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This article explores the impact of fuel price movements on the stock market return of 2020 during the Covid-19 disruptions. In the study, a time-varying parameter VAR model was used to examine a time-varying causal association between oil prices and stock market returns. Data used in this study...
Persistent link: https://www.econbiz.de/10013491584
Business decisions influence the level of idiosyncratic risk. Several factors that contribute to idiosyncratic risk must be explored. Therefore, we examine the impact of innovation and institutional ownership on idiosyncratic risk for NYSE- and NASDAQ-listed firms. The sample contains 30,888...
Persistent link: https://www.econbiz.de/10013492442
Persistent link: https://www.econbiz.de/10014478947