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How does passive investing effect the informational efficiency of prices?

Corgnet, Brice; DeSantis, Mark; Peng, Yan; Porter, David P. - 2024

Persistent link: https://www.econbiz.de/10014474729

Institutional stock-bond portfolios rebalancing and financial stability

Hasse, Jean-Baptiste; Lecourt, Christelle; Siagh, Souhila - 2023

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A global look into stock market comovements

Inaba, Kei-Ichiro - In: Review of world economics 156 (2020) 3, pp. 517-555

Persistent link: https://www.econbiz.de/10012433063

Interconnectedness and systemic risk : evidence from global stock markets

Cevik, Emrah Ismail; Terzioglu, Hande Caliskan; Kilic, Yunus - In: Research in international business and finance 69 (2024), pp. 1-21

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The wisdom of the madness of crowds : investor herding, anti-herding, and stock-bond return correlation

Radi, Sherrihan; Ge̜bka, Bartosz; Kallinterakis, … - In: Journal of economic behavior & organization 224 (2024), pp. 966-995

Persistent link: https://www.econbiz.de/10014634625

The certification role of the EU-wide stress testing exercises in the stock market : what can we learn from the stress tests (2014-2021)?

Durrani, Agha; Ongena, Steven; Marques, Aurea Ponte - 2022

What is the impact of stress tests on bank stock prices? To answer this question we study the impact of the publication of the EU-wide stress tests in 2014, 2016, 2018, and 2021 on the first (λ) and second (δ) moment of equity returns. First, we study the effect of the disclosure of stress...

Persistent link: https://www.econbiz.de/10013342212

Understanding the transmission of crash risk between cryptocurrency and equity markets

Dai, Peng-Fei; Goodell, John W.; Luu Duc Toan Huynh; … - In: The financial review : the official publication of the … 58 (2023) 3, pp. 539-573

Persistent link: https://www.econbiz.de/10014305840

Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies

Quinn, Barry; Hanna, Alan; MacDonald, Fred - In: Finance research letters 27 (2018), pp. 214-222

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Investors' behavior and dynamics of ship prices : a heterogeneous agent model

Alizadeh-Masoodian, Amir H.; Thanopoulou, Helen; Yip, … - In: Transportation research / E : an international journal 106 (2017), pp. 98-114

Persistent link: https://www.econbiz.de/10011760863

Worst-case portfolio optimization in a market with bubbles

Belak, Christoph; Christensen, Sören; Menkens, Olaf - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-36

Persistent link: https://www.econbiz.de/10011454368