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Purpose – The paper aims to study the effect of tenure on the structure of CEO compensation. The relation between CEO compensation and CEO tenure provides a good testing bed for many effects: the managerial power effect, the portfolio consideration effect, the learning effect, and the career...
Purpose – The purpose of this paper is to apply alternative GARCH‐type models to daily volatility forecasting, and apply Value‐at‐Risk (VaR) to the Taiwanese stock index futures markets that suffered most from the global financial tsunami that occurred during 2008. Design/methodology/approach –...
Purpose – The purpose of this paper is to investigate relative portfolio performance between sin stock returns and faith‐based returns. Design/methodology/approach – Similar to Hong and Kacperczyk, Jensen's alpha was utilized to conduct tests along with three asset‐pricing models and rolling...
Purpose – The purpose of this paper is to examine the nature and extent of instability of capital asset pricing model (CAPM) beta in a small emerging capital market. Design/methodology/approach – Inter‐period as well as intra beta instability are examined. Inter‐period instability is examined by...
Purpose – This paper aims to examine the stability of dividend policy using a unique data set. Design/methodology/approach – The paper is based on the Lintner model that is used to test the dividend smoothing behavior. The specific econometric method used for panel data is Tobit regression....
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