affect from a government adopting a more restrictive lockdown measures in dark-red zones and uncertainty surrounding the COVID-19 situation that will hinge mainly on the rollout of vaccines in order to
funds’ stock holdings can provide useful signal for investors. In this study, we show that portfolio of stocks that are not favored by mutual funds tend to perform poorly, with monthly returns of 0.38% to
Review of high-frequency trading and dark liquidity, ASIC 2015 Variable name Variable description intraday_volatility Standard deviation of 15-minute price returns month_volatility The one month running
continued to decline according to industry trend and a change in advertisers’ behavior that favored migration to cheaper online media. Thus, CSL Group had restructured YellowPages Business by focusing and
Investor Strategies for Incorporating ESG Considerations into Corporate Interactions www.blackrock.com www.ceres.org Century21st Engagement Investor Strategies for Incorporating ESG Considerations into Corporate Interactions [ 5 ] FOREWORD The Value of Our Voice ......................................................................................................................................... 1 How ESG Megatrends Are Shaping Valuation ...........................................................