Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract [PDF]
Prior research documents unusually high returns on the last trading day of the month and over the next three consecutive trading days. This phenomenon is known as the turn-of-the-month (TOTM) effect.
Daniel F. Waggoner, Edwin D. Maberly
core
Abstract We analyse the behaviour of multinational enterprises (MNEs) within a host nation – Australia – during deglobalization (1914–79). Deglobalization is often portrayed as a drastic event to which MNEs respond swiftly, probably through withdrawal from host countries.
Pierre Van der Eng +4 more
wiley +1 more source
Personality Constructs Predictions Beyond FFM/Big5: A Digital Phenotyping‐Based Exploration
ABSTRACT Objective The application of digital phenotyping in personality research leverages smartphone‐generated data to quantify individual differences in personality constructs. It can be conceptualized as an extension of Experience Sampling Methods (ESMs), as it allows for the continuous, in situ collection of behavioral and contextual data.
Maya Hocherman +2 more
wiley +1 more source
Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc +1 more source
Local News Deserts and Community Social Capital Erosion
ABSTRACT The disappearance of local newspapers across the United States has sparked growing concern about its implications for community life in rural America. This study examines the societal consequences of local news deserts, focusing on three critical dimensions of community social capital: crime, civic engagement, and political polarization. Using
Tess Haddock +3 more
wiley +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
Huynh TT, Khoa BT.
europepmc +1 more source
Governing Supply Chains for Societal Impact: What Can We Learn From Indigenous African Philosophies?
ABSTRACT Africa's growing role in global supply chains presents an important opportunity for more socially grounded and context‐sensitive research in supply chain management (SCM). Despite its economic and demographic significance, African contexts remain underrepresented in mainstream SCM scholarship, which limits understanding of the continent's ...
Sherwat Elwan Ibrahim +2 more
wiley +1 more source
Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting. [PDF]
Rohan A +5 more
europepmc +1 more source
Stochastic Simulation Model for Forecasting Index‐Linked Public Expenditure
Abstract This paper introduces a system dynamics (SD) model for analyzing public sector cost growth, where costs are tied to indices. The SD model isolates the effects of automatic indexation, providing probabilistic projections of expenditure growth. It enables testing of alternative indexation strategies and cost‐reduction measures. Findings show how
Miia Rissanen +2 more
wiley +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source

