This study investigates the impact of macro news on currency jumps and cojumps. The analysis
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…

… Footnote 13 For each expected return methodology we estimate each fund’s factor loadings
… Lastly, we collect each fund’s Standard and Poor’s classification. We classify funds based …

… However, examining each dimension of the ESG score (E, S and G) separately could
provide additional insights. For example, Packin and Nippani (2022) advocate a new Social …

We examine the relation between mutual fund performance and gross flows for a large sample
of actively managed US mutual funds. Unlike previous studies that have only examined …

… a probability that a house’s curb appeal belongs to each of the … : We estimate a house’s curb
appeal score as the weighted (… We estimate the house’s curb appeal score as score with the …

We examine the relation between housing prices in an MSA and its urban economic base.
We create and employ new forward-looking employment growth indices that measure the …

This study analyzes the reactions of equity holders and bondholders to the announcement
of 427 preferred stock issues. We document an average equity announcement effect of −0.65…

… Laposa and Sriram Villupuram … This article examines Global Reporting Initiative’s (GRI)
corporate sustainability reporting standards and identifies existing and missing linkages with …

… future prospects of a firm’s ability to pay creditors and equity … due to a change in Moody’s
rating. The study covers multiple … The final sample used represents a refined list of Moody’s …

We examine the return and volatility of the Standard & Poor's/Case–Shiller (S&P/CS) real
estate indices for evidence of long memory in the form of fractional differencing. Examining the …