Motivated by the current financial and economic situation in Europe, this paper seeks to establish how the changes in economic policy uncertainty in Europe affect the stock market performance in the United States. Analyzing monthly index of economic policy uncertainty in Europe and monthly...

This paper investigates if the changes in economic policy uncertainty in the United States can predict the performance of stock markets in South America (Argentina, Brazil, Chile, and Colombia, Peru, and Venezuela). Based on the analyses of monthly returns of the Buenos Aires SE Merval Index...

This study examines the response of stock markets in China and Japan to the changes in economic policy uncertainty in the United States. The analysis of data of monthly changes in economic policy uncertainty in the US and monthly returns on Shanghai Composite Index from 1991:1 to 2012:5 and...

This study examines the impact of the changes in economic policy uncertainty in the United States on the stock markets of the Asian Tiger economies (Hong Kong, Singapore, South Korea, and Taiwan) because trades between Asian Tiger economies and the US have increased significantly in recent...

This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine. The analyses of monthly returns on the major stock market indices in these countries from 1985:2 to...

This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in Canada and Mexico. Using monthly returns of the Canada S&P/TSX-300 Total Return Index from 1985:2 to 2012:5 and Mexico SE Total Return Index from 1988:1 to 2012:5, this study...

This study examines the relationship between excess return volatility and economic policy uncertainty in U.S using monthly data for the period 1985-2011. The result reveals the existence of a long-run positive relationship between excess return volatility and economic policy uncertainty. The...

This paper provides empirical evidence from the capital market that ethical companies enjoy above-the-market-average performance. The analysis of risk premiums and risk adjusted returns of an equal-weighted portfolio of public firms ranked consecutively from 2007-2011 as the most ethical...

This paper analyses risk premiums and risk-adjusted excess returns of a portfolio of firms with low employee turnover from 2006 to 2011. The results show that average risk premiums of an equal-weighted portfolio of firms with low employee turnover are economically superior than the CRSP...

This paper examines if a portfolio of firms with the best training program consistently outperforms the market. This study constructs an equally-weighted portfolio of top 10 companies ranked in the Training Top 125 each year from 2001 to 2010. In particular, this study compares the performance...