Global Finance Journal最新文献

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“ESG disclosure and its impact on firm leverage: Moderating role of quality of financial reporting and financial constraints”

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-24 DOI: 10.1016/j.gfj.2025.101099

Neha Malik , Smita Kashiramka

This paper examines the impact of sustainable practices proxied by environment, social and governance (ESG) disclosures on accounting-based and market-based leverage ratios. Additionally, it explores the moderating effects of financial reporting quality (FRQ) and financial constraints (FC) on the ESG-leverage nexus. Leveraging data from 2700 non-financial firms across 16 emerging nations over 8 years from 2015 to 2022, the findings indicate that firms with higher ESG scores exhibit greater book and market leverage. This implies that ESG disclosures provide additional valuable information that reduces information asymmetry and aligns with lenders' expectations. The positive association between ESG and leverage is more pronounced for firms with lower FRQ and those facing higher FC. Findings are robust to different sensitivity tests, including lagged regressions to mitigate reverse causality, 2SLS and system GMM regression to address endogeneity concerns, and tests with alternate variables, samples and time periods. These findings offer valuable insights for policymakers, managers, lenders and investors, guiding policy development, corporate strategy and investment decisions. Overall, this paper highlights the crucial role of ESG and high-quality financial reporting in shaping the capital structure dynamics of firms in emerging markets.

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引用次数: 0

Does stock liquidity matter for corporate cash holdings? Insights from a transition economy

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-24 DOI: 10.1016/j.gfj.2025.101102

Thi Huong Giang Vuong , Van Phuc Nguyen , Huu Manh Nguyen

This research examined the impact of corporate stock liquidity on cash holdings in Vietnam, spanning 2010 to 2020. Our results reveal that higher stock liquidity engenders lower corporate cash holdings. This effect holds after using diverse measurements of stock liquidity and econometric techniques for endogeneity. Most strikingly, we leveraged an exogenous shock to stock liquidity resulting from a variety of Vietnamese legal adjustments in the fields of finance, accounting, and investment in 2015. Our primary results diverge from preceding findings in developed markets and support the conventional notion that corporate managers tend to reduce cash holdings when they forecast that there is a reduction in external financing costs due to increased stock liquidity. Deeper analyses disclose that the stock liquidity–cash holdings nexus is substantially dominated by firm attributes, namely the firm investment degrees and cash dividend paid levels. Notably, industrial manufacturing firms with high stock liquidity have been less precautionary in cash storage management from 2015 onwards. Furthermore, our findings reveal the modulating role of large foreign block-holders on the stock liquidity–corporate cash holdings relationship from 2015 onwards. In a nutshell, our paper offers valuable insights into the association of stock liquidity and corporate cash holdings in the unique context of a transition economy.

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引用次数: 0

Restraining bad news hoarding from managerial overconfidence: Evidence from the Sarbanes-Oxley Act

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-17 DOI: 10.1016/j.gfj.2025.101098

Hyeong Joon Kim , Seongjae Mun

This study examines the impact of the Sarbanes-Oxley Act (SOX) on the association between managerial overconfidence and stock price crash risk. The literature posits that overconfident CEOs are more likely to hoard bad news than others, leading to a higher crash risk. Our findings indicate that SOX restrains bad news hoarding from managerial overconfidence. As a result, the difference in crash risk between firms with overconfident and non-overconfident CEOs is significant before SOX but almost disappears after SOX. We provide supportive evidence that SOX reduces crash risk through the bad-news-hoarding channel, using financial restatements and analysts' forecasting. We also find that the effectiveness of SOX is more pronounced for firms with weaker external governance mechanisms and those that are financially constrained. Overall, this study suggests that SOX helps mitigate overconfident managerial behavior, such as bad news hoarding.

引用次数: 0

Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-16 DOI: 10.1016/j.gfj.2025.101094

Saswat Patra , Kunjana Malik

This study examines return and volatility connectedness among major Latin American markets and the US using the Quantile Vector Autoregression (QVAR) approach. We analyze spillovers at the median and extreme tails. Results reveal moderate integration at the median, with higher interconnectedness at both tails. We find that volatility spillovers are slightly greater at right tails, and spillovers peaked during the 2008 Global Financial Crisis. Return spillovers generally exceed volatility spillovers. Argentina and Chile are net receivers, while Brazil, Mexico, and the US are net transmitters. Based on the Minimum Connectedness Portfolio and the dynamic hedge ratio, Chile offers the cheapest hedge, while US is the most effective for risk reduction.

本研究采用量子向量自回归（QVAR）方法研究了拉美主要市场与美国之间的收益率和波动率关联性。我们分析了中位数和极端尾数的溢出效应。结果显示，中位数的整合程度适中，两个尾部的相互关联度较高。我们发现，右侧尾部的波动溢出效应略大，溢出效应在 2008 年全球金融危机期间达到顶峰。收益溢出效应通常超过波动溢出效应。阿根廷和智利是净接受者，而巴西、墨西哥和美国则是净传播者。根据最小关联度组合和动态对冲比率，智利的对冲成本最低，而美国对降低风险最有效。

引用次数: 0

The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-08 DOI: 10.1016/j.gfj.2025.101086

Jie Li , Aaron D. Smallwood

The exchange rate system in China is unique, as onshore and offshore markets exist for a single currency. This paper investigates the evolution of information transmission for each market and explores their relative roles in driving price discovery and volatility spillovers as the RMB becomes more market oriented. We find that onshore returns and volatilities are increasingly influenced by the offshore market, with differences across various exchange rate policy phases. Using a novel method to capture asymmetric spillovers, the findings also show that the volatility of the onshore market is much more susceptible to offshore shocks when the RMB depreciates. To determine the factors influencing the strength of volatility spillovers, we provide additional regression analysis. The results show that capital flows and the degree of intervention are important determinants of information flows under unexpected RMB weakness in recent samples.

引用次数: 0

Managing man and machine: Automation potential and labor investment efficiency

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-02-07 DOI: 10.1016/j.gfj.2025.101085

Sharif Mazumder , Leonid Pugachev

We study how a firm's ability to automate affects its labor investment efficiency (LIE). Companies with greater automation potential (AP), measured by share of routine task labor, invest more efficiently. They exhibit both lower propensity to over- and under-invest, as well as lower intensity of over- and under-investment, conditional on its occurrence. Using the catastrophic 2011 Thai flooding as an exogenous shock to AP, we find evidence that the relationship between AP and LIE is likely causal. AP appears to spur (hamper) employment growth in good (bad) economic states. We are the first to show that AP leads firms toward more efficient labor investment.

引用次数: 0

CEO casting call: Investor attention to corporate leadership appointments

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-01-28 DOI: 10.1016/j.gfj.2025.101083

Katarzyna Byrka-Kita , Mateusz Czerwiński , Stephen P. Ferris , Agnieszka Preś-Perepeczo , Tomasz Wiśniewski

In this study we explore the effect of investor attention on trading volume around announcements of CEO appointments. Using hand-collected data on CEO turnovers for publicly traded Polish firms during 2000–2016, we find that investors generally neglect announcements of CEO reappointments. But when we introduce behavioural-based trading strategies focused on momentum, we discover that trading volume reacts to announcements of these appointments. Further, we observe that investors respond most strongly to CEO reappointments that are accompanied by recent stock price increases. This study offers the first volume-based evidence supporting the moderating role of CEO appointment announcements on investor trading.

引用次数: 0

The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-01-27 DOI: 10.1016/j.gfj.2025.101084

Gaoping Ma , Elie Bouri , Yahua Xu , Z. Ivy Zhou

This paper analyses the “night effect”, reflecting the introduction of night trading, on intraday trading patterns in the Chinese precious metals futures markets. The main results are summarized as follows: Firstly, both intraday momentum and reversal effect are significant. Secondly, before the launch of night trading, the first half-hour daytime returns have significant predictive power, whereas after the introduction of night trading, the first half-hour night returns become a significant predictor. This change can be attributed to the immediate reactions of domestic investors to international news released in the night session. Thirdly, the driving force of intraday predictability is demonstrated by evidence showing that intraday reversals are mainly driven by liquidity oversupply offered by irrational uninformed traders. Fourthly, the market timing strategy outperforms the always-long and buy-and-hold benchmark strategies. Overall, this study reveals that the introduction of night trading significantly alters intraday return predictability patterns of Chinese precious metals futures markets, benefiting regulators by highlighting the need for enhanced overnight market monitoring.

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引用次数: 0

Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-01-25 DOI: 10.1016/j.gfj.2025.101082

Mohammad Abdullah , Mohammad Ashraful Ferdous Chowdhury , G.M. Wali Ullah

This study inspects the asymmetric tail risk dynamics, efficiency, and interconnectedness among FinTech stocks, cryptocurrencies, and traditional assets. Firstly, we employ the Multifractal-Asymmetric Detrended Cross-Correlation Analysis to examine the cross-correlation patterns and efficiency dynamics of the analyzed assets. The findings reveal asymmetries in cross-correlations and the presence of multifractality, highlighting the nonlinear relationships among these assets and find FinTech assets are the most efficient. Secondly, we utilize the time domain quantile connectedness method to investigate tail risk connectedness, offering insights into the network's shock transmission and spillover effects. Our analysis identifies the major risk transmitters (FinTech stocks) and receivers (bond), emphasizing the interconnectedness of the assets. Additionally, the study conducts bivariate portfolio analysis, considering short and long investment horizons, to guide asset allocation and hedging strategies. Our findings have significant implications for facilitating informed investment strategies and improving the stability and resilience of financial markets.

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引用次数: 0

Supply chain contagion effects of negative CSR events: A stock market reaction perspective

IF 5.5 2区经济学 Q1 BUSINESS, FINANCE

Global Finance Journal

Pub Date : 2025-01-22 DOI: 10.1016/j.gfj.2025.101080

Jinyan Shi , Mengzhu Deng , Jimeng Yang , Rongjia Zhang

Negative corporate social responsibility (CSR) events substantially expose supply chains to risk. Understanding the effects of such events on suppliers and customers is crucial for strengthening the resilience of supply chain systems. Using a sample of Chinese A-share listed companies from 2016 to 2021, we employ the event study method to demonstrate that negative CSR events create a contagion effect in supply chains. Such contagion effect is asymmetric, affecting the capital market performance of customers more negatively than it does that of suppliers. Further analysis indicates that both the closeness of supply chain relationships and the level of economic policy uncertainty reinforce the contagion effect. The mechanism analysis suggests that the contagion effect originates from the damaged reputation of suppliers or customers and the reduction in shared investment value. In addition, the contagion effect is stronger when the core company is nonstate-owned and has a lower social responsibility score. These findings contribute to the understanding of CSR contagion effects from the perspective of supply chain relationships. Meanwhile, our study highlights that companies can focus on CSR events to strengthen their supply chain CSR management and improve the overall security and stability of supply chain systems.

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引用次数: 0

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