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Generalized disappointment aversion and the cross-section of stock returns

Lu, Xiaohua; Hu, Yonghong - In: Applied economics letters 30 (2023) 17, pp. 2455-2463

Persistent link: https://www.econbiz.de/10014365936

Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015191410

An Analysis of Investor Behaviour and Information Flows Surrounding the Negative WTI Oil Price Futures Event

Corbet, Shaen; Hou, Yang; Hu, Yang; Oxley, Les - 2022

Intertwined with the persisting effects of the COVID-19 pandemic on the world economy, the price of WTI crude oil futures became negative on April 20, 2020. This anomalous incident has drawn much attention within the literature. This paper attempts to investigate the origins and specific impacts...

Persistent link: https://www.econbiz.de/10013297196

Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots

Cioroianu, Iulia; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Research in international business and finance 70 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015053323

Investors' willingness to use robo-advisors : extrapolating influencing factors based on the fiduciary duty of investment advisors

Luo, Haohan; Liu, Xin; Lv, Xingyang; Hu, Yubei; Ahmad, … - In: International review of economics & finance : IREF 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014583520

Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631118

Dynamic Return Connectedness Between Commodities and Travel & Leisure ETFs : Investment Strategies and Portfolio Implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - 2023

We examine return connectedness between the largest US-based oil and gold ETFs and three major travel & leisure ETFs. Such analysis provides substantial value when understanding how investors can diversify sectoral risk. This research also compares several portfolio strategies to explore the...

Persistent link: https://www.econbiz.de/10014354456