Results 61 to 70 of about 2,872 (161)

Short selling ETFs and market performance

Journal of Financial Research, EarlyView.
Abstract We examine short selling activity in leveraged Exchange‐Traded Funds (ETFs) and its impact on underlying index performance. Using a novel measure of ETF short exposure, which includes long positions in inverse leveraged ETFs, we document that high short exposure is associated with positive performance in the subsequent period.
Doina C. Chichernea, Alex Petkevich, Kainan Wang   +2 more
wiley   +1 more source

Economic policy uncertainty and international corporate leasing

Journal of Financial Research, EarlyView.
Abstract We examine the effect of economic policy uncertainty (EPU) on the corporate lease decision using an international sample of 19 countries. The use of operating leases increases when EPU is heightened. The documented leasing increase is more pronounced for financially constrained firms, firms facing greater operating volatility, or those that ...
Goutham Abotula, Douglas (DJ) Fairhurst, Yoonsoo Nam   +2 more
wiley   +1 more source

Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade

Journal of Financial Research, EarlyView.
Abstract We examine and compare the return predictability of mood‐, word‐, and trade‐based sentiment measures across 18 international stock markets. Empirical results reveal that the trade‐based measure performs strongly across many settings; the word‐based measure contributes important complementary information, including in cases where the trade ...
Lan Xiang, Wenzhao Wang
wiley   +1 more source

Heterogeneity in Manufacturing Growth Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract We analyze differences in output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multilevel quantile regression approach, we find that industries exhibit heterogeneous increases of downside risk in times of tight financial conditions, while upside potential remains stable.
DAAN OPSCHOOR, DICK VAN DIJK, PHILIP HANS FRANSES   +2 more
wiley   +1 more source

DeFi, Petrol, Altın ve VIX Korku Endeksinin Kırılgan Beşli Ülkelerindeki Hisse Senedi Piyasalarıyla Bağlantısı: Bir Dalgacık Tutarlılığı Analizi

Ekonomi, Politika & Finans Araştırmaları Dergisi
Bu çalışma, DeFi (merkeziyetsiz finans) piyasaları, emtia piyasaları ve korku endeksi (VIX) ile kırılgan beşli ülkelerin (Brezilya, Hindistan, Endonezya, Türkiye ve Güney Afrika) borsa fiyatları arasındaki dinamik ilişkileri zaman ve frekans boyutunda ...
Meltem Kılıç, Aydın Gürbüz, Nur Esra Bekereci   +2 more
doaj   +1 more source

Global Factors in Noncore Bank Funding and Exchange Rate Flexibility

Journal of Money, Credit and Banking, EarlyView.
Abstract We show that fluctuations in the ratio of noncore to core funding in the banking systems of advanced economies are largely driven by three global factors of both real and financial natures, with country‐specific factors playing only a minor role. Exchange rate flexibility helps insulate the noncore to core ratio from such global factors.
LUÍS A.V. CATÃO, JAN DITZEN, DANIEL MARCEL TE KAAT   +2 more
wiley   +1 more source

Biopsia de cérvix: serie de casos

Salud Uninorte, 2013
Objetivo: Realizar una descripción de los resultados de los estudios de anatomía pa- tológica de biopsias de cérvix de pacientes atendidas en la Clínica Universitaria San Juan de Dios (Cartagena, Colombia).
Edgar E. Rivas-Perdomo
doaj  

Macroprudential Policy in the Euro Area

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO, IVÁN PAYÁ   +1 more
wiley   +1 more source

Does Market Fear Forecast U.S. Economic Activity During the COVID-19 Crisis? Evidence from Time-Varying Asymmetric Causality and Wavelet Quantile Correlation Models

Journal of Statistical Theory and Applications (JSTA)
This study examines whether past values of the Chicago Board Options Exchange’s (CBOE)’s volatility/investor fear index (VIX), can forecast the future values of US weekly economic activity (WEA) index over the initial 59 weeks of the COVID-19 pandemic ...
Walid Bakry
doaj   +1 more source

Archéologie aérienne en Côte-d’Or en 2011 : les aléas d’une sécheresse précoce

Revue Archéologique de l’Est, 2012
The winter drought led to the discovery and documentation in spring 2011 of a number of protohistoric, Gallo-Roman and medieval sites. Large sites in Burgundy (Alésia, Autun, Mirebeau-sur-Bèze, Vix) have benefited from a thorough aerial survey that have ...
Alexandra Cordier
doaj   +1 more source