This paper considers the anti-corruption disclosure reporting of large UK-quoted extractive companies from 2003 to 2019. period includes introduction 2010 UK Bribery Act, which might be expected influence corporate disclosure. It takes content analysis metrics environmental literature, is a more developed area research, and an with higher volume disclosures. applies these investigate trends in ...

This research analyzes the causal influence between JSX Composite Index and FTSE Straits Times Index. The data used in this study is a monthly period time series data. for JCI to be observed January 2015 June 2022. VAR method was analyze of two indices. analysis results show that appropriate model ( 1,4,5), RMSE value 212.15 123.76 Based on using model, information obtained indices each other. ...

This study aims to analyze corporate governance, sustainability committee, and degree of multinational activity (DMA) on CSR disclosure. The sample used is 40 companies listed Jakarta Islam Index (JII) FTSE Bursa Malaysia Hijrah Shariah (FBHMI) for period 2015-2019. methodology panel data regression. results showed that board meetings, size audit women the affect have a positive effect Meanwhil...

We study the cross-sectional performance of option pricing models in which the volatility of the underlying stock is a deterministic function of the stock price and time. For each date in our sample of FTSE 100 index option prices, we fit an implied binomial tree to the panel of all European style options with different strike prices and maturities and then examine how well this model prices a ...

This paper explores seven international stock markets (DJIA, Euro STOXX 600, Russell 2000, Nikkei, NASDAQ, FTSE, Global Dow) in the quest for jumps and regime-switches. The methodological framework borrows from the Markov-switching approach and the stochastic modelling literature based on Lévy processes. The econometric procedure is detailed in a twostep fashion. The dataset covers the period f...

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series, we compute the information flow across stock values to identify several different regimes. While ...

A fund manager has to abide by a set of business and financial parameters before selecting and including a particular stock in an Islamic fund portfolio. There are various Islamic screening methods followed by stock indices and banks, namely Dow Jones Islamic Market Index (DJIMI), FTSE Global Islamic Index Series, S&P 500, MSCI (Morgan Stanley Capital International) and Accounting and Auditing ...