Showing 1 - 10 of 9,966
The study aims to investigate the effect of Corporate Sustainability Performance (CSP) on profitability by examining … sustainability (environmental, social and governance) on firm profitability. Further, 38 criteria were utilized in the study to … study reveals a significant positive relationship between CSP and profitability; liquidity and stock price volatility also …
Persistent link: https://www.econbiz.de/10014457523
this question empirically is to decompose the variance in firm-level profitability into firm, industry, location, and year … have examined the nature of differences in firm profitability. We conduct a meta-regression and variance decomposition …
Persistent link: https://www.econbiz.de/10010477109
this question empirically is to decompose the variance in firm-level profitability into firm, industry, location, and year … have examined the nature of differences in firm profitability. We conduct a meta-regression and variance decomposition …
Persistent link: https://www.econbiz.de/10013029516
is a large burden on profitability. Overall, our evidence suggests that technical analysis could generate excess returns … and that the profitability of technical analysis cannot be explained by market inefficiency. Rather, the evidence is … consistent with that on the link between the efficiency and profitability of technical analysis. …
Persistent link: https://www.econbiz.de/10012440320
This paper investigates the sources of the profitability of 1024 moving average and momentum models when trading in the … have been profitable over the entire sample period. Second, this profitability is exclusively due to the exploitation of …. Fifth, the profitability of technical trading the German mark (euro)/U. S. dollar exchange rate has been significantly lower …
Persistent link: https://www.econbiz.de/10013135722
We report evidence on the profitability and statistical significance among 2,127 technical trading rules. The best …-sample analysis indicates that the data-snooping problem is more serious in the second half of the sample. Profitability becomes much …
Persistent link: https://www.econbiz.de/10012762396
The classical case of comparative advantage is put into a new formal framework, that is, the behavioral axioms of standard economics are replaced by a set of structural axioms. This enables a comprehensive analysis that takes the effects on income and profit explicitly into account. The axioms...
Persistent link: https://www.econbiz.de/10013037420
The forward premium anomaly has served as the theoretical foundation of positive returns from currency speculation. Nonlinearity in the relation of currency returns and interest rate differentials should be included in speculator expectations. Within narrow ranges, the counteracting effects of...
Persistent link: https://www.econbiz.de/10013078817
This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the cross-quantilogram methodology. Our analysis yields significant evidence of directional predictability from risk aversion to daily carry trade returns tracked by the Deutsche...
Persistent link: https://www.econbiz.de/10012237397
Austrian foreign direct investment (FDI) increased quickly since 1992. The profitability of these investments did … investment is the main determinate of profitability. Interestingly, there are strong differences between Greenfield investments …
Persistent link: https://www.econbiz.de/10011392117