Results 171 to 180 of about 13,047 (306)
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
Stock Prices in a Speculative Market: The Chinese Split-Share Reform [PDF]
In 2005-2006 China reformed its stock market by eliminating non-tradable shares. The regulator set general guidelines and then assigned responsibility for implementation to each company. We derive relations that should have been followed by the prices of
Marianna Caccavaio +2 more
core
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Geopolitical Effect: Investor Sentiment And Stock Returns Admist Israeli-Palestinian Conflict
Sriwijaya International Journal of Dynamic Economics and BusinessThe Israeli–Palestinian conflict represents a major geopolitical event that can trigger uncertainty and volatility in global financial markets. This study investigates the impact of the conflict on investor sentiment and stock returns by comparing the ...
Muhammad Cholil +5 more
doaj
Investors demand carbon damage risk compensation in China. [PDF]
iScienceLu Z, Zhang Y, Zhang Z.
europepmc +1 more source
Does gradual diffusion of information really matters: The bankruptcy case [PDF]
This paper tests to what extent the Hong and Stein (1999) model explains the stock price performance of firms filing for Chapter 11 bankruptcy. In line with the model’s main prediction, I find that the market severely misprices (correctly prices) the ...
Luís M. S. Coelho
core
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Gestational Diabetes in Somali Women: Neglected Risks for Maternal and Neonatal Health. [PDF]
Int J Womens HealthMudei NM, Adawe MMM, Ali HA, Mohamud KH.
europepmc +1 more source
Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis [PDF]
Around the turn of the year 2005/2006, the Russian freezing of natural gas exports to the Ukraine led to a European gas crisis. Using event study techniques, we first investigate whether the Russian suspension of gas deliveries, the announcement of this ...
Ulrich Oberndorfer +2 more
core