funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding … liquidity and the COVID-19 pandemic interacts positively with stock market returns. The findings were irrational to the …

-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock … lower tail (0.1 quantile), that is for large negative stock returns, the trade-off is significantly negative. Additionally … market portfolio. We find that the risk-return trade-off is significantly positive at the upper tail (0.9 quantile), where …

This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak … five-factor model to measure the risk-adjusted performance of a selected sample of 79 mutual funds. Mutual funds in Saudi … Arabia outperformed the market with a significant positive alpha of 0.15%. The panel data regression technique identified the …