Results 61 to 70 of about 3,945,236 (308)
Croatian Review of Economic, Business and Social Statistics, 2019 This paper observes the short-run effects of stock market index composition changes on stock returns on the Zagreb Stock Exchange (ZSE). In that way, event study methodology is employed in order to estimate abnormal returns and compare them amongst three
Škrinjarić Tihana
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Fluctuating Confidence and Stock-Market Returns
International Finance Discussion Papers, 1993 The drift of two different diffusion processes (asset returns) is determined by a state variable which can take on two values. It jumps between the two according to Poisson increments (this is called a 'regime-switch'). For any given position of the state variable the drift of one process is high and the other is low.
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Applied Economic Perspectives and Policy, EarlyView.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
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Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market [PDF]
This paper empirically examines the issue of market efficiency and time-varying risk return relationship for Bangladesh, an emerging equity market in South Asia.
Syed Abul Basher +2 more
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Cultural capital influences a wide range of social and economic outcomes, yet quantitative measures suitable for policy analysis remain limited. We develop county‐level cultural capital indices for the US based on Bourdieu's framework of objectified, embodied, and institutionalized cultural capital.
Pratyoosh Kashyap +2 more
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Investors’ Psych and Stock Return in Nigeria during the Covid-19 Pandemic Era
Emerging Markets JournalInvestors’ 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
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Assessing Photovoltaic Recycling Capacities and Policy Gaps in the European Union
Advanced Energy and Sustainability Research, EarlyView.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
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.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
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Unblocking COVID-19 impact on stock returns [PDF]
Financial Markets, Institutions and RisksCOVID-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
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On the Out‐of‐Sample Predictability of Stock Market Returns* [PDF]
The Journal of Business, 2002 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.
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