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Impact of Economic Crises on the Price Discovery Dynamics of Spot & Index Futures Market
Avinash - 2017
We investigate the effect of economic crises on the direction of information flow and price discovery efficiency of spot and futures market by considering the near month Nifty50 index futures and its corresponding spot index. The period of study commences from January, 2004 to December, 2015 and...
Persistent link: https://www.econbiz.de/10012952496
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New paradigms in banking, financial markets and regulation?
Balling, Morten (ed.); Lierman, Frank (ed.);  … - New Paradigms in Money and Finance? <Veranstaltung> …; … - 2012
On May 11-12, 2011, SUERF, the Belgian Financial Forum, the Brussels Finance Institute and the Centre for European Policy Studies (CEPS) jointly organised the 29th SUERF Colloquium New paradigms in money and finance? The papers included in this SUERF Study are based on contributions to the...
Persistent link: https://www.econbiz.de/10011711451
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Art Investment : Hedging or Safe Haven through Financial Crises
Ozturkkal, Belma - 2019
We analyze long-term art auction sales data focusing on and around financial crisis periods with other investment returns to understand whether art can be considered a safe haven during volatile times or a hedging option in general by analyzing art auction data in a volatile emerging market. Our...
Persistent link: https://www.econbiz.de/10012868094
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Are investors reluctant to realize their losses during financial crises? : evidence form Taiwanese and Chinese stock markets
Lin, Huei-wen - In: Advances in management & applied economics 2 (2012) 2, pp. 91-107
This paper utilizes the disposition coefficient to verify whether disposition effect exhibits in Taiwan and Chinese stock markets during the periods of financial crises, and to discuss the differences of the disposition effect between appreciation and depreciation periods. The empirical results...
Persistent link: https://www.econbiz.de/10009568779
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The impact of investor structure on stock price crash sensitivity : evidence from China's stock market
Pan, Ningning; Xu, Qiuhua; Zhu, Hongquan - In: Journal of management science and engineering 6 (2021) 3, pp. 312-323
sensitivity of China's stock market is very high as a whole (Weigert, 2016), different individual stocks show varying degrees of … in crash sensitivity in China's stock market, and finds that: First, institutional investors' shareholdings is positively … sensitivity in China. Our empirical results enrich research on stock price crash sensitivity and the heterogeneity of …
Persistent link: https://www.econbiz.de/10013206322
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What drives individual investors in the bear market?
Xu, Rong; Liu, Yaodong; Hu, Nan; Guo, Jie Michael - In: The British accounting review : the journal of the … 54 (2022) 6, pp. 1-22
Persistent link: https://www.econbiz.de/10013535739
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War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets
Hirshleifer, David; Mai, Dat; Pukthuanthong, Kuntara - National Bureau of Economic Research - 2023
Using a semi-supervised topic model on 7,000,000 New York Times articles spanning 160 years, we test whether topics of media discourse predict future stock and bond market returns to test rational and behavioral hypotheses about market valuation of disaster risk. Focusing on media discourse...
Persistent link: https://www.econbiz.de/10014287305
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Buffett Buffeted but Triumphant : Review of Warren Buffett's Actions and Reactions Beginning with the Financial Crisis of 2008-09
Wind, Serge L. - 2015
Warren Buffett's major stock investments from 2008 through 2013 are reviewed, accompanied by depictions of some of the public positions he adopted, including the Buffett Rule, which calls for a minimum tax on high incomes. During the illiquidity and credit crisis of 2008-09, he invested about...
Persistent link: https://www.econbiz.de/10013034330
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Optimism gone bad? : the persistent effects of traumatic experiences on investment decisions
Kim, Chi Hyun - 2021
Do memories of highly emotional stock market crashes permanently affect the investment decisions of households? The Initial Public Offerings of Deutsche Telekom during 1996- 2000 provide an optimal base to address this question, as it is known for its emotional character and is reputedly "the...
Persistent link: https://www.econbiz.de/10012607996
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Trading strategies of individual investors in times of financial crisis : an example from the Central European emerging stock market of Poland
Prorokowski, Lukasz - In: Qualitative research in financial markets 3 (2011) 1, pp. 34-50
Persistent link: https://www.econbiz.de/10009151676