Results 31 to 40 of about 343,694 (202)
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
International Journal of Financial StudiesIn this paper, we propose a linear factor model that incorporates investor preferences toward sustainability to analyze indirect effects that climate concerns may have on asset prices.
Lucía Galicia-Sanguino +1 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the evolving integration of 10 major Asian stock markets with key global and regional financial centres, namely, the U.S., China, the E.U., and a constructed Asia centroid. Incorporating all four statistical moments (mean, variance, skewness, and kurtosis), we compute pairwise Euclidean distances to evaluate the degree ...
Burak Korkusuz +3 more
wiley +1 more source
Revista Finanzas y Política Económica, 2015 RESUMEN La creación de fondos de inversión inmobiliaria en Colombia ha abierto posibilidades de diversificación de portafolio a agentes que deseen invertir en el sector inmobiliario sin tener que comprar y administrar finca raíz de forma directa.
Leonardo Santana Viloria
doaj +1 more source
Sustainable Development, EarlyView.ABSTRACT Climate change, political stability, and sustainability are three central factors that interact and serve as key drivers of achieving the Sustainable Development Goals (SDGs) in the MENA (Middle East and North Africa) region. Accordingly, this paper aims to fill a vital research gap by examining the impacts of climate change, natural resource ...
Hicham Ayad +2 more
wiley +1 more source
Modelo CAPM Condicional: Um Panorama Geral
Revista de Economia Mackenzie, 2007 Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger guarantee through financial transactions.
Elmo Tambosi Filho, Fabio Gallo Garcia
doaj
Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange [PDF]
تحقیقات مالی, 2010 Modern Portfolio Theories are based on Markowitz’s portfolio optimization model that involves the assumption of Mean Variance Behavior and therefore require the asymmetry and normality of returns.
Mohsen Sadeghi +2 more
doaj
Contagion and downside risk in the REIT market during the subprime mortgage crisis
International Journal of Strategic Property Management, 2015 This study empirically tests the contagion effects in stock and real estate investment trust (REIT) markets during the subprime mortgage crisis by using daily stock- and REIT-markets data from the following countries and international bodies: the United ...
Ming-Chi Chen +3 more
doaj +1 more source
Does It Matter? Information Releases Before Versus After Trading Hours
European Financial Management, EarlyView.ABSTRACT This paper shows that for firms in Pacific time zone of the United States, the effect on weekly returns from overnight returns would be 23% stronger than firms in Eastern time zone. This asymmetrical impact is documented to be associated with degrees of information transparency due to firm's different timings of information releases.
Ming‐Che Hu, Alex YiHou Huang
wiley +1 more source