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Modelling stock returns and risk management in the shipping industry
Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25
shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate …We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model …, and interest rate. The sensitivities of stock returns to the risk factors differ across quantiles and shipping segments …
Persistent link: https://www.econbiz.de/10012520916
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The impact of MTSA on investment uncertainty and the persistence of financial return volatility of marine firms
Homan, Anthony C. - In: Maritime policy and management : MPM 36 (2009) 2, pp. 105-115
Persistent link: https://www.econbiz.de/10003853288
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The impact of 9/11 on the persistence of financial return volatility of marine firms
Homan, Anthony C. - In: Eastern economic journal 35 (2009) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10003817984
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Estimating the implied risk premium of U.S.-listed shipping firms
Makrominas, Michalis - In: Maritime policy and management : MPM 45 (2018) 7/8, pp. 1021-1041
Persistent link: https://www.econbiz.de/10011978206
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Global risk factors of NYSE- and NASDAQ-listed shipping companies' stock returns
Laopodis, Nikiforos - In: Maritime business review 7 (2022) 2, pp. 90-108
Persistent link: https://www.econbiz.de/10013483750
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Essays in finance
Schilling, Dirk Christian - 2012
Persistent link: https://www.econbiz.de/10009550835
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Investor sentiment influence on the risk-reward relation in the Taiwan stock market
Yu, Jean; Huang, Hung-hsi; Hsu, Shu-wei - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 174-188
Persistent link: https://www.econbiz.de/10010403723
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Foreign ownership and firm-level stock return volatility in Taiwan
Chiang, Yi-Chein; Chan, Ming-Han - In: Investment management and financial innovations 14 (2017) 3, pp. 261-269
Persistent link: https://www.econbiz.de/10011873737
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Limited attention and annual earnings announcements
Wu, Chen-hui; Wu, Chin-shun; Liu, Victor W. - In: Jingji-lunwen 38 (2010) 3, pp. 413-457
Persistent link: https://www.econbiz.de/10008806499
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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575