Does corporate social responsibility disclosure impact firm performance? An industry-wise analysis of Indian firms

I Hasan, S Singh, S Kashiramka - Environment, Development and …, 2022 - Springer
Despite a large number of studies examining the relationship between corporate social
responsibility disclosure (CSRD) and corporate financial performance (CFP), the literature …

Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach

S Kakran, A Sidhu, PK Bajaj… - Cogent Economics & …, 2023 - Taylor & Francis
The interconnection of stock markets offers valuable insights into the broader dynamics of
global financial markets. This study uses the Diebold and Yilmaz index model to analyze …

Dependence dynamics of stock markets during COVID-19

MU Rehman, N Ahmad, SJH Shahzad, XV Vo - Emerging Markets Review, 2022 - Elsevier
Stock markets have exhibited increased returns connectedness during the COVID-19
period. We examine the returns dependence among 42 stock markets classified under …

The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region

J Gupta, S Kashiramka, KC Ly, H Pham - International Review of …, 2023 - Elsevier
The study investigates nonlinearity in the interrelationship between liquidity creation (LC)
and bank capital. It addresses the reverse-causality concerns by employing a simultaneous …

Measuring the effectiveness of ASEAN-5 initiatives from emerging market portfolio's perspective

R Robiyanto, BA Nugroho, E Handriani… - Cogent Business & …, 2023 - Taylor & Francis
ASEAN nations started ASEAN Economic Community (AEC) initiatives, with the goal of
improving the economic movement in ASEAN. The initiative is expected to lead to higher …

Basel I to Basel III: Impact of credit risk and interest rate risk of banks in India

NU Rizvi, S Kashiramka… - Journal of Emerging …, 2018 - journals.sagepub.com
The study explores the theoretical background of Basel III and investigates the drivers of
interest rate risk and credit risk of banks in various parlances, namely, pre and post the …

The impact of financial statement comparability on earnings management: Evidence from frontier markets

W Martens, PWS Yapa, M Safari - International Journal of Financial …, 2020 - mdpi.com
This paper examined whether financial statement comparability constrains opportunistic
earnings management in frontier market countries. Using a large sample of 19 frontier …

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

H Al-Hajieh - Cogent Economics & Finance, 2023 - Taylor & Francis
Since portfolio management relies on the association of portfolio diversification, analyzing
the spillover between the United States (US) and Asian-Pacific financial markets has …

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

R Robiyanto, BA Nugroho, E Handriani, AD Huruta - Financial Innovation, 2020 - Springer
The previous studies have shown that capital market integration has increased in the
ASEAN-5, implying that investors making investment diversification across ASEAN capital …

Comovement of stock markets pre-and post-COVID-19 pandemic: a study of Asian markets

R Verma - IIM Ranchi journal of management studies, 2024 - emerald.com
Purpose The study aims is to explore the cointegration level among major Asian stock
indices from pre-COVID-19 to post COVID-19 times. Design/methodology/approach …