Tag: Financial Markets and Investment Strategies
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.
Liquidity shocks spill over to related corporate bond peers
Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.
Geopolitical risk affects stock markets differently by regime
Study reveals geopolitical risk impacts stock returns asymmetrically: negatively in bullish markets, positively in downturns. Emerging markets may hedge geopolitical shocks.
Price bubbles found in most examined DeFi and NFT assets
Analysis of speculative bubbles in DeFi and NFT markets using GSADF testing reveals bubble presence in eight of nine examined blockchain assets.
Sports tokens showed spillover risk in connected markets
Quantile VAR analysis reveals how sports tokens transmit and receive systemic shocks, with implications for portfolio construction and downside risk mitigation during market stress.
Geopolitical risk is linked to lower stock returns in Vietnam
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in FinanceStudy analyzes geopolitical risk’s negative impact on stock returns in Vietnam’s emerging market, finding that firms sensitive to political uncertainty demand higher expected returns.
Gender lens label varies widely across equity funds
Study of gender lens equity funds reveals inconsistent methodologies, limited portfolio overlap, and mixed performance compared to benchmarks.
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.
Trusted contact adoption remains low among eligible investors
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in FinanceStudy of retail investor compliance with FINRA trusted contact rule using national financial capability data, showing literacy and social trust as key determinants.
UAE-specific crises produced negative firm returns; global crises often positive
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in FinanceStudy examines how global and domestic crises impact UAE financial markets using STL decomposition, revealing asymmetric responses across firm characteristics and event categories.
