Results 101 to 110 of about 7,005,793 (301)

New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]

Heliyon, 2023
Wong WK, Cheong TS, Chui D, Lv Z, Vieito JP.   +4 more
europepmc   +1 more source

Re‐examining investor sentiment and stock returns: A replication and extension of Baker and Wurgler (2006)

Economic Inquiry, EarlyView.
Abstract This study replicates and extends Baker and Wurgler's (2006) analysis on investor sentiment's impact on stock returns. We confirm their findings by demonstrating the significant cross‐sectional effect of sentiment in both their original sample (1963–2002) and a new sample (2002–2023).
Kaiwen Leong, Dan Li, Huailu Li, Chuangwei Peng, Zhanyu Xu   +4 more
wiley   +1 more source

The credit risk information dynamics between the cds and equity markets: empirical evidence and application to capital structure arbitrage

, 2017
YiDing Xiang
openalex   +1 more source

Spanish stock returns, growth, and inflation, 1900–2020

The Economic History Review, EarlyView.
Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi, Stefan O. Houpt, Miguel Artola Blanco   +2 more
wiley   +1 more source

The Von Neumann–Morgenstern Curve and Bank Capital Adequacy Penalties—An Empirical Analysis

Economies
The risk of lending money collected from savers is that it leaves banks liable to default with depositors if events (and hence repayment demands) become ‘abnormal’.
Thomas Draper, Stefano Cavagnetto
doaj   +1 more source

The slow emergence of the rational investor: Grain markets and grain storage of rural estates in western Germany, eighteenth and early nineteenth centuries

The Economic History Review, EarlyView.
Abstract We develop new datasets of monthly grain prices in 14 urban markets and of the storage and marketing of grain by 5 rural estates located in western Germany between the late seventeenth century and c. 1860. We explore whether observed patterns of monthly prices, sales, and storage of grain are consistent with the rational competitive storage ...
Matthias Hartermann, Ulrich Pfister, Friederike Scholten‐Buschhoff   +2 more
wiley   +1 more source

Coworking spaces and workplaces of the future: Critical perspectives on community, context and change

European Management Review, EarlyView.
Abstract The last decade has witnessed increased demand by employers and workers for greater flexibility, especially regarding remote and hybrid work. There has therefore been a substantial increase in academic interest in coworking, including within business and management studies. We conduct a systematic literature review of research on coworking and
Jennifer Johns, Edward Yates, Greig Charnock, Frederick Harry Pitts, Ödül Bozkurt, Didem Derya Ozdemir Kaya   +5 more
wiley   +1 more source

State‐Dependent Relationship Between Cryptocurrency Returns and Credit Spreads

European Financial Management, EarlyView.
ABSTRACT This study investigates how overconfident cryptocurrency traders influence the connection between returns and risk premia, proxied by option‐adjusted credit spreads. Using daily data from January 2021 to February 2025, we uncover asymmetry and state dependence: returns decline when spreads widen, particularly during crashes, yet they do not ...
Geul Lee, Doojin Ryu
wiley   +1 more source

Has Financial Innovation Made the World Riskier? CDS, Regulatory Arbitrage and Systemic Risk

, 2012
Tanju Yorulmazer
openalex   +1 more source

A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures

, 2020
Martin Herdegen, Nazem Khan
openalex   +1 more source