We empirically examine the role of board gender diversity in influencing stock price crash risk at the firm-level in twelve (12) Asia-Pacific Markets. Using a dataset comprising data from 1021 listed firms over the period 2006-2016, we employ a random effect model in a regression setting....

The organizational sustainability heavily depends upon employee performance. The aim of the study is to examine the relationship of organizational justice and in-role employee performance. Moreover, the organizational embeddedness and employee advocacy are used as mediator and moderator,...

For this research, we examined the influence of access to domestic and international financing on sustainability performance with a mediating role of innovative performance and a moderating role of access to government support. Data were collected from 317 small and medium-sized enterprises...

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for tail related risk measures.

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for tail related risk measures.

In this paper we use high-frequency multivariate data and attempt to model the joint distribution (dependence structure) of daily KSE-100 returns, S&P 500 and SSE 180 index. We compute portfolio Value at Risk (VaR) using Archimedean copula for three multivariate models, which were used to model...

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani financial data. It also introduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing financial models for tail related risk measures.