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Asymmetric Systematic Risk and Risk Premiums Under a Regime-Switching Model
(2022-04-14)
The purpose of this thesis is to identify asymmetry in stocks’ systematic risk and market risk premiums under different financial market regimes. It is assumed that there are two unobserved regimes, bull and bear markets, ...
Which Factors? International Evidence
(2021-04-13)
This thesis investigates five major asset-pricing models recently proposed in the literature. Those models are Fama and French’s (2015) five-factor model and its six-factor extension adding a momentum factor (Carhart, ...
Data Management Planning: Informing Research Data Management in Academic Libraries Today and the Skills Needed for Future Librarians
(2016)
Academic libraries in Canada are taking the lead in research data management (RDM) as they strive to assist researchers in addressing Canada's move to join the global trend of adding data dissemination and preservation ...
SUSTAINABILITY PERFORMANCE AND CORPORATE FINANCIAL PERFORMANCE: EVIDENCE FROM THE G20 COUNTRIES
(2023-04-12)
This study analyzes the relationship between sustainability and financial performance in a sample of G20 firms over a decade (2010-2021), while controlling for relevant variables. Results show a positive bidirectional ...
Vaccine Approval Effect on Firms in Socially Responsible and Conventional Funds During the Covid-19 Pandemic
(2023-04-11)
This research investigates the effects of vaccine approval on socially responsible and conventional funds in the United States and Canada. The study analyzes the daily total returns of the constituents of the Jantzi Social ...
DOES RUDENESS REDUCE CREATIVITY? EXAMINING THE ROLE OF APPRAISAL AND RUMINATION FOLLOWING INCIVILITY AT WORK
(2023-04-24)
The current study examines how rude customers might deplete the creativity of service workers by investigating the roles of negative appraisal and rumination following customer incivility. Simultaneously, we also examine ...
Gratitude Journal Exercise Increases Leaders’ Individual Consideration Through Change in Objectification and Perceived Closeness: A Randomized Experiment
(2023-04-13)
Effective leadership is critical for achieving positive outcomes in the workplace, including increased profits, job satisfaction, and performance. However, little is known about what enhances positive leadership behaviors. ...
A Dynamic Asset Allocation Strategy with Macroeconomic Indicators
(2023-04-12)
This thesis proposes a novel approach to strategic asset allocation (SAA) that uses macro-econometric factors and a regime-switching regression model to capture systemic risk, which is crucial in setting target allocations ...
The Ability to Create Household Wealth: An Alternative Perspective and Conceptual Framework
(2022-07-20)
This thesis reviews the theories and evidence on households’ financial decision-making. It further relates these to a household’s ability to create wealth against the background of changing retirement systems. The work’s ...
The Herding Behavior in Chinese Stock Markets: Evidence from A-Share Markets during COVID-19
(2021-12-14)
This paper studies the presence of herding behavior in Chinese A-share markets using both individual firm and industry-level data before and after the pandemic. Using a sample of all firms listed over the period 10/08/2018 ...