This paper proposes a new approach to measure corporate contributions to sustainability called Sustainable Value Added. Value is created whenever benefits exceed costs. Current approaches to measure corporate sustainable performance take into account external costs caused by environmental and...

The foreign exchange (FX) spot markets are well suited to high frequency trading. They are highly liquid, allow leverage, and trade 24 hours a day, 5 days a week. This paper documents and tests the stylized facts known about high-frequency FX markets. It then postulates a high frequency trading...

This paper aims to contribute to the literature on momentum by documenting the performance of a variety of momentum strategies in the S&P/ASX100 index, and subsequently investigating whether the performance of these momentum strategies was affected by the Global Financial Crisis (GFC). Prior...

This paper presents an overview of the results of a longitudinal analysis of the coverage of sustainability-related concepts in 115 leading national newspapers worldwide between January 1990 and July 2008 covering approximately 20,500,000 articles in 340,000 newspaper issues in 39 countries. On...