Results 61 to 70 of about 13,865 (262)
ABSTRACT Rational actors constantly incorporate information into their decision‐making behavior. Since there is often a time lag between the announcement of a policy and its implementation, an important question arises: when do rational actors incorporate new information into their market behavior, at the announcement or at the implementation of a ...
Tim Ölkers, Oliver Mußhoff
wiley +1 more source
Investors’ Psych and Stock Return in Nigeria during the Covid-19 Pandemic Era
Investors’ attitudes were severely altered by the Covid-19 crisis, which had an intolerable effect on volatile returns in Nigerian stock market and other stock markets worldwide.
Segun Kamouru Fakunmoju +2 more
doaj +1 more source
Unblocking COVID-19 impact on stock returns [PDF]
COVID-19 altered global economics activities during the pandemic period and still affects the stock returns. As worldwide resulted, this shift has changed the Pakistani stock returns activities.
Muhammad Zohaib, Muhammad Ismail
doaj +1 more source
Assessing Photovoltaic Recycling Capacities and Policy Gaps in the European Union
This study maps photovoltaic recycling capacity in the EU and key global regions, highlighting gaps between growing waste volumes and available infrastructure. It combines survey insights and policy analysis to identify recycling bottlenecks and offers recommendations to boost circularity in the solar sector.
Nieves Espinosa +3 more
wiley +1 more source
The structure of international stock market returns [PDF]
The behavior of international stock market returns in terms of their distributional properties, serial dependence, long-memory and conditional volatility is examined. A factor analysis is employed to identify the underlying dimensions of the returns. The analysis reveals the existence of meaningful factors when these are estimated from the empirical ...
Joao A. Bastos, Jorge Caiado
openaire +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets
Motivated by recent US evidence, we evaluate the predictive power of changes in the weight of large firms in the aggregate stock market (“Goliath vs David” (GVD)) for Swiss stock market returns and bond market returns. Previous research suggests that the
David R. Haab, Thomas Nitschka
doaj +1 more source
On the Out‐of‐Sample Predictability of Stock Market Returns* [PDF]
Some recent research shows that macro variables, despite their enormous in-sample predictive ability, do not forecast stock returns out of sample. Specifically, Brennan and Xia (2002) cast doubt on the forecasting power of the consumption-wealth ratio (cay) because it is negligible in out-of-sample tests.
openaire +1 more source
ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source
Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach
We provide a quantitative synthesis of the literature utilizing meta-regression analysis on the measurable effect of the combined health and economic crisis due to the COVID-19 pandemic on stock market returns and volatility.
Masagus Ridhwan +4 more
doaj +1 more source

