[PDF][PDF] Time-varying influence of interest rates on stock returns: evidence from China
G Gu, W Zhu, C Wang - Economic research-Ekonomska istraživanja, 2022 - hrcak.srce.hr
Whether a stock market should matter or not when monetary policy is concerned seems to
be a controversial issue. The purpose of this study is to indicate whether the central bank …
be a controversial issue. The purpose of this study is to indicate whether the central bank …
[HTML][HTML] Idiosyncratic risk and market volatility: Threat or opportunity for returns? A study of Borsa Istanbul stocks
S Çam, Ö Uzkaralar, M Borak - Borsa Istanbul Review, 2024 - Elsevier
This study investigates the relationship between idiosyncratic risk, market volatility, and
stock returns for companies traded on the Borsa Istanbul. The analysis calculates …
stock returns for companies traded on the Borsa Istanbul. The analysis calculates …
[PDF][PDF] Predictability of extreme daily returns and Preference for lottery-like stocks in an emerging market
MU Khurram, F Ali, Y Jiang, W Xie - Economic research-Ekonomska …, 2022 - hrcak.srce.hr
This study investigates the presence of the MAX effect–stocks with extreme daily (positive)
return in the current month perform poorly in the following month–in the Pakistani stock …
return in the current month perform poorly in the following month–in the Pakistani stock …
Mathematical Nonlinear Modeling of Information Environment Risk Factor Pricing with Generalized Method of Moments (GMM) Approach in Tehran Stock Exchange
F Lotfaliyan, M Hematfar, MH Janani - International Journal of Finance & …, 2023 - ijfma.ir
Transparency of the information environment and proper pricing system can lead to the
allocation efficiency of financial markets in the long run. Information risk is one of the factors …
allocation efficiency of financial markets in the long run. Information risk is one of the factors …
The role of mutual information content of profit from market indices in the synchronicity of returns and portfolio performance with the mutual entropy approach
H Zarei, M Davodi Nasr, M Zanjirdar - Advances in Finance and …, 2023 - afi.journals.iau.ir
Objective: The purpose of this research was to examine the role of the mutual information
content of earnings from market indices in the synchrony of returns and portfolio …
content of earnings from market indices in the synchrony of returns and portfolio …
Examining the mutual benefit information content of corporate and market factors with the mutual entropy approach
H Zarei, M Davodi, M Zanjirdar - Journal of Investment Knowledge, 2024 - jik-ifea.ir
The purpose of this research was to investigate the effect of mutual benefit information
content from corporate and market factors and compare them with each other. This research …
content from corporate and market factors and compare them with each other. This research …
Stock Price Synchronicity Based on Uncertainty in Monetary Policies
S Salehi, N Yazdanian, H Hemmati - 2022 - sid.ir
The purpose of this research was to investigate the role of Uncertainty in Monetary Policies
on the synchronicity of company', s stock prices. The statistical population of the research …
on the synchronicity of company', s stock prices. The statistical population of the research …
Mathematical Modeling of Information Risk Pricing with Autoregressive Distributed Lag (ARDL) Approach in the Iranian Capital Market
F Lotfaliyan, M Hematfar, MH Janani - Journal of Investment …, 2022 - jik.srbiau.ac.ir
The purpose of this study is to evaluate the information risk factor in increasing the power to
explain the excess return on companies' stocks. Using the monthly stock'excess return data …
explain the excess return on companies' stocks. Using the monthly stock'excess return data …