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All businesses must balance a focus on profits with a focus on ethics. In today¡¯s business world, investors are paying an increasing amount of attention to companies¡¯ commitments to corporate sustainability (CS). In order to enhance the credibility of their CS investments, large companies...
Persistent link: https://www.econbiz.de/10011267024
The behaviour of the distribution of stock returns is of fundamental importance in financial economics, in view of its direct bearing on the descriptive validity of any theoretical model. We analysed the behaviour of Japanese stock return distributions using the Pearson system of frequency...
Persistent link: https://www.econbiz.de/10010674513
We investigated the profitability of a simple and easily implementable pairs trading strategy that included trading costs and restrictions to short selling so as to replicate an effective strategy exploitable by an individual investor. Notwithstanding the limitations embodied in our model, pairs...
Persistent link: https://www.econbiz.de/10010701135