... 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 of the National Social Science...

... 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...

... volatility Volatility spillovers 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...

... 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...

... Household Financial market participation Portfolio choice G11 L86 O16 The rapid development of financial markets has had a great impact on the social economy, and the development of information technology has also brought new impetus to financial innovation. With the continuous development...

... 2023 Emerald Publishing Limited Licensed re-use rights only Time-varying interlinkages NFTs DeFi Cryptocurrency Hedging effectiveness Optimal portfolio allocations C58 D53 G11 A cryptocurrency is a digital/virtual cash instrument formed to allow autonomous transactions...

... 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 Furthermore, following the formation of the World Trade Organization (WTO), significant emphasis has been placed on trade liberalization and competition with fairness. As a result...

... 06 2022 01 07 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Dispersion in economic forecasts Mispricing Disagreement risk Cross-section of stock returns Return predictability G11 G12 C13 E20 E30 In addition...

... Limited Licensed re-use rights only Alternative assets Cryptocurrencies Portfolio optimisation C61 G11 G32 L25 “Some succeeded, many failed dismally. All while the price of Bitcoin skyrocketed to $20,000 … then fell back down to the $3,000 in less than a year. But what does...

... investment decisions based on share private information, and therefore, it also contributes to the literature on fund herding behaviors (Grinblatt et al., 1995; Wermers, 1999). Mutual fund Alumni network Financial market Social interactions G11 G14 G20 Leng Ling can...

... only (2) r 7 , t = α + β r 6 , t + ϵ t (3) r 8 , t = α + β r 7 , t + ϵ t Last hour momentum Intraday prediction Chinese stock market Exchange-traded fund Information trading G11 G14 G17 As the second...

... Publishing Limited Licensed re-use rights only Stock–bond return correlation Stock-gold return correlation Downside risk Economic policy uncertainty Geopolitical risk Safe haven G10 G11 G14 G15 This paper investigates the impact of changes in economic policy uncertainty...

... C50 G11 G32 The capital asset pricing model (CAPM) developed by Treynor (1961) , Sharpe (1964) and Lintner (1965) has widely been used, but many market anomalies have not been explained to date. Such anomalies include the size effect identified by Banz (1981) ; the excessive volatility...

...-use rights only Downside risk Chinese stock market Economic policy uncertainty G11 G12 G15 It is well recognized that sudden changes in economic policy uncertainty (EPU) will produce harmful effects on macroeconomic activity and cause financial market instability (Bloom, 2009...

... or face higher liquidity costs. © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Emerging markets Foreign ownership Execution costs Investability G11 G15 We examine the cross-sectional relationship between a firm’s stock market...

... distributed as a normal random vector with mean 0 and covariance matrix ∑ = ( σ j 1 j 2 ) = cov ( X t ) , 1 ⩽ j 1 , j 2 ⩽ n . Transaction cost Portfolio selection Expected risk Sharpe ratio G11 G12 We consider...

... 2018 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only 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...

...-normal distribution, and show that the market-wide systematic jump will reduces the gains from the international diversification. Asymmetric jump distribution Dynamic asset allocation Double-exponential jump diffusion model G11 C13 We assume that the risk-averse investor aims...