Financial market volatility is an important element when setting up port- folio management strategies, option pricing and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for the period of October 1999 to June 2011 are studied using...

Recent legalizations of cannabis at the state level in the United States have given rise to renewed interest in the price elasticity of demand for cannabis and implications for likely state excise and sales tax revenues. We use crowdsourced data on prices, qualities, and consumption of cannabis...

Using daily observations of the index and stock market returns for the Peruvian case from January 3, 1990 to May 31, 2013, this paper models the distribution of daily loss probability, estimates maximum quantiles and tail probabilities of this distribution, and models the extremes through a...

The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results allow us to verify the existence of a significant intensity...

Stock price determination is one of the main issues involved in the acquisition of companies. The transparency and high volume of the stock market make it possible to ascertain valuation multiples. In the case of privately-held agrifood companies, valuation multiples are scarce and barely...

In this paper, we explore the interconnection and existing relationships between the Sovereign Credit Default Swaps (henceforth, CDS) and the stock markets of the main European countries. Thus, the goal of this paper is to test if the CDS premia can predict the stock market returns of the most...

The present study has been conducted to examine the impact of seven of most important internal factors on stock prices for all listed banks in Dubai and Abu Dhabi stock markets. Pooled Least Square, Fixed Effects (FE), and Random Effects (RE) models have been used to carry out the analysis for...

This research approach the financial results of the year 2017 of 2,622 companies of a capital city from Latin America with these the financial indicators of Capital structure and Net profit margin are calculated. The main objective is to determine whether there is a direct and significant...

Corporate financial decision making processes (selection of investments and funding sources) are becoming increasingly complex because of the growing number of con icting criteria that need to be considered. The main aim of this paper is to perform a bibliometric analysis of the international...