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This study investigates the moderating effect of managerial sentiment on the relation between analyst coverage and downside risk. Using the earthquake as a negative shock to managerial sentiment, we find that analyst coverage is negatively correlated with downside risk, however, this...
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In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model to analyze dynamic connectedness between energy, precious metal, industrial metal, agriculture and livestock commodity markets. The results show that the energy, industrial metal, and precious metal commodity...
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