Outputs (602)

Climate governance effects on carbon disclosure and performance (2020)
Journal Article
Bui, B., Houqe, M. N., & Zaman, M. (2020). Climate governance effects on carbon disclosure and performance. The British accounting review, 52(2), Article 100880. https://doi.org/10.1016/j.bar.2019.100880

Integration of carbon oversight into board structures and processes has the potential to improve carbon performance and demonstrate accountability to stakeholders. However, it is not clear how climate governance affects carbon disclosure. Contributin... Read More about Climate governance effects on carbon disclosure and performance.

Quantile stochastic frontier models with endogeneity (2020)
Journal Article
Tsionas, M. G., Assaf, A. G., & Andrikopoulos, A. (2020). Quantile stochastic frontier models with endogeneity. Economics letters, 188, Article 108964. https://doi.org/10.1016/j.econlet.2020.108964

In this paper, we extend Jradi et al. (2019). First, we use the asymmetric Laplace distribution which is a more reasonable assumption in quantile models. Second, we address the issue of statistical inference for the optimal quantile. Finally, we allo... Read More about Quantile stochastic frontier models with endogeneity.

On a High-Dimensional Model Representation method based on Copulas (2020)
Journal Article
Tsionas, M. G., & Andrikopoulos, A. (2020). On a High-Dimensional Model Representation method based on Copulas. European journal of operational research, 284(3), 967-979. https://doi.org/10.1016/j.ejor.2020.01.026

This article provides an alternative to High-Dimensional Model Representation using a Copula approximation of an unknown functional form. We apply our methodology in the context of an extensive Monte Carlo study and to a sample of large US commercial... Read More about On a High-Dimensional Model Representation method based on Copulas.

Exploring the development of Islamic banking in Nigeria using an actor-network theory perspective (2020)
Journal Article
Sa'id, H. (2020). Exploring the development of Islamic banking in Nigeria using an actor-network theory perspective. Journal of Islamic Accounting and Business Research, https://doi.org/10.1108/JIABR-02-2018-0027

Purpose – The purpose of this paper is to investigate the evolution of Islamic banking in Nigeria. Design/methodology/approach – The paper adopts a qualitative approach using 25 semi-structured interviews together with documentary analysis in order t... Read More about Exploring the development of Islamic banking in Nigeria using an actor-network theory perspective.

Testing moderation effects using non-parametric regressions (2020)
Journal Article
George Assaf, A., Tsionas, M. G., & Andrikopoulos, A. (2020). Testing moderation effects using non-parametric regressions. International Journal of Hospitality Management, 86, Article 102441. https://doi.org/10.1016/j.ijhm.2019.102441

Testing moderation effects is highly common in the hospitality literature. Most theories in the field depend on variables that alter the nature and direction of the relationship between two variables. While moderation continues to be heavily used, me... Read More about Testing moderation effects using non-parametric regressions.

Savings and the informal sector (2020)
Journal Article
Dobson, S., Ramlogan-Dobson, C., & Strobl, E. (2020). Savings and the informal sector. International review of applied economics, 34(2), 217-234. https://doi.org/10.1080/02692171.2019.1707783

© 2020 Informa UK Limited, trading as Taylor & Francis Group. In many countries the informal sector is a vital source of employment and income. But little is known about the impact of this sector on savings, which are crucial in promoting investmen... Read More about Savings and the informal sector.

Dynamic capabilities and environmental sustainability for emerging economies’ multinational enterprises (2020)
Journal Article
Akhtar, P., Ullah, S., Amin, S. H., Kabra, G., & Shaw, S. (2020). Dynamic capabilities and environmental sustainability for emerging economies’ multinational enterprises. International studies of management & organization, 50(1), 27-42. https://doi.org/10.1080/00208825.2019.1703376

The purpose of this study is to enhance our understanding of how macro (country)—level dynamic capabilities (DC), such as government environmental policies, legal and market requirements, and technological advances, and micro (firm)—level DC, such as... Read More about Dynamic capabilities and environmental sustainability for emerging economies’ multinational enterprises.

Stock liquidity and return distribution: Evidence from the London Stock Exchange (2020)
Journal Article
Wang, A., Hudson, R., Rhodes, M., Zhang, S., & Gregoriou, A. (2020). Stock liquidity and return distribution: Evidence from the London Stock Exchange. Finance research letters, Article 101539. https://doi.org/10.1016/j.frl.2020.101539

We investigate the relationship between liquidity and the distribution of returns, for all listed firms on the London Stock Exchange between 2002-2018. We find a strong relationship between the distribution of returns, as measured by skewness and kur... Read More about Stock liquidity and return distribution: Evidence from the London Stock Exchange.

An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market (2020)
Journal Article
El Kalak, I., & Hudson, R. (2020). An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market. Review of accounting & finance, https://doi.org/10.1108/RAF-11-2016-0184

© 2020, Emerald Publishing Limited. Purpose: This study aims to examine the cross-market efficiency of the FTSE/MIB index options contracts traded on the Italian derivatives market (IDEM) during a period including the financial crisis between 1st Oct... Read More about An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market.

Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX (2019)
Journal Article
Andrikopoulos, A., Dassiou, X., & Zheng, M. (2020). Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. International review of financial analysis, 68, Article 101437. https://doi.org/10.1016/j.irfa.2019.101437

This paper studies the impact of the United Kingdom's June 2016 referendum to withdraw from European Union membership (“Brexit”) on foreign exchange (FX) exposures. We collect weekly data from 26 FTSE100, 10 IBEX35, and 17 DAX30 nonfinancial multinat... Read More about Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX.