Narrow search
Showing 1 - 10 of 103,550
Cover Image
Modelling stock returns and risk management in the shipping industry
Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25
shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate …We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model …, and interest rate. The sensitivities of stock returns to the risk factors differ across quantiles and shipping segments …
Persistent link: https://www.econbiz.de/10012520916
Cover Image
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
Cover Image
Impact of the Stock Trading Frenzy during the COVID-19 Era on U.S. Public Maritime Shipping Companies
Sigalas, Christos - 2022
Despite the sharp equity-market sell off in March 2020, due to concerns about the boisterous spread of the Coronavirus Disease (COVID-19), the frenzy of stock trading in U.S. equities over the past twelve months is showing no signs of abating. Recent academic research suggests that, among...
Persistent link: https://www.econbiz.de/10014239019
Cover Image
Equity Valuation of Shipping Companies
Tsai, Teddy H. - 2012
Presentation to the Singapore Shipping Association and at Nanyang Technological University. Basics of financial …
Persistent link: https://www.econbiz.de/10013114679
Cover Image
Maritime business : volatile stock prices and market valuation inefficiences
Mulligan, Robert F.; Lombardo, Gary A. - In: The quarterly review of economics and finance : journal … 44 (2004) 2, pp. 321-336
Persistent link: https://www.econbiz.de/10001988422
Cover Image
The impact of MTSA on investment uncertainty and the persistence of financial return volatility of marine firms
Homan, Anthony C. - In: Maritime policy and management : MPM 36 (2009) 2, pp. 105-115
Persistent link: https://www.econbiz.de/10003853288
Cover Image
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
Cover Image
The impact of 9/11 on the persistence of financial return volatility of marine firms
Homan, Anthony C. - In: Eastern economic journal 35 (2009) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10003817984
Cover Image
Study on globalization of shipping stocks pricing based on a DC-MSV model
Yu, Yiping - In: Modern economy 10 (2019) 12, pp. 2373-2386
Persistent link: https://www.econbiz.de/10012312524
Cover Image
Empirics of Korean shipping companies' default predictions
Park, Sunghwa; Kim, Hyunsok; Kwon, Janghan; Kim, Taeil - In: Risks : open access journal 9 (2021) 9, pp. 1-18
In this paper, we use a logit model to predict the probability of default for Korean shipping companies. We explore … numerous financial ratios to find predictors of a shipping firm’s failure and construct four default prediction models. The … indicates that utilizing information about unique financial characteristics of the shipping industry may enhance the performance …
Persistent link: https://www.econbiz.de/10012612618