Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Vijay Gondhalekar"'
Publikováno v:
Applied Economics Letters. :1-5
Autor:
Vijay Gondhalekar, Dawn Brackmann
Publikováno v:
Applied Economics Letters. :1-6
Publikováno v:
Applied Economics Letters. 30:757-760
Publikováno v:
Advances in Financial Economics ISBN: 9781789733983
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7563d554a2a7bb7fcccda258da1f016f
https://doi.org/10.1108/s1569-373220220000021001
https://doi.org/10.1108/s1569-373220220000021001
Publikováno v:
Applied Economics Letters. 28:1441-1445
We examine the Environmental, Social, and Governance (ESG) performance of Michigan and Indiana companies before and after they passed the Right-to-Work (RTW) laws in 2012 by referencing it against ...
Autor:
Lara Kessler, Vijay Gondhalekar
Publikováno v:
SSRN Electronic Journal.
This study provides a review of important legal cases and empirical studies on Right-to-Work RTW laws. Twenty-seven US states have passed RTW laws since 1946, but the proposed Protecting the Right to Organize (PRO) Act 2021 intends to override some o
Publikováno v:
Journal of Economics and Finance. 42:526-549
Overnight returns are significantly positive while day returns are significantly negative in the COMEX gold front futures contract, the gold spot market (London Fix), gold mining company stocks, and gold related closed end mutual funds and exchange t
Autor:
Vijay Gondhalekar, Kevin Lehnert
This study examines share price reaction to the enrollment by companies in the Children’s Food and Beverage Advertising Initiative. We find that, on average, in the month of enrollment, shareholders of companies that join the CFBAI experience abnor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ba28fa4a4260b682e57e8b448fc4394
https://doi.org/10.1108/s1569-373220160000019001
https://doi.org/10.1108/s1569-373220160000019001
Autor:
Laurence E. Blose, Vijay Gondhalekar
Publikováno v:
Applied Economics Letters. 21:1269-1272
Overnight returns on the COMEX gold front month contract are significantly positive, whereas day returns are significantly negative (1985 through 2012). Similarly, overnight returns on the SPDR Gold Shares exchange traded fund are significantly great
Autor:
Vijay Gondhalekar, Laurence E. Blose
Publikováno v:
Accounting & Finance. 53:609-622
This study examines the weekend effect in gold returns during bull and bear markets over the period 1975 through 2011. It shows that gold returns from close on Friday to close on Monday are significantly lower than returns during the rest of the week