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Stock price reactions to ESG News : the role of ESG ratings and disagreement

Serafeim, George; Yoon, Aaron - 2020 - This draft: October 2020

We investigate whether ESG ratings predict future ESG news and the associated market reactions. We find that the consensus rating predicts future news, but its predictive ability diminishes for firms with large disagreement between raters. Relation between news and market reaction is moderated...

Persistent link: https://www.econbiz.de/10012511894

Management science, economics and finance : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016

This paper provides a brief review of the connecting literature in management science, economics and finance, and …

Persistent link: https://www.econbiz.de/10011479822

Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH

Brännäs, Kurt; Gooijer, Jan G. de - 2000

The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...

Persistent link: https://www.econbiz.de/10011303289

Impact investing: a theory of financing social enterprises

Roth, Benjamin N. - 2020

I present a model of financing social enterprises to delineate the role of impact investors relative to “pure” philanthropists. I characterize the optimal scale and structure of a social enterprise when financed by grants, and when financed by investments. The analysis yields two heuristics...

Persistent link: https://www.econbiz.de/10012177774

Big Data, computational science, economics, finance, marketing, management, and psychology : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018

The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …

Persistent link: https://www.econbiz.de/10011794391

Decision sciences, economics, finance, business, computing, and big data : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018

This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …

Persistent link: https://www.econbiz.de/10011807780

Autonomous, Connected, Electric Shared vehicles (ACES) and public finance : an explorative analysis

Adler, Martin W; Peer, Stefanie; Sinozic, Tanja - 2019

This paper discusses the implications of autonomous-connected-electric-shared vehicles (ACES) for public finance, which … depends on the implementation of tailored public finance policies. In particular, the introduction of road tolls in line with …-dependencies, and the risk of lock-in effects in sub-optimal public finance regimes, further research and near-term policy action …

Persistent link: https://www.econbiz.de/10011960407

Machine learning approaches to facial and text analysis : an application to CEO oral communication

Choudhury, Prithwiraj; Wang, Dan J.; Carlson, Natalie A.; … - 2018

Persistent link: https://www.econbiz.de/10011929012

Can financial innovation solve household reluctance to take risk?

Calvet, Laurent E.; Célérier, Claire; Sodini, Paolo; … - 2017

Persistent link: https://www.econbiz.de/10011929023

Does financial misconduct affect the future compensation of alumni managers?

Groysberg, Boris; Lin, Eric; Serafeim, George - 2017

We explore how an organization's financial misconduct may affect pay for former employees not implicated in wrongdoing. Drawing on stigma theory we hypothesize that although such alumni did not participate in the financial misconduct and they had left the organization years before the...

Persistent link: https://www.econbiz.de/10011928843