Results 171 to 180 of about 60,284 (306)

How Is FinTech Shaping Household Portfolio Behaviour?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley   +1 more source

THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES [PDF]

open access: yes
This paper argues that the linear price-dividend relationship as predicted in the Gordon model breaks down in regimes of high inflation and deflation.
Jakob Madsen, Costas Milas
core  

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

open access: yesInternational Journal of Finance &Economics, EarlyView.
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

Population changes and demographic dividends. [PDF]

open access: yesBull World Health Organ
Bloom DE, Kuhn M, Prettner K.
europepmc   +1 more source

An Empirical Study of Dividend Payout and Future Earnings in Singapore [PDF]

open access: yes
This paper applies Johansen’s vector error-correction model (VECM) to investigate for the existence of the dividend signalling effect in the Singapore aggregate market through impulse response analysis, forecast error variance decomposition and granger ...
Lee, King Fuei
core  

The Impact of Monetary Policy Shocks on Stock Price Crash Risk

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the impact of monetary policy shocks (MPS) on future stock price crash risk (SPCR), using a sample of US firms from 1995 to 2019. We find that expansionary MPS significantly reduce the likelihood of SPCR, while contractionary MPS show no statistically significant effect on SPCR. These results remain robust after controlling
Shunshun Xu, Haifeng Guo, Yeqin Zeng
wiley   +1 more source

Inefficient Frontiers: Industry‐Specific Anomalies in Frontier Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT In this study we identify low‐risk anomalies affiliated with industry in frontier markets, offering valuable insights for fund managers and investors managing an internationally diversified portfolio. Utilising a two‐beta model—incorporating both market and industry betas—we reveal a distinct low‐beta anomaly with a monthly magnitude of 2.13 ...
Alya Hourani   +3 more
wiley   +1 more source

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