Results 11 to 20 of about 1,066 (102)
Media tone disagreement and the cross-section of stock returns: Evidence from China
International Review of Economics & FinanceThis paper examines the effect of media tone disagreement (MDisa) on cross-sectional stock returns in China using individual stock news data. We find a significant negative correlation between MDisa and stock returns through both portfolio analyses and ...
Xiaohui Wang, Wenwen Ye, Guanglong Xu
doaj +1 more source
Integrative Zoology, EarlyView.Our analysis revealed that while climate strongly influenced species distributions, habitat change drove most observed delays in distribution responses. In terms of community ecology, dispersed communities exhibited shorter time lags than concentrated groups. Analyses of lag duration revealed a 5–6‐year distribution lag effect in high‐altitude ungulate
Lu Wang +6 more
wiley +1 more source
Centrality in stock market networks as a risk factor: Evidence from the Iranian stock market
International Review of Economics & FinanceThe stock market typically generates a substantial amount of data, and intricate networks can be employed to represent stock market dynamics and the correlation of stock prices.
Hadi Esmaeilpour Moghadam, Arezou Karami
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British Journal of Clinical Psychology, EarlyView.Abstract Objective AI chatbots are increasingly becoming a first common point of mental health disclosure for adolescents, suggesting a potential ‘Step 0’ within stepped‐care pathways prior access to professional help. This study examined how daydreaming styles and self‐compassion relate to adolescents' disclosure of inner thoughts to an AI ‘listener’,
Hui Yun Li, Ho Nam Cheung
wiley +1 more source
British Journal of Psychology, EarlyView.Abstract While ample evidence has demonstrated the beneficial effects of self‐compassion and other‐compassion on the promotion of well‐being and reduction of psychological distress independently, the effects of their co‐occurrence have been less examined.
Floria H. N. Chio +4 more
wiley +1 more source
Remote investing in Latin America, 1869–1929
The Economic History Review, EarlyView.Abstract Substantial amounts of British capital flowed to Latin America during the first era of globalization. Companies financed by this capital were typically headquartered in the United Kingdom, but operated thousands of miles away. This paper asks how this geographic separation between governance and business activities affected the valuation of ...
Gareth Campbell +2 more
wiley +1 more source
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors
European Financial Management, EarlyView.ABSTRACT This paper investigates whether thematic equity funds deliver abnormal performance relative to conventional global equity funds. Using Fama‐French models augmented with latent factors, we estimate fund‐level alphas, and apply the false discovery rate methodology to an estimated three‐group mixture distribution, separating good, null and bad ...
Maria Debora Braga +2 more
wiley +1 more source
A U‐Shaped Flow–Performance Sensitivity Across the Globe
European Financial Management, EarlyView.ABSTRACT Using a worldwide sample of equity mutual funds, we document a new stylized fact: the flow‐performance sensitivity (FPS) is greater for both bottom and top performance, compared to the middle. This “U‐shaped” FPS is especially strong in down markets, for small/mid‐cap funds, and in the latest decade. These results hold over quarterly or yearly
Markus Broman, Kelley Bergsma Lovelace
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Risk Perceptions and Corporate Financing Behavior
Financial Management, EarlyView.ABSTRACT Using a recently developed measure of financial market risk perceptions, we show that risk perceptions affect firm‐level corporate financing behavior. Firms tend to adjust their capital structures to cater to investors' appetite for risk. When perceived risks are low, firms tend to choose more leveraged capital structures to take advantage of ...
Youngmin Choi +2 more
wiley +1 more source
Explanations for Cross‐Sectional Return Anomalies: Evidence on the IVOL Puzzle
Financial Management, EarlyView.ABSTRACT Considering the time‐series dimension alongside the cross‐sectional dimension helps to almost entirely account for the idiosyncratic volatility (IVOL) puzzle. Based on a purely cross‐sectional approach, the previous literature shows that numerous candidate theories collectively fail to explain the puzzling finding that high‐IVOL stocks ...
Fabian Hollstein +2 more
wiley +1 more source