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Net economic gain from diversification in the commercial banking industry
Obaidan, Abdullah M. al - In: Applied financial economics 9 (1999) 4, pp. 343-354
Persistent link: https://www.econbiz.de/10001454656
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How do income diversification, firm size and capital ratio affect performance? : evidence for bank holding companies
Brighi, Paola; Venturelli, Valeria - In: Applied financial economics 24 (2014) 19/21, pp. 1375-1392
Persistent link: https://www.econbiz.de/10010460137
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The contribution of emerging markets in international diversification strategies
Kohers, Theodor; Kohers, Gerald; Pandey, Vivek - In: Applied financial economics 8 (1998) 5, pp. 445-454
Persistent link: https://www.econbiz.de/10001363714
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Does diversification strategy matter in explaining capital structure? : Some evidence from Spain
Menéndez-Alonso, Eduardo J. - In: Applied financial economics 13 (2003) 6, pp. 427-430
Persistent link: https://www.econbiz.de/10001770759
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Institutional flows and equity style diversification
Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450
Persistent link: https://www.econbiz.de/10003779553
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Portfolio diversification : a factor analysis approach
Hui, Tak-kee - In: Applied financial economics 15 (2005) 12, pp. 821-834
Persistent link: https://www.econbiz.de/10003070644
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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Corporate social responsibility and stock market performance
Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 19 (2009) 16/18, pp. 1283-1293
We analyse the performance of a large sample of Socially Responsible (SR) stocks relative to a Control Sample (CS) of equivalent size for 14 years. We find that individual SR stocks have on average significantly lower returns and unconditional variance than CS stocks when controlling for...
Persistent link: https://www.econbiz.de/10003886162
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An empirical analysis of structural models of corporate debt pricing
Teixeira, João C. A. - In: Applied financial economics 17 (2007) 13/15, pp. 1141-1165
Persistent link: https://www.econbiz.de/10003590559