February 2025 - 64 articles
The need to manage the risks related to the COVID-19 epidemic in health, economics, finance, and insurance became obvious after its outbreak. As a basis for the respective quantitative methods, this paper models, in a novel manner, the dynamics of an...
This study examines how firm-specific financial policies and external factors influence the volatility of implied volatility (VOV), a measure of uncertainty about future risks. Using a sample of 6023 firms from January 2000 to December 2022, we deriv...
This paper evaluates the impact of retail investors’ bullish sentiment in comparison to that of financial institutions on the return of Chinese CSI 300 index stocks over the period of 2015 to 2023. We document several regularities. First, the s...
In 2006, the PCAOB implemented new restrictions on the auditor provision of some tax and contingent fee services provided to issuer audit clients. These restrictions were implemented to reduce auditor conflicts of interest inherent when the auditor p...
This study explores the efficacy of advanced machine learning models, including various Long Short-Term Memory (LSTM) architectures and traditional time series approaches, for forecasting cotton futures prices. This analysis is motivated by the impor...
We investigated the relationship between corporate governance mechanisms and bank performance in the Nigerian banking sector. We focused on data from 2012 to 2022 extracted from the balance sheets of deposit money banks in Nigeria. We employed the Ge...
Efficient management of bankruptcy risk requires treating distant-to-default (DD) stochastically as long as historical stock prices move randomly and, thus, do not guarantee that history may repeat itself. Using long-term data that date back to 1952&...
This study investigates the nexus between green financing (GB) and carbon emissions across 29 countries distributed worldwide with full data on green financing measured as the sum of bonds issued for the period 2018–2021. GDP per capita, popula...
This study developed and evaluated machine learning models (MLMs) for predicting the drivers of green sukuk investment interest (GSII) in Nigeria, adopting the planks of hypothesised determinants adapted from variants of the planned behavioural model...
Recently, the Journal of Risk and Financial Management completed a Special Issue that included papers based on invitations from the Editorial Board Members on a variety of areas in applied financial economics and risk management [...]
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