... Generalized method of moments K40 C58 D73 Corruption is a global problem that impacts all sorts of economies and enterprises, resulting in substantial negative results for companies, banking systems, or capital markets, as well as for the economy as a whole. There is evidence that corruption...

... on the stock market in an emerging economy context. Rajesh Mohnot can be contacted at: rajesh_mohnot@yahoo.com 03 09 2023 07 10 2023 16 10 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only C22 C58 G15 E44...

... rights only Volatility Volatility discovery Bitcoin Cryptocurrency C58 G14 G15 Investing in cryptocurrencies is a risky undertaking due to their high volatility which has frequently been documented in the empirical literature (Baek and Elbeck, 2015 ; Klein et al., 2018...

... to address factor omission and to ensure a valid and readily interpretable specification. C01 C13 C32 C58 G12 G15 Hendrik Petrus Wolmarans can be contacted at: hendrik.wolmarans@up.ac.za 30 09 2019 03 03 2020 08 03 2020 © Emerald Publishing Limited 2020 Emerald...

... Risk parity Variance risk premia C58 G11 F30 The contribution of this research is twofold. First, we provide new empirical evidence in portfolio optimization by employing two-state (e.g.” bull”/”bear”) Markov-switching models on several risk variables such as VRP, IV and realized...