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To which extent do equity and housing hedge against inflation? Despite the extensive literature, there is only little consensus. This paper presents evidence on this question from the Jordà–Schularick–Taylor Macrohistory Database covering 16 countries from 1870 to 2020. The results depend...
Persistent link: https://www.econbiz.de/10015205193
(COVID-19) as investors shifted their investment towards fixed income assets due to the plunge in the prices of stocks and …
Persistent link: https://www.econbiz.de/10014332676
Traditional assets, like stocks and bonds, are mostly found to be highly influenced by uncertainties, and cause …; growth stocks, value stocks, large stocks, small stock, and sector's stock. Autoregressive distributive lag (ARDL) approach …
Persistent link: https://www.econbiz.de/10014505582
Common stock valuation presents one of the most complex tasks in financial analysis. When it attempts to answer on question: 'what causes stock price movements? 'Then the answer would not relate only on economic factors. There are numerous factors that affect the stock price and they are almost...
Persistent link: https://www.econbiz.de/10010435951
taxing laws regarding the ISO stocks, the ISOs have unique features differentiated from the regular stock call options. In … fact, a significant wealth can accrue to executives with the ISO stocks, when the firm’s stock becomes publicly traded …
Persistent link: https://www.econbiz.de/10011310293
construct efficient frontier which includes only tourism stocks. Level of liquidity for the Croatian market is generally very … low, so only certain stocks which met liquidity criterium were used in this research. Currently there are 31 stocks listed …
Persistent link: https://www.econbiz.de/10011994740
of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign … on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We …
Persistent link: https://www.econbiz.de/10011709535
We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest to long-term investors. We apply a linear...
Persistent link: https://www.econbiz.de/10013200838
previous empirical studies to identify certain patterns in determining the optimal number of stocks in well …-diversified portfolios in different markets, and to compare how the optimal number of stocks has changed over different periods and how it … refers to, etc. Our paper provides additional support for the fact that (1) a generalized optimal number of stocks that …
Persistent link: https://www.econbiz.de/10013201234
model on various datasets, including the Hong Kong stock market, Hang Seng Index Composite stocks, precious metal futures … approach with minute intervals across stocks, futures and cryptocurrency markets. We also contribute to quantitative analysis …
Persistent link: https://www.econbiz.de/10013201330