-driven convertible bonds pricing model, which is inspired by the recent success of generative adversarial networks (GAN), to address the … model has a better convertible bonds pricing performance than both model-driven models, i.e. Black-Scholes, the constant …

We examine whether the uncertainty related to environmental, social, and governance (ESG) regulation developments is … reflected in asset prices. We proxy the sensitivity of firms to ESG regulation uncertainty by the disparity across the …

This article examines how the passage of the EU Taxonomy Regulation (TR) has affected the realized returns of TR … sustainable finance, whose work ultimately led to the TR. Second, stock market reactions around the publication of the regulation … environmentally sustainable companies increases with greater investor attention to the new regulation. Finally, we show that returns …

The short selling regulation of 2005 (regulation SHO), and its more restrictive version of 2008, was put in place to … curb potentially manipulative naked short selling. However, this regulation has been criticized in the literature for … reducing market quality. Contrary to other findings, I show that this regulation deters uninformed traders, and improves the …

, the results of the model suggest that under normal market conditions there may be a greater cost of regulation via …

diversification of risks by opening asset and derivative trading and market pricing in OTC markets. The third section describes FFDs …