This article undertakes eight hedging models (Regression, MD-GARCH, BEKK-GARCH, CCC-GARCH, ECM-MD, ECM-BEKK, ECM-CCC, and state space models) to investigate hedging effectiveness of different price scenarios in energy futures markets. Different models have systematically evidenced that hedging...

This paper reports the announcement effects of insider transfer trades and relates these with firms' characteristics. Regulations in Taiwan specify that insiders give three days prior notice to the competent authority of stock transfers and this news can stimulate market participants' investment...

This paper examines the positive connection between the 52-week high of a stock price and its return. In addition, other reference points including 5-day high, 20-day high, and 60-day high are considered under different stock market index levels. Using firm characteristics as proxies of...

This article examines the informational content of the basis under positive and negative prior shocks, and its linkage to the relationship between the Indian stock index spots and futures contracts. The leading role of the futures market in the spot markets is confirmed. Furthermore, the...

In this paper, we examine two different investing attitudes, being conservative sentiment which mitigates the momentum effect and, alternatively, the optimistic sentiment which strengthens such an effect. Where the stock market index levels close near a previous peak level, the impact of the...

Purpose: This study aims to explore the formation and consequences of a cross-selling initiative climate, as well as how a service climate, which provides an important boundary condition, affects both its formation and its ultimate impact on service-sales performance. This article identifies...

Purpose: Healthcare is recognized as a fertile field for service research, and due to the fact that nurses are stressed physically and emotionally, reducing burnout among frontline healthcare staff is an emerging and important research issue. The purpose of this paper is to explore the possible...