Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?
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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;
ESG Ratings and Stock Performance during the COVID-19 Crisis
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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