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Impact of credit risk on momentum and contrarian strategies : evidence from South Asian markets

Hunjra, Ahmed Imran; Tayachi, Tahar; Mehmood, Rashid; … - In: Risks : open access journal 8 (2020) 2/37, pp. 1-14

We examine the profitability of the momentum and contrarian strategies in three South Asian markets, i.e., Bangladesh, India, and Pakistan. We also analyze, whether credit risk influences momentum and contrarian return for these markets from 2008 to 2014. We use default risk that relates to...

Persistent link: https://www.econbiz.de/10012204454

Wavelet quantile correlation between DeFi assets and banking stocks

Abakah, Emmanuel Joel Aikins; Goodell, John W.; … - In: Finance research letters 70 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015194087

Determinants of expected returns at public defined-benefit pension plans

Aggarwal, Raj; Goodell, John W. - 2015

Persistent link: https://www.econbiz.de/10011312715

Are markets in happier countries less affected by tragic events? : evidence from market reaction to the Israel-Hamas conflict

Pandey, Dharen Kumar; Kumari, Vineeta; Palma, Alessia; … - In: Finance research letters 60 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014490385

Investor attention shocks and stock co-movement : substitution or reinforcement?

Hu, Yitong; Li, Xiao; Goodell, John W.; Shen, Dehua - In: International review of financial analysis 73 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012803443

Return volatility and trading volume of GameFi

Shi, Guiqiang; Goodell, John W.; Shen, Dehua - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015076707

Missing momentum in China : considering individual investor preference

Yao, Shouyu; Qin, Yuanyuan; Cheng, Feiyang; Wu, Ji; … - In: Finance research letters 49 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013479218

Information shocks and investor underreaction : evidence from the Bitcoin market

Meng, Yongqiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 56 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014473632

Do online message boards convey cryptocurrency-specific information?

Shen, Dehua; Tong, Zezheng; Goodell, John W. - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446932

Is macroeconomic tail risk contagious to stock idiosyncratic risk?

Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10014531317