To meet the mitigation targets set by California's Global Warming Solutions Act there is a need for locally adapted greenhouse gas (GHG) inventory methods and policy principles that help rural communities prioritize opportunities for agricultural GHG mitigation. Here, inventory methods...

Given that prior research into industry cost of equity indicates that CAPM-derived estimates are no worse than estimates from more complex models, we investigate the bias of the standard CAPM approach for each industry separately, and examine the effectiveness of alternative beta estimators. We...

Purpose The purpose of this paper is to contribute to a unified theory of entrepreneurial orientation. To this end, the study considers the nexus of entrepreneurial orientation and venture performance contingent on entrepreneurial political skill, as well as in relation to organizational justice...

Purpose –The purpose of this paper is to understand that option pricing is the response of option implied volatility (IV) to macroeconomic announcements. Design/methodology/approach –The authors use high-frequency data on ASX SPI 200 index options to examine the response of option IV, as...

Purpose The purpose of the paper is to back-test value-at-risk (VaR) models for conditional distributions belonging to a Generalized Hyperbolic (GH) family of Lévy processes – Variance Gamma, Normal Inverse Gaussian, Hyperbolic distribution and GH – and compare their risk-management...

Purpose – The purpose of this paper is to explore trade union management, using data from four major unions. Managers and management have generally been absent from trade union discourse but unions are substantial organisations that need good management. The paper seeks to understand the...

Purpose – The purpose of this paper is to understand that option pricing is the response of option implied volatility (IV) to macroeconomic announcements. Design/methodology/approach – The authors use high-frequency data on ASX SPI 200 index options to examine the response of option IV, as...

Purpose – The purpose of this paper is to assign fair values to options reduces to the attempt to attribute correct implied volatilities. Here, the authors extend the study by Tanha et al. (2014) to determine the impact of macro economic announcements on the option smile....