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The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
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Fund renaming and fund flows : evidence from China's stock market crash in 2015
Shi, Yang; Chen, Shu; Liu, Ruiming; Kang, Yankun - In: Economic modelling 108 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013347960
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Mutual fund trading and ESG stock resilience during the Covid-19 stock market crash
Albuquerque, Rui; Koskinen, Yrjö; Santioni, Raffaele - 2022
Persistent link: https://www.econbiz.de/10013382467
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Mutual fund loyalty and ESG stock resilience during the Covid-19 stock market crash
Albuquerque, Rui; Koskinen, Yrjö; Santioni, Raffaele - 2021
Persistent link: https://www.econbiz.de/10012605407
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Does investor sentiment affect fund crashes? : evidence from Chinese open-end funds
Wang, Hu; Li, Shouwei; Ma, Yuyin; Jiang, Shuyang - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449136
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An empirical validation of financial contagion by a multivariate VAR model
Boutabba, Islem - In: International journal of business and economics 18 (2019) 2, pp. 221-244
Persistent link: https://www.econbiz.de/10012138318
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
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Trading behavior during stock market downturns : the dow, 1915 - 2004
Bohl, Martin T.; Siklos, Pierre L. - 2005
Persistent link: https://www.econbiz.de/10003182791
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Crowded Trades, Short Covering, and Momentum Crashes
Yan, Philip - 2014
Despite momentum's strong historical performance, its returns have large negative skewness and occasionally experiences persistent strings of sharp negative returns, referred as "momentum crashes" in the recent literature. I argue that momentum crashes are due to crowded trades which push prices...
Persistent link: https://www.econbiz.de/10013057742