... at: nanli@sjtu.edu.cn 01 09 2025 23 12 2025 13 02 2026 04 03 2026 © Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Liquidity premium Long-run risk factor Investment specific technological shock G11 G12 National...

... rights only Financial accessibility Asset allocation Heterogeneous agents Inequality C61 D31 E21 G11 G51 Young Scholars Fund of the National Social Science Foundation of the Ministry of Education 23YJC790067 Funding: This work was supported by Young Scholars Fund...

... at: kcho731101@163.com 18 10 2024 22 06 2025 22 12 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Artificial intelligence Patent citation Emission abatement Resource dependence theory G11 G32 N72 National Social...

... Electric vehicles (EVs) Energy markets G11 G13 Q42 Q43 O13 Humanities and Social Science Foundation of Ministry of Education of China 22JJD790021 The global shift from internal combustion engine (ICE) vehicles to electric vehicles (EVs) is not just an industrial...

... be contacted at: imenakhemakhem@yahoo.fr 12 09 2024 10 04 2025 13 05 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Israeli–Hamas conflict Volatility transmission Global financial markets Commodity markets G15 G11 G01...

... hypothesis Chinese stock market Split-share reform Combined liquidity trading strategy Multidimensional liquidity proxy G11 G14 The Chinese stock market has experienced outstanding rapid growth over the past three decades and is now the second largest stock market in the world. Hence...

... model solves the selection bias problem caused by unobservable variables by introducing the inverse Mills ratio and reducing the endogenous problem caused by missing variables (Lokshin and Sajaia, 2011). Internet use Household Financial market participation Portfolio choice G11 L86 O16...

...-19 pandemic in early 2020. Time-varying interlinkages NFTs DeFi Cryptocurrency Hedging effectiveness Optimal portfolio allocations C58 D53 G11 We collected the data from CoinMarketCap and considered cryptocurrencies, NFT data and DeFi tokens with the largest market...

... Publishing Limited Licensed re-use rights only ESG CSR SRI Firm performance Firm value G11 G30 G32 Q01 Q51 Q56 Corporate Social Responsibility (CSR), Socially Responsible Investing (SRI) and Environmental, Social and Corporate Governance (ESG) are all topics that have received...

... Policy uncertainty Stock markets Hedging COVID-19 DCC-GJR-GARCH (1,1) Quantile cross-spectral F3 G1 G11 It is well acknowledged that uncertainty is a significant factor influencing investment decisions (Chen and Chiang, 2020). An increase in uncertainty creates a bleak economic...

... by the Federal Reserve Bank of Philadelphia (SPF) offer one potential source of information that could be useful in addressing such questions. Dispersion in economic forecasts Mispricing Disagreement risk Cross-section of stock returns Return predictability G11 G12 C13 E20 E30 Miller...

... on emerging market asset portfolios constructed using traditional and alternative assets. C61 G11 G32 L25 Satoshi Nakamoto created Bitcoin (BTC) in 2009 (Brière et al., 2015 ; Osterrieder and Lorenz, 2017 ; Taylor, 2018) that has become one of the more widely used forms...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Mutual fund Alumni network Financial market Social interactions G11 G14 G20 There is tremendous evidence in the economics literature that interpersonal relationships affect human...

... trading, infrequent rebalancing and disposition effects from retail investors may account for this phenomenon. G11 G14 G17 As the second-largest economy in the world, China has substantially integrated with the global economy over the past three decades. By contrast, the Chinese stock markets...

... correlations are negatively correlated to both Δ EPU t and | Δ GPR t | . Stock–bond return correlation Stock-gold return correlation Downside risk Economic policy uncertainty Geopolitical risk Safe haven G10 G11 G14 G15 Highlights This paper...

... 2019 Emerald Publishing Limited Licensed re-use rights only Asset pricing model High-order moment Joint distribution C14 C50 G11 G32 The capital asset pricing model (CAPM) developed by Treynor (1961) , Sharpe (1964) and Lintner (1965) has widely been used, but many...

... the investment decision made at a high uncertainty period. Originality/value The excess stock returns are negatively related to the EPU innovations, regardless of whether EPU originates from a domestic source or external sources. G11 G12 G15 It is well recognized that sudden changes in economic...

.... Jun Cai can be contacted at: efjuncai@cityu.edu.hk 08 04 2018 08 09 2018 12 11 2018 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Emerging markets Foreign ownership Execution costs Investability G11 G15...

... details are presented in Appendixs 1–3 . Transaction cost Portfolio selection Expected risk Sharpe ratio G11 G12 We consider in this paper the problem of portfolio selection with a particular interest in risk minimization and turnover (i.e. transaction cost) control...

... at: Juan.Du@xjtlu.edu.cn Empirical research Commodity futures indices Symmetric VAR model C43 C53 G11 G17 World’s leading derivative exchanges in 2016, by number of contracts traded and/or cleared, are CME Group [1] , National Stock Exchange of India and Intercontinental Exchange [2...