Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it. [PDF]
Li A, Zhong B.
europepmc +1 more source
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
Artificial Intelligence Models for Predicting Stock Returns Using Fundamental, Technical, and Entropy-Based Strategies: A Semantic-Augmented Hybrid Approach. [PDF]
Cohen G, Aiche A, Eichel R.
europepmc +1 more source
Effects of the Invasive Round Goby on Swedish Recreational Fishing Values
ABSTRACT The round goby, an invasive fish from the Black and Caspian Seas, has spread to Swedish waters, threatening recreational fisheries. We modeled impacts on the future recreational fishery in Sweden using data from a recreational fishing survey, and estimated effects of the round goby on other fish species. Values attached to recreational fishing
Göran Bostedt +3 more
wiley +1 more source
Interpretable ESG-sentiment hybrid deep learning for asset return forecasting with quantified interactions and latency-aware deployment. [PDF]
Mishra S +4 more
europepmc +1 more source
A simulation-based hybrid causal predictive framework for stockout risk analysis in supply chain. [PDF]
Hafaf E +3 more
europepmc +1 more source
"Good and bad investments" in public health stocks amid the COVID-19 shock: evidence from a transformer-based model. [PDF]
Zhao D, Li Y, Gu R.
europepmc +1 more source
Tipping points toward sustainability: The role of industrial ecology. [PDF]
Binder CR +4 more
europepmc +1 more source
Sectoral sensitivity of the Kuwait stock market to a dual shock. [PDF]
Alotaibi T, Morales L.
europepmc +1 more source
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Brand Capital and Stock Price Crash Risk
Management Science, 2022We examine the relationship between brand capital and stock price crash risk. Crash risk, defined as the negative skewness in the distribution of returns for individual stocks, captures asymmetry in risk, and has important implications for investment choices and risk management. Using a sample of 39,685 publicly listed U.S.
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