Zobrazeno 1 - 10
of 106
pro vyhledávání: '"Stephanos Papadamou"'
Publikováno v:
Economies, Vol 11, Iss 10, p 257 (2023)
Central bank characteristics are important determinants of stock market returns and their volatility. While the literature has examined the effects of transparency and independence, no research has been conducted so far on the effect of central bank
Externí odkaz:
https://doaj.org/article/fa9a2069dadc442c981a927d54d3bf6d
Publikováno v:
Studies in Business and Economics, Vol 15, Iss 2, Pp 133-150 (2020)
This paper evaluates the performance of seventeen Greek equity mutual funds before and after the sovereign debt crisis. By being based on the Capital Asset Pricing Model (CAPM), the selectivity and market timing skills of these funds are under scruti
Externí odkaz:
https://doaj.org/article/16a416c383764356a90bc0379190c96e
Publikováno v:
Energies, Vol 15, Iss 7, p 2558 (2022)
Aim and background—As research on the energy and electricity consumption determinants yields mixed results and a multifactorial model has not yet been developed, our study aims to investigate the growth dynamics of the factors that affect energy co
Externí odkaz:
https://doaj.org/article/430ae9bbafbe4f839c52c171d383f021
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 7 (2022)
This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In particular, it investigates relationships between investor attention, as proxied by Google Trends, and stock market activities, i.e
Externí odkaz:
https://doaj.org/article/d10e565ee77849d5ac6ea768831bbf87
Publikováno v:
International Journal of Financial Studies, Vol 9, Iss 4, p 56 (2021)
The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase “quantitative easing” in the US. The exponential gener
Externí odkaz:
https://doaj.org/article/31eb3c5ea1604caba0476270e3998507
Publikováno v:
International Journal of Financial Studies, Vol 1, Iss 4, Pp 154-167 (2013)
Terrorist incidents exert a negative, albeit usually short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmi
Externí odkaz:
https://doaj.org/article/eee585c21b8f43f58288cd6fd7e67f20
Publikováno v:
International Journal of Financial Studies, Vol 5, Iss 1, p 9 (2017)
This paper investigates how mutual funds performed in Japan before and after the 2008 outburst of the global financial crisis, that is during the extension of an extraordinary unconventional monetary policy by the Bank of Japan. Style and performance
Externí odkaz:
https://doaj.org/article/67931301ca9b4479ac396cb573bc8fcc
Publikováno v:
The Quarterly Review of Economics and Finance. 89:307-317
This research investigates the effects of several measures of Twitter-based sentiment on cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market uncertainty measures based on Tweets, along the lines of Baker et al. (2021
Publikováno v:
Economic Analysis and Policy. 77:1030-1054