Table of contents
Should managers estimate cost of equity using a two‐factor international CAPM?
Walter Dolde, Carmelo Giaccotto, Dev R. Mishra, Thomas O'BrienThe purpose of this paper is to assess how much difference it makes for US firms to use the two‐factor ICAPM to estimate their cost of equity instead of a single‐factor CAPM.
Corporate foreign exchange speculation and integrated risk management
Tom Aabo, Marianna Andryeyeva Hansen, Christos PantzalisThe purpose of this paper is to investigate how non‐finance departmental involvement in the management of exchange rate risks impacts the extent of foreign exchange speculation in…
The impact of trades by traders on asymmetric volatility for Nasdaq‐100 index futures
Jullavut Kittiakarasakun, Yiuman Tse, George H.K. WangThe purpose of this paper is to examine the impact of trades by informed traders and uninformed traders on the asymmetric volatility relation, a stylized fact that has long been…
Bank branch efficiency evaluation by means of least absolute deviations and DEA
Ioannis E. Tsolas, Dimitris I. GiokasThe purpose of this paper is to assess the efficiency of individual branches of a large Greek bank through the application of both goal programming (GP) and data envelopment…
Internet financial reporting: Turkish companies adapt to change
Aslihan E. BozcukThe purpose of this paper is to explore the sophistication of internet financial reporting (IFR) for Turkish listed firms and explore firm‐specific drivers.
ISSN:
0307-4358e-ISSN:
1758-7743ISSN-L:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson