Corporate social responsibility and corporate performance: evidence from a panel of US listed companies

L Becchetti, S Di Giacomo, D Pinnacchio - Applied Economics, 2008 - Taylor & Francis
We investigate whether inclusion and permanence in the domini social index (DSI) affects
corporate performance on a sample of around 1000 firms in a 13-year interval by controlling …

The financial aspects of the corporate responsibility index in Egypt: A quantitative approach to institutional economics

T Eldomiaty, A Soliman, A Fikri, M Anis - International Journal of …, 2016 - emerald.com
Purpose–The purpose of this paper is to examine the financial aspects of high vs low-ranked
firms in the Corporate Responsibility Index in Egypt, and to construct a Z-score model to …

The effect of sport sponsorship programs of various sport events on stock price behavior during a sport event

GN Filis, GS Spais - Journal of Promotion Management, 2012 - Taylor & Francis
This paper examines sporting event's spillover effect to investor's behavior through event
study analysis using the GARCH (p, q) model, focusing on the stock price effects of a sport …

Does index options trading destabilize Indian stock market volatility: an application of ARCH and GARCH models

K Bhardwaj, Garima, HR Lemma… - Cogent Business & …, 2024 - Taylor & Francis
Many investors and financial managers are interested in derivatives, which are financial
instruments that derive their value from an underlying asset. These instruments have …

The impact of warrant introduction: the Australian experience

M Clarke, G Gannon, R Vinning - Review of Pacific basin financial …, 2011 - World Scientific
The main purpose of this paper is to examine the impact that the introduction of exchange
traded derivative warrants has on the underlying securities' price, volume and volatility in the …

The impact of derivatives on the volatility of Turkish stock market

A Cımen - Uluslararası İktisadi ve İdari İncelemeler Dergisi, 2019 - dergipark.org.tr
The interaction among futures and spot markets has been one of the most important issues
of the financial markets since the launch of stock index futures by Kansas City Board of …

Impact of the introduction of derivatives on underlying volatility: Evidence from India

Vipul - Applied Financial Economics, 2006 - Taylor & Francis
This article investigates the changes in volatility in the Indian stock market after the
introduction of derivatives. There is strong evidence of a reduction in the volatility of the …

The effect of bond plus equity warrant issues on underlying asset volatility: an empirical analysis with conditional and unconditional volatility measures

L Becchetti - Applied Financial Economics, 1996 - Taylor & Francis
The paper analyses the effects of a bond cum equity warrant (WB) financing strategy on the
underlying stock volatility. The theoretical assumption is that the replacement of 'stock-bond …

Option listing, returns and volatility: evidence from Greece

G Filis, C Floros, B Eeckels - Applied Financial Economics, 2011 - Taylor & Francis
This study examines the effect of the first introduction of Greek stock options (Greek
Telecommunication Organisation, Intracom, National Bank of Greece and Alpha Bank) on …

Relative effectiveness of national systems of finance, investment and innovation: a review of the literature and a proposal for a comparative approach

M Bagella - Finance, Investment and Innovation, 2018 - taylorfrancis.com
This chapter provides a critical evaluation of the literature on finance, investment and
innovation and suggests insights for a new comparative research method for evaluating the …