All Outputs (2)

Do greenhouse gas emissions affect financial performance? – an empirical examination of Australian public firms (2013)
Journal Article
Wang, L., Li, S., & Gao, S. S. (2013). Do greenhouse gas emissions affect financial performance? – an empirical examination of Australian public firms. Business Strategy and the Environment, https://doi.org/10.1002/bse.1790

Previous studies that have attempted to relate corporate environmental performance to financial performance have generated conflicting results. This paper presents the findings of a study on the relationship between greenhouse gas (GHG) emissions and... Read More about Do greenhouse gas emissions affect financial performance? – an empirical examination of Australian public firms.

Markowitz efficiency and size effect: evidence from the UK stock market (2013)
Journal Article
Hwang, T., Gao, S. S., & Owen, H. (2013). Markowitz efficiency and size effect: evidence from the UK stock market. Review of Quantitative Finance and Accounting, https://doi.org/10.1007/s11156-013-0390-8

Academics and practitioners have frequently debated the relationship between market capitalization and expected return. We apply the Markowitz efficient frontier approach to develop a portfolio performance measure that compares the return of a portfo... Read More about Markowitz efficiency and size effect: evidence from the UK stock market.