Aalborg
Denmark
Aalborg University Business School
SSRN RANKINGS
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Fama-French Five Factor Model, US sectors, Performance, Sector Rotation
Fama-French Five Factor Model, US Sectors, Performance, Sector Rotation
Capital Structure, Pecking Order Theory
Capital Structure, Debt, Marginal Tax Rate, Taxation, Trade-off Theory
Capital structure, debt, marginal tax rate, trade-off theory
Small firms finance, credit rationing, trade credit, asymmetric information, bank debt
Capital Structure, Debt, Trade-off Theory, Western Europe
Capital Structure, SME, Financial Institutions
Corporate Governance, Banks, Financial crises, Firm performance
Corporate governance, Bank performance, European countries, Board Size, board composition, Gender diversity, CEO duality.
exchange-traded funds, synthetic and physical ETFs, tracking error, tracking difference
Accounting standards, Equity Valuation Models, Prediction Error, Value of Firm
Trade credit, Liquidity Shocks, Supply Chain, Panel Data
Capital Structure, Ownership Structure, Country Governance, Financial Development
Capital Structure, Debt Maturity, Dynamic Panel Data Analysis, Latin America, Eastern Europe
Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect
US equity mutual funds, Carhart model, Benchmark-adjusted alphas, Performance persistence, Peer-group-adjusted alphas
ETF, Performance, Performance Persistence, Bench-marking
Size, Value and Momentum premiums, Markov Switching, Macroeconomic determinants, Trading strategy
alternative markets, cash holdings, earnings quality, financial disclosure, information asymmetry
Corporate Governance, Performance, Banks, Financial Crisis
Standard Factor Models, Mutual Fund Performance, Augmented Models, Benchmark-Adjusted Models, Peer-Group Adjusted Models
Fama-French, Carhart, adjusted alphas, UK equity funds performance
Size, Value and Momentum premium, Markov Switching, Macroeconomic determinants
Performance evaluation, non-zero benchmark alphas, optimisation algorithm, Fama-French (Carhart) factor adjustment
Options, Risk Premium, Stock, Volatility
options, risk premium, stock, volatility
Value-Added Tax, profitability, firm bankruptcy
Corporate Governance, Banks, Financial Crises
Asset-liability matching, SMEs, capital structure, sources and uses of funds
Trade Credit, Culture, SMEs, Bank Credit
Options, Risk Premium, stock, volatility
Prospectus benchmark selection, Mutual fund benchmark mismatch, Benchmark-adjusted alphas, Performance ranking
Corporate Governance, Banks, Financial Crisis, Risk, Simultaneous Equations Approach
Contagion, Systemic risk, Furfine algorithm, Stress testing, GIIPS
UK Equity Mutual Funds, Active Peer Benchmark, Performance ranking, Performance persistence
Cash Holdings, Debt, Central and Eastern Europe
Oil Prices, Stock Market Returns, Vector Autoregressive Model, VAR-GARCH Model, Oil and Gas Firms, Firm Performance, Return on Equity, GMM Models
Credit Default Swap, bonds, financial crisis, price discovery, market efficiency
banking regulation, financial risk management, risk modelling, value at risk
rights issues, market efficiency, equity financing
Board Governance, Board Characteristics, Survey, Literature Review, Banking Industry
Directors, Network Centrality, Liquidity, Capital Structure, Firm Performance
Momentum survival, Style portfolios, Kaplan-Meier estimator, Trading strategies
US Equity Mutual Funds, Benchmark-adjusted alphas, Peer-group-adjusted alphas, Performance ranking
Structural breaks; style risk; risk shifting; performance; mutual funds
Board composition, board diversity, personal characteristics, executive directors, remuneration, peer benchmarking
COVID-19, V4 countries, economic effects, European Commission
Petroleum price shocks, Stock sector returns, Connectedness, Petroleum exporters
Petroleum price shocks, Stock sector returns, Connectedness, Petroleum exporters, Petroleum importers
Value-Added Tax, profitability, firm bankruptcy, Financial Crisis, VAT change, impact
Stock sectors, Petroleum exporters, Petroleum importers, Volatility spillover
Trade Credit, Culture, SMEs, Bank Credit, Financial Flexibility
Petroleum prices, Aggregate equity market returns, Equity sector returns, Petroleum price shocks, Volatility transmission, Petroleum exporters, Petroleum importers
Petroleum prices, Stock sector returns, Volatility transmission, Multivariate GARCH, Hedge ratios
Petroleum prices, Stock sector returns, Volatility transmission, multivariate GARCH, Hedge ratios
Repurchases, macroeconomy, business cycle, frequency
Return connectedness, directional return spillovers, contagion, market linkage, market integration, vector autoregression, Asian markets, Financial crisis, Covid-19
Foreign investment, Frontier markets, Hurst exponent, Liberalization, Market efficiency, Vietnam
US Equity Mutual Funds, Benchmark-Adjusted Alphas, Peer-Group-Adjusted Alphas, Performance Ranking
