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Are survey forecasts of macroeconomic variables rational?

Aggarwal, Raj - In: The journal of business : B 68 (1995) 1, pp. 99-119

Persistent link: https://www.econbiz.de/10001177505

Measuring cost efficiency in presence of heteroskedasticity : the case of the banking industry in Taiwan

Mohanty, Sunil; Lin, Winston T.; Lin, Hong-Jen - In: Journal of international financial markets, … 26 (2013), pp. 77-90

Persistent link: https://www.econbiz.de/10010234968

Information asymmetry about investment risk and financing choice

Baxamusa, Mufaddal; Mohanty, Sunil; Rao, Ramesh P. - In: Journal of business finance & accounting : JBFA 42 (2015) 7/8, pp. 947-964

Persistent link: https://www.econbiz.de/10011512980

Dynamic co-integration and portfolio diversification of Islamic and conventional indices : global evidence

Abu-Alkheil, Ahmad M.; Khan, Walayet A.; Parikh, Bhavik; … - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 212-224

Persistent link: https://www.econbiz.de/10011792843

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916