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Sail away to a safe harbor? : Covid-19 vaccinations and the volatility of travel and leisure companies
Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-21
This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector. Using daily data from 56 countries over the period from January 2020 to March 2021, we find that vaccination leads to a decrease in the investment risk of travel and leisure...
Persistent link: https://www.econbiz.de/10013273103
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Evidence of abnormal trading on COVID-19 Pfizer vaccine development information
Mason, Andrew N.; Elkassabgi, Ahmed - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-10
The 2019 COVID-19 pandemic led to an economic slowdown worldwide and shook the investment world. Pharmaceutical investments were influenced by the anticipation of COVID-19 vaccine developments. Our study examines the real-time impact of public announcements concerning COVID-19 vaccine...
Persistent link: https://www.econbiz.de/10013370364
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What price growth? : A paradox revisited
Durand, David - In: The journal of portfolio management : a publication of … 19 (1992) 1, pp. 84-91
Persistent link: https://www.econbiz.de/10001132239
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A modern theory of security analysis : how Ben Graham's wisdom translates in today's stock market
Fogler, H. R. - In: The journal of portfolio management : a publication of … 19 (1993) 3, pp. 6-14
Persistent link: https://www.econbiz.de/10001140857
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Bounded efficient markets : a new wrinkle to the EMH
Miller, Edward M. - In: The journal of portfolio management : a publication of … 13 (1987) 4, pp. 4-13
Persistent link: https://www.econbiz.de/10001114278
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The impact of information structure on stock returns : the higher orders of return distributions contain significant information
Damodaran, Aswath - In: The journal of portfolio management : a publication of … 13 (1987) 3, pp. 53-58
Persistent link: https://www.econbiz.de/10001114283
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Portfolio shares as "beta breakers"
Frankel, Jeffrey A. - In: The journal of portfolio management : a publication of … 11 (1985) 4, pp. 18-23
Persistent link: https://www.econbiz.de/10001114311
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A mean-variance approach to fundamental valuations : they depend on probability distributions of assets' earnings, not on the beauty contest
Tobin, James - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 26-32
Persistent link: https://www.econbiz.de/10001114317
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Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F. - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
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The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10001114322