Background This study aims to clarify the role of FinTech digital banking start-ups in the
financial industry. We examine the impact of the funding of such start-ups on the stock …

Purpose This study examines the risk-adjusted performance of socially responsible
exchange traded funds (SR ETFs) in comparison to conventional ETFs …

In this paper we provide critical review of recent developments in the mutual fund
performance evaluation literature. The new literature centres around two main themes …

The purpose of this work is to critically evaluate the evolution of risk factors and factor
models. A systematic and structured literature review is carried out to observe and …

This study empirically analyzes and compares return data from developed and emerging
market data based on the Fama French five-factor model and compares it to previous results …

We examine how firms' exposure to prior disastrous events can influence their stock market
footprint during the coronavirus crisis. While others have drawn comparisons between past …

This study empirically analyzes return data from developed and emerging markets to assess
whether emerging markets show superior performance during the COVID-19 pandemic in …

We analyze a novel alpha momentum strategy that invests in stocks based on three-factor
alphas which we estimate using daily returns. The empirical analysis for the US and for …

Hisse senedi getirilerindeki değişimi açıklayan faktörlerin neler olduğunun ortaya koyulması,
finans literatüründeki önemli araştırma konuları arasında yer almaktadır. Bu bağlamda …

This study examines the impact of mismatch between prospectus benchmark and fund
objectives on benchmark-adjusted fund performance and ranking in a sample of 1281 US …