发布求助
文献互助 智能选刊 最新文献

Investment Analysts Journal最新文献

筛选
英文 中文
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors 将行为投资组合理论用于可持续投资：审查缩水风险和环境、社会和公司治理因素
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-08-21 DOI: 10.1080/10293523.2024.2375818
Aayush Poddar, Sujoy Bhattacharya, R Rathish Bhatt
{"title":"Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors","authors":"Aayush Poddar, Sujoy Bhattacharya, R Rathish Bhatt","doi":"10.1080/10293523.2024.2375818","DOIUrl":"https://doi.org/10.1080/10293523.2024.2375818","url":null,"abstract":"This study uses behavioural portfolio theory (BPT) within the Markowitz Portfolio Theory framework to enhance portfolio management by focusing on sustainability and risk mitigation during market do...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"173 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142181798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds 金融科技交易所交易基金的溢出效应、杠杆效应和交易量
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-08-21 DOI: 10.1080/10293523.2024.2379097
Sabbor Hussain, Jo-Hui Chen
{"title":"The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds","authors":"Sabbor Hussain, Jo-Hui Chen","doi":"10.1080/10293523.2024.2379097","DOIUrl":"https://doi.org/10.1080/10293523.2024.2379097","url":null,"abstract":"This paper explores the spillover and leverage effects, as well as trading volume dynamics, of Financial, Technology, and FinTech Exchange-Traded Funds (ETFs) using ARMA-GARCH and ARMA-EGARCH model...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"26 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142181799","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Risk spillovers among global oil & gas firms 全球石油和天然气公司的风险溢出效应
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-07-04 DOI: 10.1080/10293523.2024.2347714
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ademola B. Akinseye, Mamdouh A. S. Al-Faryan
{"title":"Risk spillovers among global oil & gas firms","authors":"Oluwasegun B. Adekoya, Johnson A. Oliyide, Ademola B. Akinseye, Mamdouh A. S. Al-Faryan","doi":"10.1080/10293523.2024.2347714","DOIUrl":"https://doi.org/10.1080/10293523.2024.2347714","url":null,"abstract":"This study examines the risk spillovers among the world’s top oil & gas firms, accounting for the role of environmental fiscal policies, economic policy uncertainty (EPU), and regulatory quality. W...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"30 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The time-frequency-quantile causal impact of Cable News-based Economic Policy Uncertainty on major assets returns 基于有线电视新闻的经济政策不确定性对主要资产回报的时频-均值因果影响
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-06-27 DOI: 10.1080/10293523.2024.2358589
Tomiwa Sunday Adebayo, Oktay Özkan, Emrah Sofuoğlu, Ojonugwa Usman
{"title":"The time-frequency-quantile causal impact of Cable News-based Economic Policy Uncertainty on major assets returns","authors":"Tomiwa Sunday Adebayo, Oktay Özkan, Emrah Sofuoğlu, Ojonugwa Usman","doi":"10.1080/10293523.2024.2358589","DOIUrl":"https://doi.org/10.1080/10293523.2024.2358589","url":null,"abstract":"After the collapse of the equity market in the early 2000s, the question of the drivers of financial assets returns preoccupied the interest of investors and policymakers in financial markets. Thus...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"76 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502359","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Momentum trading: How it differs among investor segments 动量交易：投资者群体之间的差异
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-06-20 DOI: 10.1080/10293523.2024.2354586
Baki Cem Şahin
{"title":"Momentum trading: How it differs among investor segments","authors":"Baki Cem Şahin","doi":"10.1080/10293523.2024.2354586","DOIUrl":"https://doi.org/10.1080/10293523.2024.2354586","url":null,"abstract":"This study explores the momentum trading behaviours across different investor segments in the Turkish stock market. The empirical analysis confirms the positive return of the momentum strategy both...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"3 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective 加密货币市场回报和波动溢出效应的多尺度分析：后 COVID 视角
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-04-15 DOI: 10.1080/10293523.2024.2333069
Andrew Phiri, Izunna Anyikwa
{"title":"A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective","authors":"Andrew Phiri, Izunna Anyikwa","doi":"10.1080/10293523.2024.2333069","DOIUrl":"https://doi.org/10.1080/10293523.2024.2333069","url":null,"abstract":"Since the onset of the COVID-19 pandemic, leading cryptocurrencies have undergone significant price fluctuations, prompting widespread interest in the interdependence and spillover effects among cr...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"23 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140571442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The highest-lowest price range and the cross-sectional returns predictability 最高-最低价格区间和横截面收益预测性
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-03-26 DOI: 10.1080/10293523.2024.2312714
Xiaojun Chu, Shuang Song
{"title":"The highest-lowest price range and the cross-sectional returns predictability","authors":"Xiaojun Chu, Shuang Song","doi":"10.1080/10293523.2024.2312714","DOIUrl":"https://doi.org/10.1080/10293523.2024.2312714","url":null,"abstract":"Motivated by literature on heterogeneous investors, we use the difference between the highest and lowest prices to proxy the intensity of competition among bullish-bearish investors and investigate...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"8 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140302847","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models* 利用同步图形动态线性模型对 JSE 股票收益率进行贝叶斯预测*
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-03-18 DOI: 10.1080/10293523.2024.2312712
Nelson Kyakutwika, Bruce Bartlett
{"title":"Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models*","authors":"Nelson Kyakutwika, Bruce Bartlett","doi":"10.1080/10293523.2024.2312712","DOIUrl":"https://doi.org/10.1080/10293523.2024.2312712","url":null,"abstract":"Cross-series dependencies are crucial in obtaining accurate forecasts when forecasting a multivariate time series. Simultaneous Graphical Dynamic Linear Models (SGDLMs) are Bayesian models that ele...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"19 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140168973","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The cumulative prospect theory and fund flows in emerging markets 累积前景理论与新兴市场的资金流动
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-03-11 DOI: 10.1080/10293523.2024.2312707
Amit Pandey, Anil Kumar Sharma
{"title":"The cumulative prospect theory and fund flows in emerging markets","authors":"Amit Pandey, Anil Kumar Sharma","doi":"10.1080/10293523.2024.2312707","DOIUrl":"https://doi.org/10.1080/10293523.2024.2312707","url":null,"abstract":"This study is the first to examine the efficacy of the Cumulative Prospect Theory value of the past return (CPTV) to explain fund flow in emerging markets funds by considering the impact of fund ma...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"33 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140098836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Volatility and return spillovers between private equity buyout, venture capital and major financial markets 私募股权收购、风险资本和主要金融市场之间的波动和回报溢出效应
IF 0.9 4区 经济学
Investment Analysts Journal Pub Date : 2024-03-11 DOI: 10.1080/10293523.2024.2312708
Korhan K. Gokmenoglu, Efe Altingunes
{"title":"Volatility and return spillovers between private equity buyout, venture capital and major financial markets","authors":"Korhan K. Gokmenoglu, Efe Altingunes","doi":"10.1080/10293523.2024.2312708","DOIUrl":"https://doi.org/10.1080/10293523.2024.2312708","url":null,"abstract":"This study investigates the volatility and return spillovers between Private Equity Buyouts (PE) and Venture Capital (VC), the equity market, precious metals, real estate, and the Dollar index, whi...","PeriodicalId":44496,"journal":{"name":"Investment Analysts Journal","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140098842","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信