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Does the fundamental indexation portfolio perform better? : an Indian investigation
Kumar, Santosh; Tiwari, Ranjit - In: Accounting research journal 35 (2022) 2, pp. 121-144
Persistent link: https://www.econbiz.de/10012886454
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
Persistent link: https://www.econbiz.de/10013277308
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Performance evaluation of fundamental indexation strategies on the NASDAQ OMX baltic stock exchange
Filipozzi, Fabio; Tomingas, Rando - In: Research in economics and business : Central and … 9 (2017) 2, pp. 20-40
Persistent link: https://www.econbiz.de/10011876077
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Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Shi, Xiaofeng; Dempsey, Michael; Irlicht, Laurence - In: Journal of investment management : JOIM 13 (2015) 4, pp. 57-70
Persistent link: https://www.econbiz.de/10011640358
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Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao; Luo, Qin; Li, Yan; Luu Duc Toan Huynh - In: Journal of international financial markets, … 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
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Momentum strategies in European equity markets : perspectives on the recent financial and European debt crises
Abourachid, Halim; Kubo, Alexander; Orbach, Sven - In: Finance research letters 23 (2017), pp. 147-151
Persistent link: https://www.econbiz.de/10011808378
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Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries
Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38
Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the United States (US) and Asian-Pacific financial markets has become more critical. If Asian stock markets have low or negative correlations with each other and/or the US market,...
Persistent link: https://www.econbiz.de/10014500629
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Does the stock market reward innovation? : European stock index reaction to negative news during the global financial crisis
Adcock, Christopher; Hua, Xiuping; Mazouz, Khelifa; … - In: Journal of international money and finance 49 (2014), pp. 470-491
Persistent link: https://www.econbiz.de/10010464927
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Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis
Adcock, Christopher J. - 2014
This study uses data on 27 European stock indices over the period from January 2007 to December 2012 to investigate the relationship between innovations and the market reaction to negative news during the financial crisis. We use the bivariate BEKK-GARCH approach to estimate time-varying betas...
Persistent link: https://www.econbiz.de/10013052888