Outputs (8)

Students’ engagement with eLearning tools: their impact on academic performance (2020)
Preprint / Working Paper

This study examines the effect of synchronous and asynchronous online activities on students’ academic performance. Using student usage data captured in the log files of an adaptive Moodle learning platform, we find students’ total synchronous and as... Read More about Students’ engagement with eLearning tools: their impact on academic performance.

Government Say-on-Pay, Social Capital and Corporate Social Responsibility Performance: Evidence from China (2019)
Presentation / Conference Contribution

In the backdrop of a serial of regulations issued by the Chinese government in an effort to rein in top executives’ compensation in the state-owned enterprises, this study finds that the pay restriction on top executives adversely affects the CSR per... Read More about Government Say-on-Pay, Social Capital and Corporate Social Responsibility Performance: Evidence from China.

Ownership influence and CSR disclosure in China (2018)
Journal Article

© 2018, Emerald Publishing Limited. Purpose: This paper aims to examine the relationship between ownership type and the likelihood of publication of a corporate social responsibility (CSR) report. Design/methodology/approach: Drawing on stakeholder s... Read More about Ownership influence and CSR disclosure in China.

The impact of monetary policy on gold price dynamics (2017)
Journal Article

© 2017 Elsevier B.V. Ever since the collapse of the Bretton-Woods system, gold has retained its function as an important monetary commodity (Baur and Lucey, 2010), and continues to provide important inflation forecasting information to monetary polic... Read More about The impact of monetary policy on gold price dynamics.

Hedging effectiveness in the index futures market (2010)
Book Chapter

This paper addresses the question of how far hedging effectiveness can be improved by the use of more sophisticated models of the relationship between futures and spot prices. Working with daily data from six major index futures markets, we show that... Read More about Hedging effectiveness in the index futures market.

Credit risk premium in a disaster-prone world (2008)
Presentation / Conference Contribution

The seminal Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events("disasters") allowed for leverage in the form of risky corporate debt which defaulted only in states when the Government defaulted on its debt.... Read More about Credit risk premium in a disaster-prone world.

Rare disasters and the equity risk premium in a two-country world (2008)
Presentation / Conference Contribution

We extend the Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events ("disasters") to a two-country world. In this more general setting, both the output risk of rare disasters and the associated risk of a defau... Read More about Rare disasters and the equity risk premium in a two-country world.

Does ownership type matter for corporate social responsibility disclosure: Evidence from China
Presentation / Conference Contribution

The evidence of the effect of ownership structure on corporate social responsibility (CSR) is relatively sparse especially in the emerging economies. This paper seeks to address this situation to comprehensively examine the link between different typ... Read More about Does ownership type matter for corporate social responsibility disclosure: Evidence from China.