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This article develops unbiased weighted variance and skewness estimators for overlapping return distributions. These estimators extend the variance estimation methods constructed in Bod et. al. (Applied Financial Economics 12:155-158, 2002) and Lo and MacKinlay (Review of Financial Studies...
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Recently, the sharing economy has become a significant factor in sustainable economic development (SED), and green energy plays a role in this regard, a phenomenon which requires researchers' frequent emphasis. Thus, the present research investigates the impact of a sharing economy (sharing...
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Despite the unprecedented rate of urbanization throughout the world, human society is still facing the challenge of coordinating urban socioeconomic development and ecological conservation. In this article, we integrated socioeconomic data and spatial metrics to investigate the coupling...
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This study examines the financial integration of large- and small-cap stocks in twenty-three emerging markets to determine their degree of market integration with the world market. The international asset pricing model cannot be rejected for most large-cap stock portfolios, but it is rejected...
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