We evaluate the influence of five major uncertainty factors on four asset classes. Our time-varying findings suggest that each asset hedges only a particular uncertainty factor, whereas gold does more than one factor, especially during COVID-19. Our quantile regression results show that gold and...

We extend the rational speculative bubbles literature to the frontier emerging stock markets. For this purpose, this paper employs fractional integration tests and duration dependence tests based on the ARFIMA models and nonparametric smoothed hazard functions. Unlike traditional bubble tests,...

This study aimed to examine the factors that affect the profitability of insurance companies in Palestine. Unbalanced panel data was utilized from seven insurance companies operating in Palestine from 2006 to 2018 to estimate a linear model between determinants theoretically expected to affect...

Purpose – The purpose of this paper is to investigate how the timing behavior and the adjustment toward the target of capital structure interact with each other in the capital structure decisions. Past literature finds that both timing and targeting are significant in determining the leverage...