Results 71 to 80 of about 2,929 (231)
Linkages among U.S. Treasury Bond Yields, Commodity Futures and Stock Market Implied Volatility: New Nonparametric Evidence [PDF]
Journal of Competitiveness, 2015 This paper aims to explore specific cross-asset market correlations over the past fifteen- yearperiod-from January 04, 1999 till April 01, 2015, and within four sub-phases covering both the crisis and the non-crisis periods.
Vychytilova Jana
doaj +1 more source
Smart Molecules, EarlyView.Data‐driven descriptors indicate that elements such as I, Te, In, Sn, Sb, Cs and Bi have positive impact on EUV sensitivity in photoresists, whereas elements like C and H exhibit negative contributions. Abstract The rational design of high‐sensitivity photoresists for extreme ultraviolet (EUV) lithography is hindered by the lack of quantitative ...
Jiyuan Liu +3 more
wiley +1 more source
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors
European Financial Management, EarlyView.ABSTRACT This paper investigates whether thematic equity funds deliver abnormal performance relative to conventional global equity funds. Using Fama‐French models augmented with latent factors, we estimate fund‐level alphas, and apply the false discovery rate methodology to an estimated three‐group mixture distribution, separating good, null and bad ...
Maria Debora Braga +2 more
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Examining the Impact of COVID-19 Panic Index on Cryptocurrencies and Stock Market Indices: A Comparative Study of Egypt and USA [PDF]
Maǧallaẗ Al-Buḥūṯ Al-TiǧāriyyaẗSimilar to (Cervantes et al., 2022), this paper examines the relationship between the stock markets of emerging and developed economies, cryptocurrencies, and the fear triggered by the COVID -19 pandemic crisis from January 2020 to May 2021.
NANCY YOUSSEF
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Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
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Geopolitical Risk and Domestic Bank Deposits
Financial Management, EarlyView.ABSTRACT We investigate the relationship between global geopolitical risk and bank deposit flows across a wide panel of European countries. Motivated by the pivotal role of deposit stability for financial intermediation and systemic resilience, we explore whether geopolitical shocks alter depositors’ portfolio choices.
Dimitris Anastasiou +3 more
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Risk Perceptions and Corporate Financing Behavior
Financial Management, EarlyView.ABSTRACT Using a recently developed measure of financial market risk perceptions, we show that risk perceptions affect firm‐level corporate financing behavior. Firms tend to adjust their capital structures to cater to investors' appetite for risk. When perceived risks are low, firms tend to choose more leveraged capital structures to take advantage of ...
Youngmin Choi +2 more
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Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures [PDF]
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure ...
Michael McAleer +3 more
core +2 more sources
When Nature Talks, Markets Move: Forecasting the Equity Premium With Eco‐Climate Incidents
Financial Review, EarlyView.ABSTRACT This paper examines the role of eco‐climate information, particularly biodiversity risks, in forecasting the U.S. equity premium. Using RepRisk controversy data, we construct indicators for biodiversity, greenhouse gas emissions, and local pollution. Biodiversity indicators emerge as strong predictors of the equity premium, outperforming other
Zhiyong Li, Weiping Qin
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Firm‐Level Political Risk and Earnings Manipulation
Journal of Business Finance &Accounting, EarlyView.ABSTRACT Using recently developed proxies for firm‐level political risk and earnings manipulation, we test the limited attention theory. Contrary to Hirshleifer and Teoh's core prediction that investor attention is associated with less managerial manipulation, we find that firm‐level political risk, serving as a proxy for investor attention, is ...
Hui L. James, Thanh Ngo, Jurica Susnjara
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