights only Affine term structure models Bond and foreign currency risk premiums Out-of-sample forecasting G12 G15 In two seminal papers, Cochrane and Piazzesi (2005 , 2008) document a strong one-factor structure in the unconstrained predictability of one-year-ahead...

... Financial development q measurement error G15 G31 Prior literature offers contrasting conclusions regarding firms’ propensity to save/disburse funds out of cash flow. Almeida et al. (2004) show that because of their restricted access to external finance, financially...

.... Harvey Licensed re-use rights only Replication Research Culture Hard misconduct Soft misconduct Proprietary data Robustness P-hacking Reverse p-hacking Falsification Fabrication Plagiarism G00 G01 G10 G11 G12 G13 G14 G15 G17 G18 G19 G21 G22 G23 G24 G28 G29 G31...

.... © 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu Licensed re-use rights only Currency carry trade Currency risk factors Market efficiency F31 G12 G15 This paper empirically examines returns to carry trades...

... of this paper circulated under the title “Do Differences in Legal Protections Explain Differences in Ownership Concentration.” © 2016 C. G. Holderness 2016 C. G. Holderness Licensed re-use rights only Aggregation bias Law and finance Ownership concentration C18 G15 G32 G34 I thank...

..., and Yale. © 2016 C. G. Holderness 2016 C. G. Holderness Licensed re-use rights only Law and finance ownership concentration investors’ legal protections G15 G32 G34 One of the most influential findings from the law and finance literature is that large-percentage shareholders...