Details about Thomas Kaspereit

Access statistics for papers by Thomas Kaspereit.

Last updated 2023-11-15. Update your information in the RePEc Author Service.

Short-id: pka1635

Working Papers

2022

1. The relevance of ratings for investors of (semi-)open-end real estate funds: Evidence from Germany
   ERES, European Real Estate Society (ERES)

2020

2. Event studies with daily stock returns in Stata: Which command to use?
   2020 Stata Conference, Stata Users Group View citations (1)
   See also Journal Article Event studies with daily stock returns in Stata: Which command to use?, Stata Journal, StataCorp LLC (2021) View citations (2) (2021)

2014

3. Asymmetric Information and International Corporate Social Responsibility
   ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies

2013

4. The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets
   ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies

Journal Articles

2022

1. The effect of institutional dual holdings on CSR performance
   Journal of Sustainable Finance & Investment, 2022, 12, (2), 431-450 View citations (1)
2. The moderating role of CEO sustainability reporting style in the relationship between sustainability performance, sustainability reporting, and cost of equity
   Journal of Business Economics, 2022, 92, (3), 429-465 View citations (4)

2021

3. Event studies with daily stock returns in Stata: Which command to use?
   Stata Journal, 2021, 21, (2), 462-497 View citations (2)
   See also Working Paper Event studies with daily stock returns in Stata: Which command to use?, 2020 Stata Conference (2020) View citations (1) (2020)
4. The Capital Market Impact of Blackrock’s Thermal Coal Divestment Announcement
   Finance Research Letters, 2021, 41, (C) View citations (4)

2020

5. Financial performance and safety in the aviation industry
   International Journal of Managerial Finance, 2020, 17, (1), 138-165 View citations (2)
6. Managerial style in cost asymmetry and shareholder value
   Managerial and Decision Economics, 2020, 41, (5), 800-826 View citations (2)

2017

7. Board members in squeeze-out transactions: an event study analysis
   International Journal of Economics and Accounting, 2017, 8, (1), 43-60
8. Shareholder Value Implications of Compliance with the German Corporate Governance Code
   Managerial and Decision Economics, 2017, 38, (2), 166-177 View citations (4)
9. Systemic operational risk
   Journal of Risk Finance, 2017, 18, (3), 252-267 View citations (4)

2016

10. Board Gender Diversity and Dimensions of Corporate Social Responsibility
    Journal of Management and Sustainability, 2016, 6, (2), 50-66 View citations (4)
11. The information content of issuer rating changes: Evidence for the G7 stock markets
    International Review of Financial Analysis, 2016, 47, (C), 99-108 View citations (9)

2015

12. Does compliance with the German Corporate Governance Code pay off?
    Journal of Risk Finance, 2015, 16, (3), 344-376

2014

13. Corporate sustainability in asset pricing models and mutual funds performance measurement
    Financial Markets and Portfolio Management, 2014, 28, (4), 363-407 View citations (1)
14. The World Capital Markets’ Perception of Sustainability and the Impact of the Financial Crisis
    Journal of Business Ethics, 2014, 122, (3), 475-500 View citations (11)
15. The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
    Energy Economics, 2014, 41, (C), 125-136 View citations (19)

2010

16. Zum Einsatz von Residualgewinnmodellen post BilMoG – Nähert sich das Accounting Model dem Economic Model?
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 20, (4), 419-444 View citations (1)

Software Items

2022

1. EVENTSTUDY2: Stata module to perform event studies with complex test statistics
   Statistical Software Components, Boston College Department of Economics