Results 101 to 110 of about 140,956 (306)

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Variety and Volatility in Financial Markets

, 2000
We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously.
E. J. Elton, F. Lillo, Fabrizio Lillo, J. Y. Campbell, L. Laloux, M. Pasquini, M. Pasquini, M.M. Dacorogna, P. Gopikrishnan, R.N. Mantegna, R.N. Mantegna, Rosario N. Mantegna, T. Lux, V. Akgiray, V. Plerou, V. Plerou, Y. Liu   +16 more
core   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? [PDF]

, 2014
In this paper, we extend the literature on crash prediction models in three main respects. First, we relate explicitly crash prediction measures and asset pricing models.
Lleo, Sebastien, Ziemba, William T.
core  

The Moderating Effect of Family Ownership on Earnings Management and Stock Price Crash Risk

International Research Journal of Business Studies
This study examines the influence of earnings management on stock price crash risk within publicly listed companies in Indonesia. Additionally, it explores the moderating role of family ownership in this relationship, assessing whether it strengthens or ...
Aswin Parmita Sakti, Arief Wibisono Lubis   +1 more
doaj   +1 more source

The Impact of Geopolitical Risk on Trade Credit

International Journal of Finance &Economics, EarlyView.
ABSTRACT In light of escalating global geopolitical tensions, understanding how firms respond to external shocks has become a critical issue for policymakers, corporate managers, and investors. This study investigates the impact of geopolitical risk (GPR) on firms' reliance on trade credit (TC)—an essential form of short‐term financing, particularly ...
Wafa'a B. Al‐Yafei, Hamdi Bennasr
wiley   +1 more source

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms [PDF]

This study examines the effect of the earthquake of October 8, 2005 on the price behaviour and activities of KSE. Sixty firms are selected from those listed on Karachi Stock Exchange, and the results are informative about the price behaviour of the stock
Attiya Y. Javid
core   +4 more sources

An Investigation of the Relationship Between Central Bank Unconventional Monetary Policy and Bitcoin Activity

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley   +1 more source

ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis

Humanities & Social Sciences Communications
ESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status.
Danni Yu, Tiantian Meng, Minyu Zheng, Rongyi Ma   +3 more
doaj   +1 more source