Search Results - "Evans, Kevin P."

Female board representation, corporate innovation and firm performance by Chen, Jie, Leung, Woon Sau, Evans, Kevin P.

“…We show evidence that female board representation is associated with greater innovative success, and thus enhances firm performance in innovation-intensive…”
Get full text

Intraday jumps and US macroeconomic news announcements by Evans, Kevin P.

“…This paper applies recent non-parametric intraday jump detection procedures to investigate the presence and importance of intraday jumps in US futures markets…”
Get full text

Are employee-friendly workplaces conducive to innovation? by Chen, Jie, Leung, Woon Sau, Evans, Kevin P.

“…We find strong evidence that firms with employee-friendly workplaces achieve greater innovative success, particularly in industries where innovation is more…”
Get full text

The R&D anomaly: Risk or mispricing? by Leung, Woon Sau, Evans, Kevin P., Mazouz, Khelifa

“…We offer new evidence on the risk versus mispricing explanations for the R&D anomaly. Return covariance with a characteristic-based factor captures the…”
Get full text

Dynamic news effects in high frequency Euro exchange rates by Evans, Kevin P., Speight, Alan E.H.

“…This paper investigates the dynamic, short-run response of Euro exchange rate returns to the information surprise of global macroeconomic announcements. In…”
Get full text

Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility by Evans, Kevin P., Speight, Alan E.H.

“…This paper provides an analysis of intraday volatility using 5-min returns for Euro–Dollar, Euro–Sterling and Euro–Yen exchange rates, and therefore a new…”
Get full text

Intraday euro exchange rates and international macroeconomic announcements by Evans, Kevin P., Speight, Alan E.H.

“…This paper considers a 19-month sample of 5-min returns for three euro exchange rates, and provides an analysis of the news impact effects associated with the…”
Get full text

How useful is intraday data for evaluating daily Value-at-Risk?: Evidence from three Euro rates by Speight, Alan E.H, Evans, Kevin P, McMillan, David G

“…Previous research concerned with the investigation of intraday data has typically sought to model that data using techniques to control for intraday…”
Get full text

How useful is intraday data for evaluating daily Value-at-Risk? by McMillan, David G., Speight, Alan E.H., Evans, Kevin P.

“…Previous research concerned with the investigation of intraday data has typically sought to model that data using techniques to control for intraday…”
Get full text

Real-Time Risk Pricing Over the Business Cycle: Some Evidence for the UK by Evans, Kevin P., Speight, Alan E. H.

“…:  The fully‐revised data typically utilized in empirical research do not reflect the true information available to financial market participants at the time…”
Get full text

International macroeconomic announcements and intraday euro exchange rate volatility by Evans, Kevin, Speight, Alan

“…The short-run reaction of Euro returns volatility to a wide range of macroeconomic announcements is investigated using 5-min returns for spot Euro–Dollar,…”
Get full text