Search
Search results for: finance
-
Scientific Journal of Bielsko-Biala School of Finance and Law
Journals -
International Journal of Islamic and Middle Eastern Finance and Management
Journals -
Corporate Finance2022
e-Learning Courses -
FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE
Journals -
Accounting and Finance Association of Australia and New Zealand Conference
Conferences -
North American Journal of Economics and Finance
Journals -
International Journal of Academic Research in Accounting, Finance and Management Sciences
Journals -
Economics and Finance of Indonesia
Journals -
Studies in Economics and Finance
Journals -
Quantitative Finance and Economics
Journals -
Journal of Property Investment & Finance
Journals -
Pacific-Basin Finance Journal
Journals -
QUARTERLY REVIEW OF ECONOMICS AND FINANCE
Journals -
Journal of Business, Economics and Finance
Journals -
International Journal of Behavioural Accounting and Finance
Journals -
Cryptocurrency factor momentum
Publication -
Country selection strategies based on quality
Publication -
Level of public finances decentralization in European Union countries
PublicationResearch background: Despite of the universality of the implementation in democratic countries the principle of decentralization resulting from the belief that it is an instrument to improve the efficiency of public funds management, both the scope of public services and the level of decentralization in individual countries are not identical. Purpose of the article: Comparison the scope of fiscal decentralization...
-
A Simulation Model for Risk and Pricing Competition in the Retail Lending Market
PublicationWe propose a simulation model of the retail lending market with two types of agents: borrowers searching for low interest rates and lenders competing through risk-based pricing. We show that individual banks observe adverse selection, even if every lender applies the same pricing strategy and a credit scoring model of comparable discrimination power. Additionally, the model justifies the reverse-S shape of the response rate curve....
-
The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublicationIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
-
Perception and determinants of agricultural technology adoption in North Shoa Zone, Amhara Regional State, Ethiopia
Publication -
Performance persistence of government bond factor premia
Publication -
Quality investing and the cross-section of country returns
Publication -
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Publication -
Risk-based explanation for the country-level size and value effects
Publication -
Liquidity and the cross-section of international stock returns
Publication -
Cross-sectional seasonalities in international government bond returns
Publication -
Factor seasonalities: International and further evidence
Publication -
Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
Publication -
The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic
Publication -
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Publication -
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
Publication -
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Publication -
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns
Publication -
Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
Publication -
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
Publication -
The performance of ETFs on developed and emerging markets with consideration of regional diversity
PublicationThis study evaluates the performance of Exchange-Traded Funds (ETFs) by using various tracking error calculation approaches. The aim of the paper is, on the one hand, an evaluation of the performance of ETFs relative to their benchmarking indexes and, on the other, an endeavour to specify any relationship between this performance and both geographical location and the degree of market development. The research was conducted on...
-
Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?
PublicationThe article investigates the existence of a price bubble in the artificial intelligence market, employing the Generalised Supremum Augmented Dickey-Fuller test and dynamic time warping methodology. It proposes a method to detect the end of the price bubble euphoria phase, generating an average profit of close to 7% over 5 days and over 10.5% over 20 days, with almost 90% effectiveness. The study found that the AI market experienced...
-
Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances
PublicationWe employ recent Survey of Consumer Finances (SCF) microdata from the US to analyze the impacts of confidence in one's own financial knowledge, confidence in the economy, and objective financial literacy on investment in risky financial assets (equity and bonds) on both the extensive and intensive margins. Controlling for a rich set of covariates including risk aversion, we find that objective financial literacy is positively...
-
Real estate investment trusts in Turkey: Structure, analysis, and strategy
PublicationPurpose-Aim of this study is to make the determinations related to the problems mentioned in the REIT sector in Turkey, to offer a solution for this issue, and to ensure the classification in the sector by adhering to the financial data of the REITsMethodology-Financial data set of the REITs was firstly standardized by using median instead of mean. Then, the scoring was performed according to defined coefficients....
-
Price bubbles in commodity market – A single time series and panel data analysis
PublicationThis paper examines thirty-five commodities, grouped into three market sectors (energy, metals, agriculture & livestock) in terms of the occurrence of price bubbles. The study was based on monthly data for each commodity separately and, in a panel approach, for selected sectors and for all commodities combined. The GSADF test and its version for panel data – panel GSADF – were used to identify bubbles. The beginning and end of...
-
The Impact of Trade Integration with the European Union on Productivity in a Posttransition Economy: The Case of Polish Manufacturing Sectors
PublicationThis paper addresses the relationship between productivity growth in Polish manufacturing sectors and forces stemming from trade integration with the European Union. Empirical analysis (1995-2006) is based on sector-level bilateral data concerning both domestic (Polish) and foreign (partner countries from the enlarged European Union) markets' characteristics and their degree of openness. The main results indicate that, both in...
-
The real alternative? A comparison of German real estate returns with bonds and stocks
Publication -
The ex‐post impact of agricultural technology adoption on poverty: Evidence from north Shewa zone of Amhara region, Ethiopia
Publication -
Central and Eastern European States from an International Perspective: Economic Potential and Paths of Participation in Global Value Chains
Publication -
Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models
Publication -
Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
Publication -
Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
Publication -
Twitter-Based uncertainty and cryptocurrency returns
Publication -
Is there momentum in factor premia? Evidence from international equity markets
Publication