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Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin; Stevenson, Simon; Cho, Hyunbum - In: Journal of international money and finance 127 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013435638
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A truly global crisis? : evidence from contagion dependence across international REIT markets
Huang, MeiChi; Wu, Chu-Hua; Cheng, I-Shan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013188435
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The sustainability footprint of institutional investors
Gibson, Rajna; Krüger, Philipp - 2017 - This version: 17 February 2017
We propose a novel way of measuring the equity portfolio-level environmental and social characteristics of a 13F institution (the “sustainability footprint”) and examine the relation between sustainability footprints and risk-adjusted investment performance. The analysis shows that 13F...
Persistent link: https://www.econbiz.de/10011626640
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Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker - In: Applied economics 48 (2016) 46/48, pp. 4635-4654
Persistent link: https://www.econbiz.de/10011640721
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit; Firsov, Oleksandr; Patel, Pratish - In: The journal of asset management 18 (2017) 4, pp. 317-325
Persistent link: https://www.econbiz.de/10011741591
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Country-level heterogeneity in foreign institutional investment horizons and firm value
Rahim, Imad; Mian, Rehman Uddin; Mian, Affan - In: International review of financial analysis 92 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014492384
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Institutional ownership and firm performance in the global shipping industry
Drobetz, Wolfgang; Ehlert, Sebastian; Schröder, Henning - In: Transportation research / E : an international journal 146 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012490157
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Comparative assessment of the different cryptocurrencies investment efficiency on the different time periods
Kozlovskyi, Serhii; Bilenko, Daria; Ivanyuta, Natalya; … - In: Montenegrin journal of economics 17 (2021) 4, pp. 189-198
Persistent link: https://www.econbiz.de/10012648610
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Foreign institutional investment horizon and earnings management : evidence from around the world
Mian, Rehman Uddin; Irfan, Saadia; Mian, Affan - In: International review of financial analysis 86 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014248544
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ESG investment : what do we learn from its interaction with stock, currency and commodity markets?
Andersson, Emil; Hoque, Mahim; Rahman, Md Lutfur; … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3623-3639
Persistent link: https://www.econbiz.de/10013330731