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Global risk aversion and emerging market return comovements

Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121

Persistent link: https://www.econbiz.de/10012022952

Industry herding and momentum strategies

Demirer, Rıza; Lien, Donald; Zhang, Huacheng - In: Pacific-Basin Finance Journal 32 (2015) C, pp. 95-110

This paper evaluates the impact of industry herding on return momentum. While the findings support that winner industries outperform loser industries in subsequent months, we find that the profitability of industry momentum strategies depends on the level of herding in an industry. Loser...

Persistent link: https://www.econbiz.de/10011263633

Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39

Persistent link: https://www.econbiz.de/10012015767

Panic bank runs, global market contagion and the financial consequences of social media

Dosumu, Oluwatoyin Esther; Sakariyahu, Rilwan; Oyekola, … - In: Economics letters 228 (2023), pp. 1-3

Persistent link: https://www.econbiz.de/10014451305

Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes

Sakariyahu, Rilwan; Lawal, Rodiat; Oyekola, Olayinka; … - In: Economics letters 228 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014451170

Electronic trading and stock market participation in Africa : does technology induce participation?

Adamolekun, Gbenga; Sakariyahu, Rilwan; Lawal, Rodiat; … - In: Economics letters 224 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014307269

Bitcoin mining activity and volatility dynamics in the power market

Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013209321

Anti-herding by hedge funds and its implications for expected returns

Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 31-48

Persistent link: https://www.econbiz.de/10014447366

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013465491