Results 111 to 120 of about 740 (263)

Herding and Anti‐Herding Behaviour in the UK, French and German Stock Markets Before and During the Covid Pandemic

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou, Paraskevi Katsiampa, Keith Pilbeam, Alexander Tziamalis   +3 more
wiley   +1 more source

Existence of variational solutions to doubly nonlinear systems in nondecreasing domains. [PDF]

J Evol Equ
Schätzler L, Scheven C, Siltakoski J, Stanko C.   +3 more
europepmc   +1 more source

Financial Literacy, Financial Development and Economic Growth

International Journal of Finance &Economics, EarlyView.
ABSTRACT While significant progress has been made in exploring the importance of financial literacy, its impact on economic growth and financial development from a macroeconomic point of view remains thinly understood. This paper provides fresh evidence on the relationship between financial literacy, financial development and economic growth.
Spyridon Boikos, Theodore Panagiotidis, Georgios Voucharas   +2 more
wiley   +1 more source

Additivity and Chain Rules for Quantum Entropies via Multi-index Schatten Norms. [PDF]

Commun Math Phys
Fawzi O, Kochanowski J, Rouzé C, Van Himbeeck T.   +3 more
europepmc   +1 more source

Exchange rates and multicommodity international trade: insights from spatial price equilibrium modeling with policy instruments via variational inequalities. [PDF]

J Glob Optim, 2023
Nagurney A, Hassani D, Nivievskyi O, Martyshev P.   +3 more
europepmc   +1 more source

ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang, Xiao Zhang, Michal Wojewodzki, Yuxin Jian, Fadey AbiDaoud   +4 more
wiley   +1 more source

Smoothness and stability in the Alt-Phillips problem. [PDF]

Math Ann
Carducci M, Tortone G.
europepmc   +1 more source

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

International Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli, Guido Germano   +4 more
wiley   +1 more source

Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures. [PDF]

Entropy (Basel)
Omanwar A, Alajaji F, Linder T.
europepmc   +1 more source

Revisiting the Nexus Between Trade Liberalisation and Income Inequality: The Case of Sub‐Saharan African Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the impact of trade liberalisation on income inequality across 24 Sub‐Saharan African (SSA) countries from 2000 to 2020. Using IV‐Tobit and 2SLS models, we consistently find that greater trade openness significantly exacerbates inequality in the region. Critically, we document an inverted U‐shaped relationship between trade
Guivis Zeufack Nkemgha, Le Roi Nso Fils, Ulrich Kevin Kamwa   +2 more
wiley   +1 more source