This paper aims to find the effectiveness of Cryptocurrency on well-formed portfolio with assets like Commodities, Exchange Traded Fund (ETFs), Stock assets and currency value of INR. There are several ways to determine the effectiveness in diversification. In this paper we use SOLVER, Modern...

Did the United States government distort efficient returns of the housing finance sector in response to the novel coronavirus (Covid-19) pandemic? This paper employs a Fama-French five-factor capital asset pricing model event study hybrid approach to investigate if the Coronavirus Aid, Relief,...

Australian Steve Keen was, in fact, one of just 13 registered economists , out of a global total of around 36,000 (yes that really comes out as 0.04%), who actually anticipated the global financial crisis.Knowing this, I think it’s almost impossible not to want to read his latest book,...

Disagreement about stock valuation, combined with short-sales constraints, can increase asset prices. We build a model showing that, so long as investor beliefs are not perfectly correlated, investors will disagree less about the value of a conglomerate than about each of its individual...

There is a growing empirical literature on gold's safe haven status with respect to financial risks but no study with respect to global geopolitical risks. This paper extends the common focus on extreme stock market movements and financial turmoil with an analysis of geopolitical risk. We find...

We review selectively some recent advances in the commodity futures literature. First, we discuss the literature on the diversification benefits of commodity futures and we highlight some common misconceptions. Next, we survey the commodity futures asset pricing literature. We explain why it is...

So-called cryptocurrencies have been in the news quite a lot recently, following Bitcoin trading on 1st September at US$4,904. For devotees of Bitcoin, this price action led to calls that it should now be taken seriously as a legitimate currency, whereas Jamie Dimon is among those who sees the...

In 2012 the Stop Trading on Congressional Knowledge (STOCK) Act was signed into law by President Obama. It is designed to stop insider trading by U.S. Members of Congress who must now make public their stock transactions within 45 days of execution. The aim of this analysis is to evaluate the...