Measuring and Modeling Volatility Using High Frequency Data – Does Corporate Social Responsibility Make Any Difference?

Author:

Adascalitei Simona

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference11 articles.

1. An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach;Takahashi;Journal of Applied Statistics,2011

2. Corporate Social Responsibility and Corporate Financial Performance: Evidence from Korea;Choi;Australian Journal of Management,2010

3. Socially Responsible Investment as a Part of Corporate Social Responsibility;Zekiene;Economics and Management,2011

4. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts;Andersen;International Economic Review,1998

5. An Empirical Study of Volatility and Trading Volume Dynamics Using High-Frequency Data;Lu;The International Journal of Business and Finance Research,2010

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Sustainability Management and Market Risk;Encyclopedia of Sustainable Management;2023

2. Sustainability Management and Market Risk;Encyclopedia of Sustainable Management;2021

3. The impact of corporate social responsibility on stock price volatility of the US banks: a moderating role of tax;Journal of Financial Reporting and Accounting;2020-08-12

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