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More risk, more information : how passive ownership can improve informational efficiency

Buss, Adrian; Sundaresan, Savitar - 2020

Persistent link: https://www.econbiz.de/10012228949

Diversification of risk exposure through country mutual funds under alternative investment opportunities

Naka, Atsuyuki; Noman, Abdullah - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 215-227

Persistent link: https://www.econbiz.de/10011792309

Stop losses momentum strategy : from profit maximization to risk control under White's Bootstrap reality check

Teplova, Tamara V.; Mikova, Evgeniya; Nazarov, Nikolai - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 240-258

Persistent link: https://www.econbiz.de/10011792865

Volatility feedback effect and risk-return tradeoff

Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 49-65

Persistent link: https://www.econbiz.de/10014490242

A greenwashing index

Gourier, Elise; Mathurin, Hélène - 2024

We construct a news-implied index of greenwashing. Our index reveals that greenwashing has become particularly prominent in the past five years. Its increase was driven by skepticism towards the financial sector, specifically ESG funds, ESG ratings and green bonds. We show that greenwashing...

Persistent link: https://www.econbiz.de/10014480177