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Does fundamental indexation lead to better risk-adjusted returns? : new evidence from Australian securities exchange

Basu, Anup K.; Forbes, Brigette - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 699-728

Persistent link: https://www.econbiz.de/10011348097

Does the fundamental indexation portfolio perform better? : an Indian investigation

Kumar, Santosh; Tiwari, Ranjit - In: Accounting research journal 35 (2022) 2, pp. 121-144

Persistent link: https://www.econbiz.de/10012886454

The skewness index : uncovering the relationship with volatility and market returns

Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Applied economics 53 (2021) 31, pp. 3619-3635

Persistent link: https://www.econbiz.de/10012589497

Tail comovements of implied volatility indices and global index futures returns predictability

Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463335

Nonlinear exposures of fundamental index returns

Peltomäki, Jarkko - In: The journal of wealth management 13 (2010/11) 3, pp. 96-106

Persistent link: https://www.econbiz.de/10008747511

A Fear Index to Predict Oil Futures Returns

Chevallier, Julien - 2016

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10013007386

Equanimity of Risk and Return Relationship between Shariah Index and General Index in India

Munusamy, Dharani - 2019

The present study empirically examines the risk and return of the Nifty Shariah index and Nifty index during the period … performance of the Islamic index and common index and to test whether any significant difference between both indices in India …. Based on the previous studies, the present paper employs Risk adjusted measurement such as Sharpe index, Treynor Index and …

Persistent link: https://www.econbiz.de/10012905522

The VIX market volatility index and US stock index returns

Sarwar, Ghulam - In: Journal of international business and economics : JIBE 11 (2011) 4, pp. 167-179

Persistent link: https://www.econbiz.de/10009380073

Intertemporal relations between the market volatility index and stock index returns

Sarwar, Ghulam - In: Applied financial economics 22 (2012) 10/12, pp. 899-909

Persistent link: https://www.econbiz.de/10009624959

A further examination of equity indexed annuities

Terry, Andy; Elder, Erick - In: Financial services review : the journal of individual … 24 (2015) 4, pp. 411-428

Persistent link: https://www.econbiz.de/10011532571