This paper investigates the effects of share pledge by controlling shareholder on corporate social responsibility and mechanism through which stock affects CSR. Using a sample Chinese listed firms from 2008 to 2020, we find that with pledging shareholders are more likely invest in (CSR) than other firms. Their CSR also perform better even when all funds invested themselves rather company’s oper...

In this study a Multi-Objective Evolutionary System is used to predict the future tendency of assets price. Therefore, a framework using a Multi-Objective Genetic Algorithm (GA) in its core to optimize a set of Trading or Investment Strategies (TSs) was developed. The investigated framework is used to determine potential buy, sell or hold conditions in stock markets, aiming to yield high return...

We propose a dynamically consistent framework that allows joint valuation and estimation of stock options and credit default swaps written on the same reference company. We model default as controlled by a Poisson process with a stochastic default arrival rate. When default occurs, the stock price drops to zero. Prior to default, the stock price follows a continuous process with stochastic vola...

Recently housing price hikes are spreading across America spatially, a reminder of the stock market hikes of the 1990s that ruptured in 2000. The aim of this study were to identify the determinants of housing prices, the differences between housing and stock markets, and whether the housing market can follow the path of the stock market. The aim was also to examine the existence of a housing bu...

the aim of this research is study about influence of companies financial factors on volume of them shares traded in tehran stock exchange and classification of these financial factors on the basis of their effect on volume of shares traded. first, the relation of each above financial factors and “rial amount of trading volume” has studied separately. so it is used of correlation coefficient and...

This paper examines how a tournament among CEOs to progress within the CEO labor market influences their corporate hedging policies. We employ textual analysis of 10-Ks generate proxies, finding that likelihood and intensity grow as prizes increase. also explore mitigating impact on adverse effects risk-inducing industry incentives (ITIs) cost debt stock price crash risk, noting these could be ...

We derive optimal portfolio weights for an investor who has specific beliefs regarding the distribution of a stock price at a future time. For example, a fundamental investor will want to take advantage of the information his analysis provides when constructing a portfolio. In this regard, we examine the optimal weights for models in which the investor believes that there is a range in which th...

This paper investigates the relationship between aggregate stock market trading volume and the serial correlation of daily stock returns. For both stock indexes and individual large stocks, the first-order daily return autocorrelation tends to decline with volume. The paper explains this phenomenon using a model in which risk-averse "market makers" accommodate buying or selling pressure from "l...

This study addresses the relationship between accounting quality and audit attributes (i.e., quality, auditor industry specialization, concentration, fees) with companies’ SPCRs listed on Iraqi Stock Exchange. A multivariate regression model was used to test hypotheses. The research hypotheses were tested using a sample of 210 observations firms from 2013 2018 multiple based random-effects mode...