This paper examines whether there is a direct relationship between yields of differing maturities for the U.S. Treasury market. The hypothesis that long horizon rates may help to predict future short horizon rates, in addition to short horizon rates helping to predict future long horizon rates,...

The purpose of this paper is to investigate green exchange-traded funds (ETFs) and propose a market-wide proxy for green returns and a green volatility factor. Identifying a unique sample of green funds, this paper investigates the time-series behavior of returns for these investment vehicles...

In this article, we investigate the relationship between religion, spirituality, and sustainability ethics. We focus on the sustainability efforts and channels that a Catholic Jesuit university employs in defining sustainability for business education and the global community through a...

Purpose – The purpose of this paper is to investigate the return performance of different investment strategies in the hedge fund sector, with a particular emphasis on the recent US financial crisis of 2007-2010. Additionally, the paper aims to investigate the comovement of hedge fund index...

Purpose This study aims to provide a review of corporate governance in China because effective and strong corporate governance is necessary for the efficient functioning and long-term sustainability of financial markets and corporations. Design/methodology/approach The author provides a...

Purpose – This paper aims to examine the nexus between the pricing of market-wide volatility risk and distress risk in the cross-section of portfolio returns for the 1990-2011 time period. The author expands upon prior research by constructing an ex post factor that mimics aggregate volatility...

Purpose – The purpose of this paper is to investigate green exchange‐traded funds (ETFs) and propose a market‐wide proxy for green returns and a green volatility factor. Design/methodology/approach – Identifying a unique sample of green funds, this paper investigates the time‐series...

Purpose – The purpose of this paper is to investigate the return performance of different investment strategies in the hedge fund sector, with a particular emphasis on the recent US financial crisis of 2007‐2010. Additionally, the paper aims to investigate the comovement of hedge fund index...