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Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures

Goodell, John W.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Journal of financial stability 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014533560

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Corbet, Shaen - 2018

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodities and interest rates. We extend the approach developed by Birz and Lott [2011] to examine the hypothesis...

Persistent link: https://www.econbiz.de/10012924762

The Impact of Macroeconomic News on Bitcoin Returns

Corbet, Shaen - 2020

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodity prices, and interest rates. We construct a sentiment index based on news stories that follow the...

Persistent link: https://www.econbiz.de/10012839983

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

Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation

Xu, Danyang; Hu, Yang; Corbet, Shaen; Lang, Chunlin - In: Research in international business and finance 70 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015053793

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

The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns

Hou, Yang; Li, Steven - In: International review of economics & finance : IREF 33 (2014), pp. 319-337

Persistent link: https://www.econbiz.de/10010532719

Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures

Hou, Yang; Holmes, Mark J. - In: Australian journal of management 45 (2020) 2, pp. 240-265

Persistent link: https://www.econbiz.de/10012216958

Share pledge risk and government bailout fund

Hong, Xin; Hu, Yang; Zhang, Wanting - In: Accounting and finance 62 (2022) 5, pp. 4831-4848

Persistent link: https://www.econbiz.de/10013468280