The COVID-19 outbreak significantly affected the global economy and energy markets. To
mitigate the shock, maintain financial market stability, and encourage economic recovery …

Business decisions influence the level of idiosyncratic risk. Several factors that contribute to
idiosyncratic risk must be explored. Therefore, we examine the impact of innovation and …

In recent years, the rapid and significant development of emerging markets has globally led
to insight from potential investors and academicians seeking to assess these markets in …

The objective of this study is to explore Roy and Shijin [(2018). A six factor assets pricing
model. Borsa Istanbul Review, 18 (3), 205–217] six-factor-model of asset pricing by …

Timor-Leste is a new country still in the process of economic development and does not yet
have a capital market for stock and bond investments. These two asset classes have been …

This study aims to test the validity of the Fama–French Asset Pricing Model, which has
become a six‐factor along with the inclusion of the momentum factor, in terms of Borsa …

Purpose This paper aims to expand foreign investors' understanding of potential return
enhancement and risk diversification advantages offered by equity market of Pakistan …

Standard pay-as-you-go pension system is facing long-term and short-term sustainability
challenges in several countries. Possible replacement of standard pension system might be …

Drawing on the Fama and French models, we examine the role of market factor (beta),
fundamental characteristics (size, book-to-market, profitability and investment) and the …

Purpose The purpose of this paper is to examine if the announcement of corporate power
purchase agreements (PPAs) induce significant effects on the electricity buyers' stock …