Essays about: "Biyun Meng"

Found 2 essays containing the words Biyun Meng.

  1. 1. Stock Market Reactions to Firms’ First Publication of Sustainability Reports: Evidence from multiple industries in Nordic countries, the United States, and China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jiabao Yan; Biyun Meng; [2021]
    Keywords : sustainability reports; ESG; sentiment analysis; LASSO; event study; machine learning; Business and Economics;

    Abstract : This study investigates the market reactions to firms’ first publication of sustainability reports. The data of listed companies in the Nordic, the United States, and Chinese stock markets are utilized to examine whether the event leads to abnormal returns in the short term and whether the results are identical across regions. READ MORE

  3. 2. Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Watsachol Koosamart; Biyun Meng; [2020]
    Keywords : expected shortfall; liquidity adjustment; bid-ask spread; liquidity discount; liquidation time; Business and Economics;

    Abstract : The stylized fact that stock markets are not perfectly liquid propels banks to incorporate liquidity risk in the risk metrics so that market risk can be managed properly. Disregarding liquidity risk can lead to an underestimation of overall risk and substantial losses. READ MORE