Using a sample of the G20 countries, we examine the impact of COVID-19 on stock return and volatility connectedness, and whether the connectedness measures behave differently for countries with SARS 2003 experience. We find that both stock return and volatility connectedness increase across the...

Accurately modeling and predicting the mean and volatility of electricity prices can be of great importance to value electricity, bid or hedge against the volatility of electricity prices and manage risk. The paper applies various autoregressive moving average (ARMA) models with generalized...

We analyze mutual fund flow-performance relationship using a novel sample of Chinese mutual funds that trade in a volatile market environment. Consistent with existing literature, we find that the net flow to a fund is positively related to past fund performance. However, the positive...

We analyze the relationship between flows and performance of Chinese mutual funds that trade in a volatile market environment. Consistent with existing literature, we find that the net flow to a fund is positively related to past fund performance. Contrary to previous studies using samples in...