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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

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Reinsurance decisions in life insurance : an empirical test of the risk-return criterion

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Intraday risk management in International stock markets : a conditional EVT approach

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Reviewing the hedge funds literature II : hedge funds' returns and risk management characteristics

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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach

Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16

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Climate reputation risk and abnormal returns in the stock markets : a focus on large emitters

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Investor emotional biases and trading volume's asymmetric response : a non-linear ARDL approach tested in S&P500 stock market

Dhaoui, Abderrazak; Bacha, Sami - In: Cogent economics & finance 5 (2017) 1, pp. 1-13

This paper investigates the dynamic linkages between trading volume and investors sentiments for the S&P500 stock exchange. Two sentiment indicators are considered, the overconfidence and the net optimism-pessimism indicator. Non-linear dynamic approach, namely the asymmetric autoregressive...

Persistent link: https://www.econbiz.de/10011598438