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Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan
AM Al‐Rjoub, Samer; Azzam, Hussam - In: Journal of Economic Studies 39 (2012) 2, pp. 178-211
volatility in ASE during global, regional and local events. For this purpose the GARCH‐M model is used to capture changes in … volatilities. The paper provides an evidence of high persistence in volatility and strong reverse relationship between stock return … and its volatility before and after the crises. Research limitations/implications – The paper does not include rest …
Persistent link: https://www.econbiz.de/10014863319
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Hospitality REITs and financial crisis: a comprehensive assessment of market quality
Jain, Pawan; Robinson, Spenser J.; Singh, Arjun J.; … - In: Journal of Property Investment & Finance 35 (2017) 3, pp. 277-289
trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … volatility. Originality/value This study fills the gap in the literature relative to microstructure studies and provides …
Persistent link: https://www.econbiz.de/10014898967
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Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid - In: Review of Accounting and Finance 14 (2015) 2, pp. 149-171
Purpose – This paper aims to examine the nexus between the pricing of market-wide volatility risk and distress risk in … constructing an ex post factor that mimics aggregate volatility risk based on the new VIX index of the Chicago Board Options … Exchange, termed FVIX, as well as focuses on volatility risk in crisis versus non-crisis time periods. Design …
Persistent link: https://www.econbiz.de/10014989967
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Regional volatility: common or country-specific? Exploration of international stock market
Mobarek, Asma; Li, Michelle - In: Studies in Economics and Finance 31 (2014) 4, pp. 406-425
Purpose – The purpose of this paper is to test whether the volatility of regional stock markets’ is common or country … the fluctuations of common component of stock market volatility. Design/methodology/approach – The paper applies the time …-varying weighting methodology of Lumsdaine and Prasad (2003) to determine whether the volatility fluctuation is country-specific or …
Persistent link: https://www.econbiz.de/10015013972
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Evaluating value‐at‐risk models before and after the financial crisis of 2008
Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial Finance 38 (2012) 4, pp. 436-452
only for the pre‐2008 period of the financial crisis but also for the period of high volatility of stock market returns …
Persistent link: https://www.econbiz.de/10014940234
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Hintergründe und Ursachen der Finanzkrise – Wo sind die Milliarden geblieben? / Background, causes and results of the financial crisis – Where did all the money go?
Neubäumer, Renate - In: Arbeit 19 (2010) 2-3, pp. 104-115
Abstract Der Beitrag analysiert die Hintergründe und Ursachen der weltweiten Finanzkrise und kommt zu dem Ergebnis …
Persistent link: https://www.econbiz.de/10014586322
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Impact of live commerce spillover effect on supply chain decisions
Fan, Tijun; Wang, Le; Song, Yang - In: Industrial Management & Data Systems 122 (2022) 4, pp. 1109-1127
Purpose With the booming of live commerce, sellers provide products through not only their traditional channels but also the anchors who show products by live broadcast, forming a live commerce supply chain. In fact, such selling mode generates two effects: the live broadcast service of the...
Persistent link: https://www.econbiz.de/10014826044
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The spillover effect between CSI 500 index futures market and the spot market
Fan, Xuejun; Du, De - In: China Finance Review International 7 (2017) 2, pp. 249-272
paper empirically examines the mean spillover and the volatility spillover between the CSI 500 stock index futures market … significant one-way mean spillover effect on its spot market. The volatility in CSI 500 stock index futures market also has a … two market volatility is 0.4848. The spillover effect of the CSI 500 stock index futures market on the underlying spot …
Persistent link: https://www.econbiz.de/10014694672
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Spillover of social responsibility associations in a brand portfolio
Wang, Wenling; Korschun, Daniel - In: Journal of Product & Brand Management 24 (2015) 6, pp. 596-609
Purpose – This paper aims to explore the spillover effect of social responsibility (SR) activity at the product brand level on the full brand portfolio. Extant research has established that SR activity can be beneficial to companies by influencing consumers’ SR associations with the company...
Persistent link: https://www.econbiz.de/10014897016
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Labour Laws and Informalisation of Employment: Panel Evidences from Indian Formal Manufacturing Sector
Sofi, Irfan Ahmad; Sharma, Pritee - In: Asian Journal of Law and Economics 6 (2015) 1, pp. 65-84
results show that the incidence of informal employment is directly linked with EPL, volatility, and labor bargaining power. We …
Persistent link: https://www.econbiz.de/10014585145