Tag: Finance
Stock splits and reverse splits had opposite return effects in Indonesia
Event study analysis shows stock splits boost returns on Indonesian exchanges while reverse splits trigger negative reactions, reflecting divergent investor signals in emerging markets.
Morocco’s bank credit shows short-run inertia, not immediate policy-rate response
ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.
Fund holding networks are linked to higher systemic financial risk
Network analysis reveals fund holdings among Chinese financial institutions amplify systemic risk through governance convergence, price synchronicity, and asset homogenization mechanisms.
Trump election linked to overreaction in low-ESG and alternative energy stocks
Event study analysis of 2024 U.S. election reveals significant market overreaction in ESG and alternative energy stocks, casting doubt on sustainable investment resilience.
Stablecoin risks and resilience vary by architecture
Comparative analysis of stablecoin architectures across regulatory environments reveals how design features function differently in quasi-sovereign, commercial, and state-issued models within.
Exchange rate depreciation raised sectoral credit allocation in Tanzania
Examination of exchange rate effects on sectoral credit allocation in Tanzania using ARDL modeling, revealing heterogeneous short-run and long-run investment responses across five key sectors.
Natural gas prices and green bonds affect each other over time
Quantile-on-quantile analysis of natural gas price and green bond market interactions reveals nonlinear, time-varying relationships within sustainable development contexts.
Brexit sentiment was linked to weaker UK markets
Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
European housing markets mediate monetary policy effects
Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.
Market-capitalization regret variables predict future stock returns
Study reveals market capitalization as a key psychological reference point for investor regret, with stronger predictive power for stock returns than traditional return-based regret measures in.
