Articles

Analyzing the association between ESG/CSR and dividend policy in global companies.

This study aimed to investigate how social media communication affects individual performance by influencing members’ interactions from a transparency perspective.

This study examines how investors value the part of the assets/debts of subsidiaries belongs to the parent company and the part belongs to the non-controlling interests.

To investigate the role of peer effects on corporate environmental protection policies.

Past literature on Taiwan’s inflation forecasting mostly confines to only few theory-specific variables, which limits the possibility of other potential important variables. In view of the superior forecasts from the diffusion index via incorporating large dimension information, we extend to augment with modern machine learning methods.

The purpose of this paper is to explore the performance of the implied stochastic volatility (ISV) approach in fitting the implied volatility surface (IVS) of USD/JPY and to analyze the hedging performance under standard and minimum variance (MV) delta.