This study focuses on the wealth‐protective effects of socially responsible firm behavior by
examining the association between corporate social performance (CSP) and financial risk for …

This paper employs a vector autoregressive model to investigate the impact of macroeconomic
and financial variables on a UK real estate return series. The results indicate that …

This study investigates the differential impact that various dimensions of corporate social
performance have on the pricing of corporate debt as well as the assessment of the credit …

A complete resource for finance students, this textbook presents the most common empirical
approaches in finance in a comprehensive and well-illustrated manner that shows how …

This paper explores a number of statistical models for predicting the daily stock return
volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non‐linear …

There is widespread evidence that the volatility of stock returns displays an asymmetric
response to good and bad news. This article considers the impact of asymmetry on time‐varying …

Recent research has suggested that forecast evaluation on the basis of standard statistical
loss functions could prefer models which are sub‐optimal when used in a practical setting. …

This study examines the relation between corporate social performance and stock returns in
the UK. We closely evaluate the interactions between social and financial performance with …

Purpose: Green tea and green tea polyphenols have been shown to possess cancer preventive
activities in preclinical model systems. In preparation for future green tea intervention …

This paper not only attempts to survey the burgeoning literature on environmental, social and
governance disclosures and performance and their effects on firm value, but its focus also …