This paper compares the dynamics of the financial integration process as described by
different empirical approaches. To this end, a wide range of measures accounting for …

In this paper, we have investigated the impact of the global financial crisis on the
multihorizon nature of systematic risk and market risk using daily data of eight major …

This study applies self-developed models using standardized regression analysis to
investigate the learning behavior associated with investor sentiment and psychological …

The global financial crisis of 2008 proved that what initially appeared to be relatively small
losses in the financial system can be magnified to systemic ones. The European Union debt …

The state of cross-market linkage structures and its stability over varying time-periods play a
key role in the performance of international diversified portfolios. There has been an …

This paper examines the ability of beta (β) to measure the systematic risks posed by the
COVID-19 crisis and analyzes the impact of the COVID-19 crisis on stock returns for a …

This article attempts to fill important knowledge gaps to explore the spatial spillover effects of
financial markets on regional financial efficiency in eight economic zones using three‐stage …

The creation of a single European currency, financial crises, changing consumer tastes and
the entry of a significant number of new competitors has created an extremely competitive …

This thesis aimed to analyse the signalling capability of the Cyclically Adjusted Price to
Earnings (CAPE) ratio and to analyse the performance of asset pricing models in the context …

The informational efficiency is the central backdrop among researchers in the quest of
behavioural finance since Fama (J Financ 25: 383–417, 1970). The succession of time has …