Zobrazeno 1 - 10
of 97
pro vyhledávání: '"Sunil K. Mohanty"'
Publikováno v:
Review of Quantitative Finance and Accounting
The boom and bust in oil prices during the last two decades have attracted many investors to oil and gas companies in search of returns and risk diversification benefits. This study analyzes the impact of several risk factors, including oil and gas p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::630d9536399a7429ff6ff32726d6ff3e
https://hdl.handle.net/11250/3040484
https://hdl.handle.net/11250/3040484
Publikováno v:
Journal of Commodity Markets. 27:100221
In the commodity markets, consumers, producers, and investors will occasionally lose out on positions in the futures and options markets. Very large losses in commodity trading can weaken the trust of brokers, exchanges, regulators, and other social
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f601accf5479549ac3caeba69ccc83d9
https://doi.org/10.1016/j.jcomm.2021.100221
https://doi.org/10.1016/j.jcomm.2021.100221
Publikováno v:
Global Finance Journal. 48
We study whether foreign banks engaged in countercyclical lending in the United States during the 1990–1991, 2001, and 2007–2009 recessions. Aggregate lending by foreign banks increased in the 1990–91 recession and by domestic banks in the 2001
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dea56f60892a35bb9c0ab696ebb782a1
https://research.cbs.dk/en/publications/bd16d4dd-c533-4b76-be28-6f42f1238b77
https://research.cbs.dk/en/publications/bd16d4dd-c533-4b76-be28-6f42f1238b77
Autor:
Stein Frydenberg, Hilde Lillienskiold, Roar Aadland, Sunil K. Mohanty, Cecilie Kristensen, Sjur Westgaard
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 4
Journal of Risk and Financial Management, Vol 14, Iss 171, p 171 (2021)
Volume 14
Issue 4
Journal of Risk and Financial Management, Vol 14, Iss 171, p 171 (2021)
We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sector
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9616eef3932a1ddf520d802e8da40f2b
Publikováno v:
Journal of Emerging Market Finance. 17:S299-S326
This article examines whether the diversification of operating income in Korean banks has persistently enhanced the performance of Korean banks. The results show that, despite Korean banks’ efforts to diversify their operating income, these banks d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ae2f494d09ca0db129f1c56acea0786
https://doi.org/10.1177/0972652718798079
https://doi.org/10.1177/0972652718798079
Publikováno v:
Review of Quantitative Finance and Accounting. 51:595-619
We examine the impact of oil price shocks on stock market returns in Saudi Arabia using the country-level as well as the industry-level stock market data. We find that the relation between changes in oil prices and equity returns is positive and sign
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2da4fadbd4635fedac604815fcc7a231
https://doi.org/10.1007/s11156-017-0682-5
https://doi.org/10.1007/s11156-017-0682-5
Publikováno v:
The Quarterly Review of Economics and Finance. 66:212-224
A major issue in both Islamic and conventional finance is the performance of their respective stock indices. Using the stochastic dominance (SD) analysis, we examine whether Islamic stock indices outperform the conventional indices over the period fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc07d37b159c16de1f188818e6491b23
https://doi.org/10.1016/j.qref.2017.02.005
https://doi.org/10.1016/j.qref.2017.02.005
Autor:
Hong-Jen Lin, Sunil K. Mohanty
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. 24:2150010
This study investigates the effects of Basel II and Basel III capital adequacy rules and the regulatory framework adopted by Chinese banking regulators on the efficiency of the banking sector in China during the post-Basel II era (2007–2017) and co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::109aafcbe3bd04e38ac55010be4e857a
https://doi.org/10.1142/s0219091521500107
https://doi.org/10.1142/s0219091521500107
Publikováno v:
Finance Research Letters
Highlights • This paper analyzes the effects of COVID-19 on the U.S. stock market volatility at the industry level. • The market switching AR model is used to identify regime change from lower volatility to higher volatility. • Petroleum and na
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7664b97d95ddbcd0bca3d83b78215605
https://doi.org/10.1016/j.frl.2020.101748
https://doi.org/10.1016/j.frl.2020.101748
Autor:
Sibanjan Mishra, Sunil K. Mohanty
Publikováno v:
Research in International Business and Finance. 52:101145
We present the results of two efficiency measures that include intraday return predictability measure based on order imbalance and measures of several variance ratio tests on intraday subsamples of nine major Indian agricultural commodity futures (ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c87e8abaf842dc832fbe4cbe9dcf04cc
https://doi.org/10.1016/j.ribaf.2019.101145
https://doi.org/10.1016/j.ribaf.2019.101145