A fuzzy multifactor asset pricing model. [PDF]
Ann Oper Res, 2022 Mbairadjim Moussa A, Sadefo Kamdem J.
europepmc +1 more source
Conditional Mean-Variance Efficiency of the U.S. Stock Market [PDF]
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in unrestricted ways, given investor preferences.
Kenneth A. Froot +3 more
core
Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
PLoS OneLiang X, Sun Y.
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An alternative strategy for balancing profit maximization and risk reduction. [PDF]
PLoS OneEl Khatib Y, Mukhamedova F.
europepmc +1 more source
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. [PDF]
Financ Innov, 2023 Mensi W, Maitra D, Selmi R, Vo XV.
europepmc +1 more source
Partisan politics and stock returns under strong presidential regimes: Religion and politics. [PDF]
PLoS OneMella J.
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Sensitivity to changes in oil prices, tax returns and the cross-section of stock returns: The present situation for net-oil exporting economies. [PDF]
HeliyonLou Q, Iqbal N, Alraey Y.
europepmc +1 more source
The Information Conveyed in a SPAC's Offering. [PDF]
Entropy (Basel), 2021 Cohen G, Cohen G, Qadan M.
europepmc +1 more source
An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC-GARCH model. [PDF]
SN Bus Econ, 2023 Pillada N, Rangasamy S.
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