Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?
Sign Up to like & getrecommendations! Published in 2022 at "Annals of Operations Research"
DOI: 10.1007/s10479-022-04600-y
Abstract: This paper evaluates the stock performance of Islamic banks relative to their conventional counterparts during the initial phase of the COVID-19 crisis (from December 31, 2019, to March 31, 2020). Using 426 banks from 48… read more here.
Keywords: islamic banks; stock; stock performance; efficiency ... See more keywords
Stock performance by utility indifference pricing and the Sharpe ratio
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DOI: 10.1080/14697688.2018.1478121
Abstract: We compare stock performance based on utility indifference pricing and the Sharpe ratio assuming that stock returns follow the class of discrete normal mixture distributions. The utility indifference price with an exponential utility function satisfies… read more here.
Keywords: utility; stock performance; utility indifference;
Hybrid securities and firm performance: evidence from Korean small and medium-sized firms
Sign Up to like & getrecommendations! Published in 2025 at "China Finance Review International"
DOI: 10.1108/cfri-03-2024-0088
Abstract: PurposeUsing a sample of 204 issuers from 2016 to 2020, this study investigates the short- and long-run stock performance for small- and medium-sized enterprises (SMEs) following hybrid securities issuances, including those of bonds with warrants,… read more here.
Keywords: methodology; performance; hybrid securities; study ... See more keywords
Corporate spin-offs and stock performance: a comparative study of pure and composite schemes
Sign Up to like & getrecommendations! Published in 2024 at "Managerial Finance"
DOI: 10.1108/mf-05-2024-0398
Abstract: PurposeSeveral studies have examined the relationship between spin-off announcements and stock performance. However, a comparison of the announcement effect of different schemes of spin-offs remains relatively underexplored in the literature. This study aims to find… read more here.
Keywords: scheme; pure; spin offs; stock ... See more keywords
ESG Ratings and Stock Performance during the COVID-19 Crisis
Sign Up to like & getrecommendations! Published in 2021 at "Sustainability"
DOI: 10.3390/su13137133
Abstract: We investigate the association between Environmental, Social, and Governance (ESG) ratings and stock performance during the COVID-19 crisis. Although there is mixed evidence in the literature whether ESG is valuable in times of crisis, we… read more here.
Keywords: stock performance; performance covid; stock; esg ratings ... See more keywords