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Using Multivariate Statistics

Corporate governance: the international journal of business in society

The purpose of this paper is to investigate the direct and indirect links between environmental, social and governance (ESG) practices and financial performance using the mediate role of green innovation.,To test the current study hypotheses, the authors applied linear regressions with a panel data using the Thomson Reuters ASSET4 and Bloomberg database from a sample of 115 UK and 90 Germany companies selected from the ESG index over the period 2005–2019.,The results show that the strengths ESG increase the firm value and the weaknesses decrease it. In addition, the authors find that green innovation fully mediates the relationship between ESG practices and financial performance in UK and Germany.,The findings provide interesting implications to academics practitioners and regulators who are interested in discovering ESG score, financial performance and green innovation. The results also provide insights to regulators and the board of directors on future growth opportunities for the company and the country.,This study is unique in examining the mediation effect of green innovation on the relationship between ESG practices and financial performance.

ESG and corporate financial performance: the mediating role of green innovation: UK common law versus Germany civil law

This study contributes in building emerging literature by investigating the impacts of global economic policy uncertainty on Malaysian sectoral stock performance. This study models sectoral stock returns as time‐varying transition probability Markovian processes and employs two‐stage Markov‐switching model for findings impacts of global economic policy uncertainty on sectoral stock returns in regime switching environment. The empirical results reveal that linear framework unable to detect the effects global economic policy uncertainty, and the Markov‐switching model exhibits significant effects of global economic policy uncertainty on all sectoral stock returns excluding technology sector in Malaysia stock market. The findings also expose that the effects of global economic policy uncertainty vary across regime states, sectors, and nature of effects, where the negative effects of global economic policy uncertainty dominate over positive effects. The global economic policy uncertainty exhibits greater impacts on stock returns in high‐volatility regime. Thus, the findings confirm the existence of asymmetric, nonlinear, nonmonotonic, and state‐dependent relationship between global economic policy uncertainty and sectoral stock returns in Malaysia. Therefore, the overall empirical findings can be applied in asset pricing and investment decision‐making purposes. The findings also suggest that global economic policy uncertainty can be a systemic risk factor and predictor of stock market returns.

The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives

ESG disclosure and financial performance: Moderating role of ESG investors

Does ESG certification add firm value

This study analyzes the influence of the stock market and the debt market on the Malaysian economy. The Johansen-Juselius co-integration test reveals the existence of co-integrating relationship between real GDP per capita, stock market and debt market. The VECM long-run results show that both, the stock market and the debt market, have positive and significant influence on the Malaysian economy. The stock market is found to exert greater influence on the Malaysian economy compared to the debt market. Furthermore, unlike the debt market, the stock market is found to exert uni-directional causality on the economy. Since both markets have significant and positive influence on the Malaysian economy, the policy makers should implement appropriate measures to be able to fully utilize the opportunity created by both markets, especially the liquidity condition of the stock market as it influences an investor’s financial and investment decision making process.

https://www.econjournals.com/index.php/ijefi/article/download/3617/pdf

The Impact of Capital Market on Economic Growth: A Malaysian Outlook

In corporate finance, the early prediction of financial distress is considered more important as another occurrence of business risks. The study presents a review of literature for early prediction of financial bankruptcy. It contributes to the formation of a systematic review of the literature regarding previous studies done in the field of bankruptcy. It addresses two most commonly used financial distress prediction models, i.e. multivariate discriminant analysis and logit. Models are discussed with their advantages and disadvantages. After methodological review, it seems that logit regression model (LRM) is more advantageous than multivariate discriminant analysis (MDA) for better prediction of financial bankruptcy. However, accurate prediction of bankruptcy is beneficial to improve the regulation of companies, to form policies for companies and to take any precautionary measures if any crisis is about to come in future.

/pdf/a-review-of-financial-distress-prediction-models-logistic-376d3vl0vf.pdf

A review of financial distress prediction models: logistic regression and multivariate discriminant analysis

This paper examines the impact of commodity prices (palm oil price, oil price, and gold price), interest rate, and exchange rate on the Malaysian stock market performance. Employing the bounds test approach, the results of the study showed cointegrating relationships among variables. Specifically, the results revealed a significant influence of palm oil price on the stock market index. However, no significant influence was observed for both the oil price and gold price. Interest rate and exchange rate showed significant influences, which are consistent with past empirical studies. One important policy implication from this study is that the authorities should also pay attention to the effect of commodity prices, in addition to macroeconomic variables, in implementing relevant polices, as they may have a negative impact on the Malaysian stock market.

/pdf/the-impact-of-commodity-prices-interest-rate-and-exchange-1saysse68m.pdf

The impact of commodity prices, interest rate and exchange rate on stock market performance: an empirical analysis from malaysia

The performance of a stock market has always become the center of attention for market analysts and investors. Due to its significant role in the economy of a country, the performance of the stock market is always associated with the economic condition of a country. Because of that, this study intends to examine the impact of commodity prices in influencing the behavior of the stock market index specifically by focusing on the palm oil prices. Since Malaysia is one of the major producers of palm oil, the behavior of the palm oil price is expected to have an influence on the Malaysian stock market index. In pursuing the objective, we have adopted the bounds test approach to analyze the existence of cointegration relationship among the underlying variables of the Malaysian stock market index, interest rate, exchange rate and the price of palm oil. Using monthly data for the period of 1997M12 to 2012M9, results of an ARDL test indicates that all the variables employed are significant in influencing the Malaysian stock market index in the long run as well as in the short run.

/pdf/the-impact-of-palm-oil-price-on-the-malaysian-stock-market-32xnqxrtn3.pdf

Sabariah Nordin

Papers

Does ESG certification add firm value

The Impact of Capital Market on Economic Growth: A Malaysian Outlook

A review of financial distress prediction models: logistic regression and multivariate discriminant analysis

The impact of commodity prices, interest rate and exchange rate on stock market performance: an empirical analysis from malaysia

The Impact of Palm Oil Price on the Malaysian Stock Market Performance