Category: Financial economics
Market greenness predicts liquidity shocks
Market greenness predicts liquidity shocks tied to ESG investor preferences, and ESG-related liquidity better explains stock returns than standard measures during 2015-2019.
SOI spillovers were strongest for SAFEX maize
Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.
Optimal portfolio proportions were computed for Nifty 50 stocks
Empirical study constructing optimal portfolios using Sharpe’s Single Index Model on NIFTY 50 stocks, analyzing risk-return characteristics and optimal investment allocations.
