The Sector Liquidity Timing Ability of Bond Mutual Funds
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Valuation effects of U.S. monetary policy tightening: The roles of foreign exposure. [PDF]
Fang X, Peng X.
europepmc +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Delay, deny, and defend: Public outrage at health insurance companies and stock market debacle. [PDF]
Li C, Dutta M, Duo J, Dutta S.
europepmc +1 more source
Sustainability Incentives and Value Creation in Corporate Acquisitions
ABSTRACT Using an extended international sample of domestic and cross‐border mergers and acquisitions (M&A), this paper provides the first comprehensive examination of the role of ESG‐linked executive compensation in the market for corporate control.
Athanasios Tsekeris
wiley +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
Huynh TT, Khoa BT.
europepmc +1 more source
Postpartum anemia and maternal wellbeing: A cohort analysis of the WOMAN‐2 trial
Abstract Objective We examined the association between postpartum anemia and maternal wellbeing in women who gave birth with anemia. Methods We conducted a cohort analysis using secondary data from the WOMAN‐2 trial. Between August 2019 and September 2023, women with moderate or severe anemia who were giving birth vaginally were recruited from ...
The WOMAN‐2 Trial Collaborators +180 more
wiley +1 more source
The influence of investor sentiment on the Chinese stock market amid COVID-19: An event study analysis. [PDF]
Sun Y, Yang C.
europepmc +1 more source
ABSTRACT To explore the real effect of banking globalisation on bank liquidity creation, we investigate plausibly exogenous variations in the expectation of further banking globalisation under the Belt and Road Initiative (BRI), which further opens the gate to foreign investors.
Xuanyi Shi +3 more
wiley +1 more source

