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The effects of internal governance factors on lending portfolio composition in Islamic banks

Nizar Yousef Ahmed Naim; Nora Azureen Abdul Rahman - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-16

portfolio; however, the ideal lending portfoliocomposition in Islamic banks should be an equity-based lending portfolio. This … article explores the effects of the internal governance factors on lending portfolio compositionofIslamic banks in the GCC … size and Shariah board cross-membership, have significant effects on lending portfolio composition of Islamic banks in the …

Persistent link: https://www.econbiz.de/10014420389

On transaction-cost models in continuous-time markets

Poufinas, Thomas - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 102-135

Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs,...

Persistent link: https://www.econbiz.de/10011308467

The Swiss black swan bad scenario : is Switzerland another casualty of the Eurozone crisis?

Lleo, Sébastien; Ziemba, William T. - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 351-380

Financial disasters to hedge funds, bank trading departments and individual speculative traders and investors seem to always occur because of non-diversification in all possible scenarios, being overbet and being hit by a bad scenario. Black swans are the worst type of bad scenario: unexpected...

Persistent link: https://www.econbiz.de/10011312200

Forecasting returns with fundamentals-removed investor sentiment

Stivers, Adam - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 319-341

The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals. Removing this fundamental component from the Baker and Wurgler index creates an index of investor...

Persistent link: https://www.econbiz.de/10011312208

New evidence on the information and predictive content of the Baltic Dry Index

Apergēs, Nikolaos; Payne, James E. - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 62-80

This empirical study analyzes the information and predictive content of the Baltic Dry Index (BDI) with respect to a range of financial assets and the macroeconomy. By using panel methodological approaches and daily data spanning the period 1985–2012, the empirical analysis documents the joint...

Persistent link: https://www.econbiz.de/10010197482

Positive alpha and negative beta (a strategy for counteracting systematic risk)

Noddeboe, Erik Sonne; Faergemann, Hans Christian - In: International Journal of Financial Studies : open … 3 (2015) 4, pp. 431-450

can significantly reduce portfolio returns in long and extended bull markets. In this paper, we discuss an alternative … valuable addition to an equity rich portfolio for the purpose of counteracting systematic risk. …

Persistent link: https://www.econbiz.de/10011408803

The COVID-19 outbreak and risk-return spillovers between main and SME stock markets in the Mena region

Al-Nassar, Nassar S.; Makram, Beljid - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-28

to determine and explore portfolio design and hedging implications. The results show that while bidirectional return … SME stocks to a main stock portfolio enhances its risk-adjusted return, especially during tranquil market phases. One … development via the main market channel and provide an avenue for portfolio diversification and risk management. …

Persistent link: https://www.econbiz.de/10012804860

Sell winners and buy losers? : the impact of familiarity on individual investors' decision-making : experimental results

Zhdanov, Vladislav; Simonov, Artem - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-8

Purpose: This article analyzes the influence of familiarity bias on respondents' decision-making process, using results from online experiments. Design/methodology/approach: A total of 255 research participants from post-Soviet countries completed 510 online tests that were presented in the form...

Persistent link: https://www.econbiz.de/10012612666

Market manipulation around seasoned equity offerings : evidence prior to the global financial crisis of 2007-2009

Charoenwong, Charlie; Ding, David K.; Wang, Ping - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-27

Since the adoption of the SEC's Rule 10b-21 in 1988, many researchers have been concerned over the effectiveness of short sales constraints in preventing manipulative trading in the derivatives market. We analyze whether options can be used as synthetic short sale instruments to manipulate stock...

Persistent link: https://www.econbiz.de/10013252786

Generational differences, risk tolerance, and ownership of financial securities : evidence from the United States

Antwi, Johnson; Naanwaab, Cephas B. - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-17

This paper examines the relationship between generational differences, risk tolerance, and attitudes towards financial investments in a nationally representative sample from the United States of America. The sample consists of pooled cross-sectional data of three waves (2012-2018) and 80,000...

Persistent link: https://www.econbiz.de/10013252788