Search Results - "Del Brio, Esther B."

The kidnapping of Europe: High-order moments' transmission between developed and emerging markets by Del Brio, Esther B., Mora-Valencia, Andrés, Perote, Javier

“…The paper proposes a semi-nonparametric methodology consistent with dynamic conditional correlations and high-order moments to jointly estimate transmissions…”
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The impact of firm strategy and foreign ownership on executive bonus compensation in Japanese firms by Yoshikawa, Toru, Rasheed, Abdul A., Del Brio, Esther B.

“…Building on information-processing perspectives and the Japanese contextual factors, this study investigates the relationships between firm strategy and…”
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Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall by Del Brio, Esther B., Mora-Valencia, Andrés, Perote, Javier

“…This paper calibrates risk assessment of alternative methods for modeling commodity ETFs. We implement recently proposed backtesting techniques for both…”
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Legal and Cultural Factors as Catalysts for Promoting Women in the Boardroom by Cabeza-García, Laura, Del Brio, Esther B., Rueda, Carlos

“…This study focuses on whether regulation as well as national cultures play significant roles in defining women's role in society. We are contributing to the…”
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Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications by Del Brio, Esther B., Mora-Valencia, Andrés, Perote, Javier

“…This paper studies the risk assessment of semi-nonparametric (SNP) distributions for leveraged exchange trade funds, (L)ETFs. We applied the SNP model with…”
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The Effects of CEO Trustworthiness on Directors' Monitoring and Resource Provision by Del Brio, Esther B., Yoshikawa, Toru, Connelly, Catherine E., Tan, Wee Liang

“…Because of the importance of board members' resource provision and monitoring, a substantial body of research has been devoted to ascertaining how directors…”
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Shareholder Heterogeneity and Conflicting Goals: Strategic Investments in the Japanese Electronics Industry by Colpan, Asli M., Yoshikawa, Toru, Hikino, Takashi, Del Brio, Esther B.

“…This article investigates the effects of the changing institutional environment on strategic orientations of Japanese electronics firms during the 1990s. We…”
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VaR performance during the subprime and sovereign debt crises: An application to emerging markets by Del Brio, Esther B., Mora-Valencia, Andrés, Perote, Javier

“…Highly volatile scenarios, such as those provoked by the recent subprime and sovereign debt crises, have questioned the accuracy of current risk forecasting…”
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Gram–Charlier densities: Maximum likelihood versus the method of moments by Del Brio, Esther B., Perote, Javier

“…This paper compares two alternative estimation methods for estimating the density underlying financial returns specified in terms of a finite Gram–Charlier…”
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Multivariate semi-nonparametric distributions with dynamic conditional correlations by Del Brio, Esther B., Ñíguez, Trino-Manuel, Perote, Javier

“…This paper generalizes the Dynamic Conditional Correlation (DCC) model of Engle (2002), incorporating a flexible non-Gaussian distribution based on…”
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The moderating effect of innovation on the gender and performance relationship in the outset of the gender revolution by Cabeza-García, Laura, Del Brío, Esther B., Rueda, Carlos

“…The presence of women on boards of directors has become a social and economic demand. The relation between their presence on the board of directors and…”
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Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management by Del Brio, Esther B., Lopes-e-Silva, Ilidio, Perote, Javier

“…The current paper produces the very first experiment on the relationship between insider trading and earnings management in an unregulated scenario, where the…”
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Financing successful small business projects by Comeig, Irene, B. Del Brio, Esther, O. Fernandez-Blanco, Matilde

“…Purpose – The current credit rationing strongly influences the viability of SMEs innovation projects. In this context, the practice of screening borrowers by…”
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What Enhances Insider Trading Profitability? by Perote, Javier, Del Brio, Esther B

“…This study analyses the factors triggering insider trading profitability. Since there is not much evidence on this topic in the continental-European context,…”
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Female financial inclusion and its impacts on inclusive economic development by Cabeza-García, Laura, Del Brio, Esther B., Oscanoa-Victorio, Mery Luz

“…This paper investigates the effects of female financial inclusion on inclusive economic development. Financial inclusion, understood as the access to and usage…”
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Dividends and Market Signalling: an Analysis of Corporate Insider Trading by Del Brio, Esther B., De Miguel, Alberto

“…This study tests the multiple‐signal theory of dividends of John and Lang (1991) in the context of a European market. Our evidence shows that investors are…”
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How does interpersonal justice affect outside directors’ governance behavior? A cross-cultural comparison by Del Brio, Esther B., Hernández-Maestro, Rosa M., Yoshikawa, Toru

“…We examine the impact of interpersonal justice among outside directors on the board and between a director and the CEO regarding the director’s monitoring and…”
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An investigation of insider trading profits in the Spanish stock market by Del Brio, Esther B., Miguel, Alberto, Perote, Javier

“…This paper investigates the profitability and information content of insider trading in the Spanish stock market. Our results show that insiders earn excess…”
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Ownership structure and diversification in a scenario of weak shareholder protection by Del Brio, Esther B., Maia-Ramires, Elida L., De Miguel, Alberto

“…This work examines the influences of ownership concentration and insider ownership on corporate strategies for diversification within a scenario characterized…”
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El efecto de los mecanismos internos de control en las operaciones con información privilegiada by Tobar, José E., del Brío, Esther B., de Miguel, Alberto

“…Este trabajo analiza el uso de la información privilegiada en las operaciones de compra de los insiders españoles y de cómo la estructura de propiedad afecta…”
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