Search Results - subject:"Trading Rules"

Financial instability transition under heterogeneous investments and portfolio diversification

Forer, Preben; Budnick, Barak; Vivo, Pierpaolo; … - 2025

Persistent link: https://www.econbiz.de/10015337428

The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic

Soltani, Hayet; Taleb, Jamila; Abbes, Mouna Boujelbène - In: European journal of management and business economics : … 34 (2025) 1, pp. 23-46

Purpose This paper aims to analyze the connectedness between Gulf Cooperation Council (GCC) stock market index and cryptocurrencies. It investigates the relevant impact of RavenPack COVID sentiment on the dynamic of stock market indices and conventional cryptocurrencies as well as their Islamic...

Persistent link: https://www.econbiz.de/10015372653

The impact of economic policy uncertainty on stock types while considering the economic cycle : a quantile regression approach

Paule-Vianez, Jessica; Orden-Cruz, Carmen; … - In: European journal of management and business economics : … 34 (2025) 1, pp. 88-102

Purpose This study aims to analyse the effects of Economic Policy Uncertainty (EPU) on the return of growth/value and small/large-cap stocks during expansionary and recessionary periods across a conditional distribution. Design/methodology/approach The authors selected a sample covering the...

Persistent link: https://www.econbiz.de/10015372660