... re-use rights only Glassdoor Textual analysis Employee satisfaction Abnormal returns G12 G41 G39 Employees often possess private information about management quality, operations and corporate culture that is not readily observable to investors. Online employer review websites...

... Firm age Analyst coverage Systematic risk Asymmetric beta Information environment Market integration G12 G14 G32 M21 Fundação para a Ciência e a Tecnologia UIDB/04007/2020 http://dx.doi.org/10.13039/501100001871 Funding: This work was supported by the Fundação para...

... Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only REITs Volatility CAPM Fama-French Kalman filter G12 Lucas Institute for Real Estate Development & Finance (Jones) Funding: A portion of this research was conducted while Travis L. Jones...

...-French models Anomalies Momentum Price-to-sales ratio Moroccan stock market G11 G12 The Fama-French (FF) models (1993 , 2015 , 2018) are widely recognized for explaining stock returns, yet their applicability in emerging markets remains a topic of ongoing debate. Standard asset...

... 2025 09 10 2025 10 12 2025 26 01 2026 02 02 2026 © Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Carbon market forecasting Multimodal data integration Large language model Prompt engineering G12 G15 Funding...

... FIEGARCH-X G12 G22 J16 Fundación Mutua Madrileña 060516-USPMM-01/22 http://dx.doi.org/10.13039/100008061 In an increasingly volatile business environment, corporate governance plays a critical role in ensuring organizational resilience and performance. A key question...

... 09 2024 07 09 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Asset pricing model Behavioral biases Prospect theory Quantile regression Risk preferences G11 G12 G41 C31 The investment decision-making field has...

... Employee stock options Cheap stock Cheap options G12 G13 H1. Privately owned firms underprice their sales or grants of restricted common stock and ESOs by issuing the equity claims at stock prices that reflect DLOMs that exceed typical adjustments for lack of marketability...

... Theory’s rationale in Vietnam’s stock market. © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Idiosyncratic risks Prospect theory Quantile regression Stock returns Vietnam G12 G40 C13 In this paper, we use the daily and monthly...

... Limited Licensed re-use rights only Frontier markets Market efficiency Political uncertainty Price clustering G10 G11 G12 G14 Prices allocate resources in a market economy. Hence, economists have a keen interest in studying the mechanisms of price adjustment in different types...

... for businesses, policymakers and investors during uncertainty periods. © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Herd behaviour Stock liquidity COVID-19 Government interventions Mood contagion G02 G10 G12 G15 A flourishing...

... should be greater than the momentum-size effect in the middle portfolios (i.e. those between the top and bottom quantiles). Price momentum Idiosyncratic risk Behavioral finance G12 G15 G40 Price momentum is a persistent global equity anomaly. What causes price momentum is one...

... firms Small firms Accounting conservatism G12 M41 We document two major findings in this study. First, market values of Silicon Valley firms with accounting losses are affected less by negative earnings than other firms with accounting losses in the United States outside of Silicon...

... be contacted at: miupete@mcmaster.ca 05 07 2022 05 08 2022 05 08 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Leveraged exchange-traded funds Compounding effect Fund performance Volatility asymmetry G10 G12 G23...

... against beta Capital asset pricing model India Emerging markets Beta anomaly Micro- and macro-inefficiencies Portfolio management Smart beta Betting against beta G10 G11 G12 G14 The positive risk–return relationship postulated by the Capital Asset Pricing Model (CAPM) (Sharpe...

... G12 G30 Q54 In the traditional CAPM (Markowitz, 1952 ; Sharpe, 1964 ; Lintner, 1965), one of the key assumptions is the constant beta of a risky asset which follows from homogeneous subjective expectations on the mean, variance and covariance of the asset returns by all investors (Bos...

... and conventional stock indices Bangladesh G11 G12 G14 G15 Recent studies, however, reveal contradictory findings regarding calendar anomalies (e.g. Kohers et al., 2004 ; Philpot and Peterson, 2011 ; Darrat et al., 2011 ; Zhang and Jacobsen, 2013 ; Seif et al., 2017...

... Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Index revision Compliance Price effect Volume effect Islamic index DJIM-GCC G12 G14 The Islamic financial industry has been growing at an exponential pace over the past decade. According...

... Informed investors G01 G12 G14 G34 G35 There exist two distinct schools of thought in the academic literature as to the valuation motive for share repurchases. One view suggests that the rationale for share repurchase is to provide price support for stocks that are presumably undervalued...

... of RV, following the Barndorff-Nielsen and Shephard (2004) techniques. © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Realized volatility Jumps Trading volume Order imbalance Abnormal short selling G10 G12 G13 The existing...