Results 1 to 10 of about 74,430 (47)
Factor Timing with Portfolio Characteristics
Social Science Research Network, 2023 In a factor timing context, academic research has focused on identifying a set of predictors that can explain the dynamics of factor portfolios. We propose an alternative approach for timing factor portfolio returns by exploiting the information from ...
Anastasios Kagkadis +3 more
semanticscholar +1 more source
Tourism Economics, 2022 This study investigates the effect of COVID-19-induced uncertainty on the overall stock market and the stock performance of the tourism and hospitality industry and its subsectors utilizing a novel time-varying robust Granger causality test.
Oğuzhan Çepni, T. Dogru, Ozgur Ozdemir
semanticscholar +1 more source
Comparing Growth Models with Other Investment Methods
Journal of Finance and Investment Analysis, 2023 This article introduces five growth models as an investment method. These are conventional logistic growth, Gompertz growth, generalized charged capacitor growth, combined logistic and charged capacitor growth, and combined Gompertz and charged capacitor
Guizhou Wang, K. Hausken
semanticscholar +1 more source
Banks of a Feather: The Informational Advantage of Being Alike
Social Science Research Network, 2023 Banks lend more to banks that are similar to them. Using data from the German credit register and proprietary supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps to overcome ...
Peter Bednarek +3 more
semanticscholar +1 more source
The Value of Investors Being in a Deliberative Mindset When Reading News Later Revealed to Be Fake
Journal of Financial Reporting, 2023 Investors face a difficult challenge in determining whether news they read is true or fake and, according to psychology theory, an additional challenge of ceasing to rely on news subsequently revealed to be fake.
Stephanie M. Grant +2 more
semanticscholar +1 more source
Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory
Journal of Applied Finance & Banking, 2023 In the last five years, extreme events such as the COVID-19 pandemic and the Ukrainian crisis have highlighted the importance of corporate social responsibility and sustainable principles.
M. Kaucic +3 more
semanticscholar +1 more source
The Gender Investment Gap over the Life Cycle
The Review of financial studiesSingle women invest less in risky assets than do single men. This paper analyzes the determinants of the “gender investment gap” based on a structural life-cycle framework.
A. Bacher
semanticscholar +1 more source
Do the Choices of Family Business CEOs Affect Investment Decisions?
Journal of Applied Finance & Banking, 2023 Family firms are a common organizational form in emerging economies. Almost 80% of firms are controlled by families and 40% of them are controlled by founder CEOs in Taiwan. Thus, family founders play an important role in complex financial decisions.
C. Peng +3 more
semanticscholar +1 more source
The Gender Gap in Household Bargaining Power: A Revealed-Preference Approach
The Review of financial studiesWhen members of the same household have different risk preferences, whose preference matters more for investment decisions and why? We propose an intrahousehold model that aggregates individual preferences at the household level as a result of ...
Ran Gu, Cameron Peng, Weilong Zhang
semanticscholar +1 more source
Are Fund Managers Rewarded for Taking Cyclical Risks?
Social Science Research NetworkThe investment fund sector has expanded dramatically since the crisis of 2008-2009. As the sector grows, so do the implications of its risk-taking for the wider financial system and real economy.
E. Ryan
semanticscholar +1 more source