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Stock price effects of climate activism : evidence from the first Global Climate Strike

Ramelli, Stefano; Ossola, Elisa; Rancan, Michela - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012629687

US equity benchmarks - broad-cap, size, and style indexes : slicing and dicing the US equity market

Platt, Gardner; Pope, Brad; Rakvin, Chad - In: Active index investing : maximizing portfolio …, (pp. 118-137). 2004

Persistent link: https://www.econbiz.de/10003333490

Performance benchmarking managed funds : Australian fixed interest funds

Soucik, Victor (contributor); Allen, David E. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001730509

Performance benchmarking Australian fixed interest funds : some optimal factors

Allen, David E. (contributor); Soucik, Victor (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001770525

Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices

Buffa, Andrea M - 2018

benchmarks, and demonstrate how heterogeneous benchmarking generates a mechanism through which fundamental shocks propagate … across assets. Fluctuations in asset managers' capital invested for benchmarking purposes, scaled by the size of the economy … these benchmarking-induced spillovers by analyzing shock elasticities and cross-elasticities of price-dividend ratios, and …

Persistent link: https://www.econbiz.de/10012910534

Characteristic-Based Benchmark Returns and Corporate Events

Bessembinder, Hendrik - 2018

We propose that fitted values from market-wide regressions of firm returns on lagged firm characteristics provide useful benchmarks for assessing whether average returns to certain stocks are abnormal. To illustrate, we study eight events where abnormal returns have been documented, including...

Persistent link: https://www.econbiz.de/10012936959

Choosing the Precision of Performance Metrics

Crane, Alan D. - 2017

There is a standard trade-off in contracts between the provision of incentives and insurance. We hypothesize that this trade-off influences the precision with which firm performance is measured. We find that firm outcomes are measured less precisely when chance plays a large role in these...

Persistent link: https://www.econbiz.de/10012974219

Return Differences between DAX ETFs and the Benchmark DAX

Schmidhammer, Christoph - 2021

For the DAX index market, this paper analyses the development of return differences between exchange traded funds (ETFs) and the DAX index from the perspective of long-term investors. The newly introduced methodology provides the opportunity to continuously identify long-term costs of passively...

Persistent link: https://www.econbiz.de/10013213123

Revisiting the price effect in US stocks

Geertsema, Paul; Lu, Helen - In: Finance research letters 30 (2019), pp. 139-144

Persistent link: https://www.econbiz.de/10012420322

Portfolio-based benchmarks and the long-term performance of seos for an emerging market

Lizińska, Joanna - In: Argumenta oeconomica 41 (2018) 2, pp. 423-435

Persistent link: https://www.econbiz.de/10012284801

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