Influence of ESG on corporate debt default risk: An analysis of the dual risk scenarios
In the context of sustainable development and high-quality corporate growth, this study
examines the impact of Environmental, Social, and Governance (ESG) performance on …
examines the impact of Environmental, Social, and Governance (ESG) performance on …
The predictability of skewness risk premium on stock returns: Evidence from Chinese market
Z Ni, L Wang - International Review of Economics & Finance, 2023 - Elsevier
Skewness risk premium is the difference between realized skewness and implied skewness.
This paper provides empirical evidence of the predictive power of skewness risk premium for …
This paper provides empirical evidence of the predictive power of skewness risk premium for …
From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns
Our study presents novel evidence on the pricing effectiveness of macroeconomic risks at
the firm level. We employ a sparse PCA approach to aggregate macroeconomic variables …
the firm level. We employ a sparse PCA approach to aggregate macroeconomic variables …
PEMBENTUKAN MODEL PREDIKSI RISIKO KEBANGKRUTAN PERUSAHAAN SEBAGAI EARLY WARNING SYSTEM
M Jayadi, D Triana - Prosiding Seminar Nasional Terapan …, 2023 - proceeding.isas.or.id
This research examines the problem of the weakness of the corporate bankruptcy prediction
model that has been developed by previous researchers. Therefore, the objectives to be …
model that has been developed by previous researchers. Therefore, the objectives to be …