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Prospect theory and risk-taking behavior : an empirical investigation of Islamic and conventional banks
Trichilli, Yousra; Kharrat, Hana; Abbes, Mouna Boujelbène - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 163-178
Persistent link: https://www.econbiz.de/10012581561
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The rise and demise of the convertible arbitrage strategy
Loncarski, Igor; Horst, Jenke ter; Veld, Chris - 2009
debtlike convertibles. Furthermore, short-sale pressures negatively affect stock returns around the announcement and issuance …
Persistent link: https://www.econbiz.de/10009465981
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The leaders, the laggers, and the "vulnerables"
Arakelian, Veni; Hashem, Shatha Qamhieh - In: Risks 8 (2020) 1, pp. 1-32
We examine the lead-lag effect between the large and the small capitalization financial institutions by constructing two global weekly rebalanced indices. We focus on the 10% of stocks that "survived" all the rebalancings by remaining constituents of the indices. We sort them according to their...
Persistent link: https://www.econbiz.de/10013200561
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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Granger-causal nonlinear financial networks
Fiedor, Paweł - In: The journal of network theory in finance 1 (2015) 2, pp. 53-82
Persistent link: https://www.econbiz.de/10011339875
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Who plays the key role among Shanghai, Shenzhen and Hong Kong stock markets?
Wang, Jian; Zhu, Junfeng; Dou, Feifei - In: China & world economy 20 (2012) 6, pp. 102-120
Persistent link: https://www.econbiz.de/10009713452
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Disentangling the effects of organizational capabilities, innovation and firm size on SME sales growth
Uhlaner, Lorraine M.; Stel, Adriaan J. van; Duplat, Valérie - In: Small business economics : an entrepreneurship journal 41 (2013) 3, pp. 581-607
Persistent link: https://www.econbiz.de/10010199469
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Information diffusion in the U.S. real estate investment trust market
Mori, Masaki - In: The journal of real estate finance and economics 51 (2015) 2, pp. 190-214
Persistent link: https://www.econbiz.de/10011474985
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Dividendos e volatilidades : spillover e causalidade em segunda ordem, cambial e financeira
Maranhão, André Nunes; Moreira, Guilherme Costa Chadud - In: Revista Brasileira de Finanças : RBFin 19 (2021) 4, pp. 28-85
Persistent link: https://www.econbiz.de/10012804845
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Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies
Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36
Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the … this activity. Interestingly, this paper determines that the number of accumulated lead-lag days between stock pairs meets … the power-law distribution in both the U.S. and Chinese stock markets based on 10 years of trading data. Based on this …
Persistent link: https://www.econbiz.de/10013272642