... markets Five-factor model Industry portfolios Multiple hypothesis testing G11 G12 G15 The issue of return reversal, in which recently underperforming assets achieve higher returns than previously outperforming ones, has garnered considerable attention in the literature. Return reversal...

...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Corporate bonds Stocks Cross-market integration Trading mechanism Conditional volatility G12 G14 G15...

...), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Hedonic pricing model Latin American art Style effects Diversification Art price indices Women artists G10 G11 G12...

.../legalcode Stock split Reverse stock split Market efficiency Investment strategies G14 G12 G32 A stock split is a common investment practice that involves dividing a company’s shares into multiple units, often with the aim of making the shares more accessible to investors...

... on the methodology of Zhang and Rajagopalan (2010). G11 G12 G17 The relevance of the research subject is determined by the paradigm of new socially responsible investment, which has been evolving in recent decades (Aouadi and Marsat, 2018 ; Galema et al., 2008). This means that investors...

.... The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode . Time-series momentum Risk-managed time-series momentum Indian stock market G12 G13 Return predictability has remained a core theme in investment literature over the last four decades...

... countries and the Republic of Turkey. Price bubble Currency conversion rates SADF GSADF BRICS Turkey C22 D51 G12 G17 Andrew Adewale Alola can be contacted at: aadewale@gelisim.edu.tr 06 04 2021 04 08 2021 16 10 2021 03 01 2022 01 02 2022 © Hakan...

... and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode . G11 G12 G15 Asian emerging markets have enjoyed some of the fastest economic growth rates and spectacular equity returns in the past few years, making Asia the world's leading...

... at http://creativecommons.org/licences/by/4.0/legalcode Closed-end fund Discount Premium Puzzle Vector autoregressive models G12 G15 G23 G40 Closed-end funds (CEFs) are investment companies that issue a fixed number of shares and invest the resources pursuing the objective...

... G12 The Peruvian stock exchange, known as the Bolsa de Valores de Lima (BVL), currently lists 278 securities with a total market capitalization of about US$130bn[ 1 ]. It is regulated by the Superintendencia del Mercado de Valores and has a limited exchange self-regulatory...

... been done by using the two market timing models mentioned in the study. G10 G12 G15 Pakistan Emerging market Market timing CAPM Size premium Value premium © Syed Haroon Rashid, Mohsin Sadaqat, Khalil Jebran and Zulfiqar Ali Memon. 2018 Syed Haroon Rashid, Mohsin Sadaqat...

... the familiar object. The recognition heuristic has its origins in psychology and tends to be described as a fast and frugal way of thinking to take decisions in a bounded rationality scenario. G11 G12 Investment decisions Behavioural finance Stock returns Financial market Recognition...

... with available data for at least 24 months. The final sample is composed of 233 different stocks, which were traded during some period of time between 1988 and 2013. Portugal Stock liquidity Asset pricing Commonality G10 G11 G12 In their seminal paper, Acharya and Pedersen (2005...