... Limited Licensed re-use rights only Asset allocation Portfolio theory Investors' preference Multi-criteria decision analysis C63 D81 G11 Harry Markowitz (Markowitz, 1952) in 1952 laid the foundation of modern portfolio theory, postulating risk-and-return as the only two decisive...

... conflict. Both companies and investors aspire to enhance ESG aspects through mutual agreement (Barkó et al., 2021). Equity mutual funds Climate change Engagement Activism Performance G11 G12 Q50 Ministerio de EconomÃ-a y Competitividad PID2021-1243360B-100 http...

... only Green cryptocurrencies Proof of stake Proof of work TVP-VAR ESG investment Financial stability G11 G12 G17 Q56 Funding: Authors declare that there is no funding for this research. To achieve these goals, the study conducts a comparative analysis of green...

... on the asset sales–financial distress relationship gives rise to two conflicting hypotheses: the stakeholder trust enhancement hypothesis and the resource depletion hypothesis. Asset sales CSR Financial distress Moderating proxy C18 E44 G11 G32 G33 M14 The relationship between...

... informed decisions. C22 G11 G15 O51 Ministerio de Ciencia e Innovacion MCIN/AEI/10.13039/501100011033 and ERDF A way of making Europe Funding: This work was supported by Ministerio de Ciencia e Innovación (award number: MCIN/AEI/10.13039/501100011033 and “ERDF A way of making...

..., 2017). A large body of literature reveals that individuals often overestimate the accuracy of their knowledge, making it one of the most influential biases for irrational decision-making in investing and trading (Debondt and Thaler, 1995 ; Hirshleifer, 2001). G11 G12 G14 G15...

... responsible investing Commodity markets Crisis dynamics G11 G14 G15 Q02 The increasingly intertwined nature of global financial markets has brought forth both opportunities and challenges, particularly accentuated by unforeseen global occurrences such as the COVID-19 pandemic. Xie et...

... and social responsibility. Huthaifa Alqaralleh can be contacted at: huthaifa89@mutah.edu.jo 19 01 2023 24 05 2023 08 09 2023 05 11 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only G11 G15 G23 Since...

... structure Liquidity risk spillover Sovereign bonds Macroeconomic factors Term premium Emerging markets Short-term bonds Medium-term bonds Long-term bonds E43 G11 G12 G15 The idea of a time-varying risk premium in the term structure has been well-deliberated in the asset pricing...

... 09 11 2022 02 04 2023 05 05 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only COVID-19 Pandemic Entropy Information flow Intrinsic mode functions Adaptive noise C01 G11 G14 G15 I15 The 21st century has...

... Milovidov can be contacted at: vmilovidov@hotmail.com Financial market Investors' behavior Personal finance Monetary policy Savings Post-pandemic Emotional communities Wallstreetbets Attention-induced trading Gamification G11 G12 G17 G50 G51 G53 O16 The pandemic emerged...

... Stock market integration Volatility spillovers Diebold–Yilmaz Forecast error variance decomposition Asia and European markets G01 G11 G14 G15 In recent past, Asia has witnessed greater regional and global integration leading to strong expansion of cross-border financial flows...

... diseases Uncertainty I19 G11 D81 Infectious diseases transmuting to pandemics or epidemics such as COVID-19, SARS (Severe Acute Respiratory Syndrome) and MERS-CoV (Middle East Respiratory Syndrome Coronavirus), being exogenous shocks, tend to have a far-reaching effect on the global...

... Publishing Limited Licensed re-use rights only G7 stock market indices Risk spillover COVID-19 ADCC-GARCH model Kolmogorov–Smirnov test G10 G11 G14 G15 The global financial crisis that started in 2007 with the subprime mortgage market crisis in the United States highlighted...

.... Benjamin Rainer Auer can be contacted at: auer@b-tu.de 19 02 2021 22 06 2021 27 08 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Portfolio selection Minimum variance Maximum Sharpe ratio Single-index model C10 G11...

... of yields (which are numerical solutions that are not directly observable). Risk management Bond price function Duration Interest rates Yield Taylor series Convexity G11 Joel R. Barber can be contacted at: prof.barber@yahoo.com 12 10 2020 19 07 2021 27 08 2021...

... the skewness-kurtosis ratio: C22 G11 Spanish Ministry of Economy and Competitiveness ECO2017-87069-P The copula approach has been widely used as a flexible tool for modeling tail dependence between financial time series. See, for instance, Cherubini et al. (2004) and Patton...

... C61 G11 When exploring the (possible) trade-off between liquidity and return, researchers find evidence that shares with higher liquidity would lead to lower investment risk (Perobelli et al., 2016). Hence, these assets are perceived as more appealing, yielding a higher price...

... products Investment experience Low-interest rate environment D14 G11 G40 A structured product (SP) is a complex financial product that comprises a straight bond (SB) and one or more embedded options. Compared with an SB, some SPs offer a high coupon rate through a short position...

... of a wide set of hypotheses regarding the LEGO market and LEGO properties as alternative investments that are derived from the most prominent theories in the literature and the limitations of the existing studies. Risk factor Performance evaluation LEGO Alternative investment Collectable G11...