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Investors' reactions to COVID-19 related announcements : evidence from the cargo shipping industry

Marobhe, Mutaju Isaack - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 833-853

Persistent link: https://www.econbiz.de/10013453775

Dynamics of the co-movement between stock and maritime markets

Erdogan, Oral; Tata, Kenan; Karahasan, B. Can; Sengoz, … - In: International review of economics & finance : IREF 25 (2013), pp. 282-290

Persistent link: https://www.econbiz.de/10009693298

Investor herding behaviour in globally listed shipping stocks

Syriopoulos, Theodore; Bakos, George - In: Maritime policy & management 46 (2019) 5, pp. 545-564

Persistent link: https://www.econbiz.de/10012209626

A Cointegrating Stock Trading Strategy : Application to Listed Tanker Shipping Companies

Michail, Nektarios - 2020

We propose a strategy to trade a portfolio of listed shipping companies in the US market. In particular, we estimate a … cointegrating relationship between the weekly stock market returns of a portfolio of tanker shipping companies and the Baltic Tanker … Index, exploiting the close relationship between freight rates and the stock market performance of shipping companies. Our …

Persistent link: https://www.econbiz.de/10012851029

A cointegrating stock trading strategy : application to listed tanker shipping companies

Michail, Nektarios A.; Melas, Konstantinos D. - In: Journal of shipping and trade 4 (2019) 9, pp. 1-10

In the current paper, we propose a strategy to trade a portfolio of listed shipping companies in the US market. In … particular, we estimate a co-integrating relationship between the weekly stock market returns of a portfolio of tanker shipping … of shipping companies. Our results suggest that a trading strategy on the basis of a co-integrating relationship and a …

Persistent link: https://www.econbiz.de/10012120438

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

Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan

Lee, Chih-Wei; Chang, Ming-Jen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 48-61

Persistent link: https://www.econbiz.de/10009313082

Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting

Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89

Persistent link: https://www.econbiz.de/10009315274

A study on the asymmetry of the news aspect of the stock market : evidence from three institutional investors in the Taiwan Stock Market

Yang, Tzu-Yi; Yang, Yu-Tai - In: Panoeconomicus 62 (2015) 3, pp. 361-383

Persistent link: https://www.econbiz.de/10011298518

Individual and institutional herding and the impact on stock returns : evidence from Taiwan stock market

Hsieh, Shu-fan - In: International review of financial analysis 29 (2013), pp. 175-188

Persistent link: https://www.econbiz.de/10010244104

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