Listar COFIN_Articles por título
-
Market must be defended: The role of counter-espionage policy in protecting domestic market welfare
Elsevier (2022-01-08)Governments of advanced economies are extremely concerned about the illicit acquisition of information on critical technologies employed by their industries, and countering this economic espionage is quickly becoming one ... -
Market risk aversion under volatility shifts: An experimental study
Elsevier (2022-03-15)We propose an experiment to analyze the relationship between volatility regimes and investors’ behavior and explore the mechanism by which aggregated risk aversion is configured. We design a market in which the volatility ...
-
Materiality Analysis for CSR Reporting in Spanish SMEs
International School for Social and Business Studies (2013)Most corporate social responsibility (CSR) standards have not been designed to be implemented in small and medium sized enterprises (SMEs). Given that 99% of Spanish companies are SMEs, this study aims to propose ...
-
Measuring Corporate Environmental Performance: A Methodology for Sustainable Development
Wiley (2015-08-22)Assessing corporate environmental performance (CEP) that is both comprehensive and consistent with sustainable development both for society and companies, while at the same time taking heed of the facts and interests of ... -
Measuring the hedging effectiveness of index futures contracts: Do dynamic models outperform static models? A regime-switching approach
(2015-07-06)This paper estimates linear and non-linear GARCH models to find optimal hedge ratios with futures contracts for some of the main European stock indexes. By introducing non-linearities through a regime-switching ...
-
Microfinance institutions fostering sustainable development
Wiley (2018)The microfinance sector is considered an important contributor to the expansion of formal financial systems. It plays a significant role in sustainable development. Microfinance institutions (MFIs) as key actors in the ...
-
Microfinance Institutions Fostering Sustainable Development by Region
MDPI (2020)In the last few years, considerable attention has been paid to microfinance as a relevant participant in the formal financial system, whose target audience is people who are otherwise at risk of financial exclusion. In ...
-
Microfinance literature: A sustainability level perspective survey
Elsevier (2017-01)Since the early microcredit programs up to the present, microfinance has grown exponentially, as it has the academic interest on it as a research subject. Considering that this sector has impact in terms of sustainability, ...
-
Migration networks and return expectations. The case of Romanians in Spain
(2015)In recent years, studies concerning interpersonal relations and their various implications are increasingly being taken as a basis for analysing the migration process, to determine the nature and impacts of migratory ...
-
Monitoring, Corporate Performance and Institutional Directors
Wiley (2018)Our main objective is to study the effect of institutional directors on firm performance, distinguishing directors according to whether they maintain business relationships (pressure‐sensitive) or not (pressure‐resistant). ...
-
Mutual fund performance and changes in factor exposure
Wiley (2022-03-21)In this article, we examine whether active mutual funds that markedly change their exposure to systematic risk factors subsequently outperform. We propose a new returns-based approach to assess the degree to which mutual ...
-
Mutual fund performance attribution and market timing using portfolio holdings
Elsevier (2018-09)We propose a novel performance attribution model for equity fund portfolios. The model analyses investment decisions based on portfolio holdings and measures the value added from different sources of performance such as ...
-
Mutual fund performance: dividends do matter
Taylor & Francis (2015)This article studies the bias in mutual fund performance when a nondividend-reinvesting benchmark is used. Our empirical findings show how performance worsens when using a benchmark that includes reinvestment dividends. ...
-
Mutual fund performance: banking versus independent managers
Taylor & Francis (2011-09-09)We examine the performance of mutual fund managers for a sample of Spanish mutual funds considering data on active management, loads, size and the number of funds managed per manager. We find evidence of differences in ...
-
Neighbourhood Sustainability Assessment Tools for Sustainable Cities and Communities, a Literature Review—New Trends for New Requirements
MDPI (2023-11)The aim of this documentary review was to determine the level of scientific production on environmental analysis tools and certifications for sustainable cities and communities, or “Neighbourhood Sustainability Assessment ...
-
Non-Linear Tradeoff between Risk and Return: A Regime-Switching Multi-Factor Framework
Delta Publicaciones (2012)This study develops a multi-factor framework where not only the market risk is considered but also potential changes in the investment opportunity set. Although previous studies find no clear evidence about a positive and ...
-
Non-simultaneous market timing in mutual funds
Asian Network for Scientific Information (2009)The objective and contribution of this study is to analyse market timing over non-simultaneous periods. This approach considers that decisions on portfolio risk could affect the fund return in subsequent periods and not ...
-
On causality in the size-efficiency relationship: the effect of investor cash flows on the mutual fund industry
(2010-12-14)One of the perceived advantages in mutual fund management is the presence of economies of scale resulting from fund size. This article analyses the impact of mutual fund cash flows on the relation between size and performance, ...
-
On management risk and price in the mutual fund industry: style and performance distribution analysis
Palgrave Macmillan (2021-06-01)This study shows how investing in mutual funds involves an additional risk, which we call management risk as a consequence of the uncertainty in the results of active management. To address this issue, we analyze a sample ...
-
On the comparative performance of socially responsible and islamic mutual funds
Elsevier (2013-07)This is the first study to provide comprehensive analyses of the relative performance of both socially responsible investment (SRI) and Islamic mutual funds. The analysis proceeds in two stages. In the first, the performance ...
