The focal objective of this study is to analyze and explore the Co-movement of Pakistan stock market (KSE-100) with the stock market of developed countries (US, UK, Canada, Australia, Germany, Japan, France and Neither land) which have portfolio investment in Pakistan by applying co-integration approach using Johansen and Juselius multivariate and bi variate co-integration. Secondary data of st...

Southwest China is a fragile terrestrial ecosystem restricted by its geological background, which leads to contradiction between industrial economic development and the ecological environment. In this study, explore influence mechanisms of three agglomeration modes, namely, specialization, related diversification, unrelated on eco-efficiency region, linear nonlinear regression models were appli...

Purpose: The study tested the hypothesis about relationship between corporate diversification and financial performance. Moreover, moderating effect of firm size on performance listed firms at Nairobi securities exchange (NSE) in Kenya was tested. Methodology/Approach/Design: informed by market power resource-based view (RBV) theories. To test hypotheses, secondary panel data were collected fro...

T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds was broken down into Fama components, and it was shown that the diversification perfor...

Research aims: This study focuses on the correlation between income diversification and financial performance, taking into account banks’ size type of ownership as well crisis.Design/Methodology/Approach: uses data 29 commercial banks in Vietnam during period from 2005 to 2018. research employs an Generalized Method Moments (GMM) regression.Research findings: The results do not find a statistic...

the purpose of this paper is to analyze the simultaneous effect of corporate culture and market orientation on the performance of small to medium-sized industrial manufacturing firms. to this end, a cross-sectional survey and variance based structural equation modeling was used for testing the hypotheses. the samples were selected based on a stratified sampling of commodity and specialty indust...

in this study we analyze the effects of environmental performance on the generation of firm value from dow jones sustainability index europe. we use a sample of 122 firms from different sectors, except financial one, which belong to this index for the years 2007 through 2009. the expected results, taking into account our hypotheses, should show a positive relationship between the generation of ...

Common asset holdings are widely believed to have been the primary vector of contagion in the recent financial crisis. We develop a network approach to the amplification of financial contagion due to the combination of overlapping portfolios and leverage, and we show how it can be understood in terms of a generalized branching process. By studying a stylized model we estimate the circumstances ...