Recently added works

Using a sample of 955 mutual funds, free of survivorship bias, we analyse the performance of diversified equity mutual funds in the United States of America that invest solely in stocks listed on the…

This report explores the process of developing and publishing a multi-stakeholder website for UBC Wellbeing, effectively creating a unified digital space for efforts connected to UBC’s vision to…

In the past decade retail gentrification, or commercial gentrification, has begun to receive more attention from academics and policymakers as commercial real estate in cities like New York, San…

At least 160 ha of the Sturgeon Bank low marsh in the Fraser River delta died off between 1989 and 2011. Humans have heavily modified the Fraser River estuary since the late 1800’s, including…

In this study, the refined double layer model of platinum electrodes accounts for chemisorbed oxygen species, oriented interfacial water molecules and ion size effects in solution. It results in a…

Simulations based on density functional theory are used to study the electronic and electrostatic properties of a Pt(111) surface covered by a layer of chemisorbed atomic oxygen. The impact of the…

The growing presence of research shared on social media, coupled with the increase in freely available research, invites us to ask whether scientific articles shared on platforms like Twitter diffuse…

Socially responsible investing (SRI) is a growing practice in the investment management industry which seeks to incorporate environmental, social and corporate governance factors into the investment…

Rapid conversion of oxygen into water is crucial to the operation of polymer electrolyte fuel cells and other emerging electrochemical energy technologies. Chemisorbed oxygen species play double-…

Canadian housing market, known for its robustness and stabilization, has continuedbooming for over 10 years even during the housing bubbles burst period. Especially in the past fewyears, real estate…

This paper uses Fama-French and Carhart Four-factor Model to compute systematic risk andidiosyncratic risk for firm’s equity risk. It then assesses these two equity risk components tobond credit…

According to financial theory, idiosyncratic risk is eliminated within a diversified portfolio andtherefore should not be related to expected return. However, in the last decade financial…

This paper seeks to investigate the linkage and co-movement relationships between the stock markets of US and BRIC, and determine the degree of diversification benefits among them within the sample…

This paper performs and analyzes hedge fund replication strategies using liquid exchange-traded instruments to build linear multi-factor models (“clones”) that mimic Hedge Funds returns. First, we…

This paper examines the variables that affect bank profitability. We construct a sample of US banks from 2003 to 2015, and use return on assets (ROA) and return on equity (ROE) to measure bank…

In this paper we aim to search for a systematic optimization model that can properlymeasure hedge fund risks and can optimize capital across Canadian hedge fund portfolios thatcan cater to investors…

This paper studies the underlying long-term relationship between economic factors and house prices growth in Canada. Fundamentals used include, monthly real interest rate, mortgage rate, rental…

This paper investigates the changes in market volatility around the United States presidential elections and inaugurations between the period of 1928 and 2016 during selected event windows: (-10, -1…

This paper analyses the impact of credit rating changes from two aspects. Firstly,credit rating will impact company capital structure decisions. It is found thatcompanies generally issue more debt…

This paper examines the relationship between the level of institutional ownership andrisk-adjusted return on stocks. We find a significant positive relationship between the level ofinstitutional…