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Asymmetric return and volatility transmission in conventional and Islamic equities

Umar, Zaghum; Suleman, Tahir - In: Risks : open access journal 5 (2017) 2, pp. 1-18

This paper analyses the interdependence between Islamic and conventional equities by taking into consideration the asymmetric effect of return and volatility transmission. We empirically investigate the decoupling hypothesis of Islamic and conventional equities and the potential contagion...

Persistent link: https://www.econbiz.de/10011643393

Empirical evidences on the interconnectedness between sampling and asset returns' distributions

Orlando, Guiseppe; Bufalo, Michele - In: Risks : open access journal 9 (2021) 5, pp. 1-35

dynamic conditional score (DCS) have superior performance when the underlying distribution belongs to the t-skew family …

Persistent link: https://www.econbiz.de/10012596311

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

Bank stock return reactions to the COVID-19 pandemic : the role of investor sentiment in MENA countries

Al-Baity, Mohamed; Mallek, Ray Saadaoui; Mustafa, Hasan - In: Risks : open access journal 10 (2022) 2, pp. 1-15

In this study, we investigated the impact of COVID-19 investor sentiment (CS), number of cases (CC), and deaths (CD) on bank stock returns in 16 MENA countries. In addition, we examined the interaction effects of CS with CC and CD on bank stock returns. Lastly, we looked at whether Islamic banks...

Persistent link: https://www.econbiz.de/10013093071

The effect of COVID-19 on the relationship between idiosyncratic volatility and expected stock returns

Poudeh, Seyed Reza Tabatabaei; Choi, Sungchul; Fu, Chengbo - In: Risks : open access journal 10 (2022) 3, pp. 1-11

This study examines the effect of the COVID-19 pandemic on the relationship between idiosyncratic volatility and expected stock returns. Using daily stock return data in the US market from the Center for Research in Security Prices (CRSP), we estimate monthly idiosyncratic volatility and...

Persistent link: https://www.econbiz.de/10013161497

Modeling momentum and reversals

Stein, Harvey J.; Pozharny, Jacob - In: Risks : open access journal 10 (2022) 10, pp. 1-10

captured, the model is arbitrage free, and market informational efficiency is preserved. Simulation shows that in such a market …

Persistent link: https://www.econbiz.de/10013555665

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics … investment scenarios, focusing on common AI-related stocks in the United States. We explore the influence of risk management … stocks have delivered superior performance, as indicated by metrics like Sharpe and Treynor ratios, providing insights into …

Persistent link: https://www.econbiz.de/10014497423

Agiles Marketing Performance Management : 10 Erfolgsfaktoren für eine dynamische Optimierung des Marketing-ROI in der Praxis

Stürze, Sascha; Hoyer, Markus; Righetti, Claudio; … - 2021

Marketingmaßnahmen -- Auf die richtige Balance kommt es an: Image- vs. Performance-Marketing -- Exkurs I: Was passiert beim Abschalten … Balance zwischen Image- und Performance-Marketing? - Wie geht man das strategische Datenmanagement und andere organisatorische …

Persistent link: https://www.econbiz.de/10012694987

Digitales Management und Marketing : so nutzen Unternehmen die Marktchancen der Digitalisierung

Detscher, Stefan (ed.) - 2021

Customer Experience, Anwendung disruptiver Management-, Marketing- und Vertriebsansätze, die Schaffung eines agilen und … Digital Business Institute und Professor mit den Lehr- und Forschungsschwerpunkten digitales Management und digitales …

Persistent link: https://www.econbiz.de/10012664405

Sustainable Innovation : Trends in Marketing and Management

Saxena Arora, Anshu (ed.); Bacouel-Jentjens, Sabine (ed.); … - 2020 - 1st ed. 2020

innovation trends in various marketing- and management-related fields. Authors critically investigate, amongst others, the …

Persistent link: https://www.econbiz.de/10012399035