... and authors. The full terms of this licence may be seen at Link to the terms of the CC BY 4.0 licence Emotion profiles Conference calls Investors response Stock returns G11 G41 M41 Humans are not only rational beings but also possess a profound capacity for emotion. Emotions...

... 08 2020 16 02 2021 01 08 2021 26 01 2022 18 05 2022 Malaysia Event study COVID-19 Cumulative average abnormal returns Industry stock performance G11 G14 Pre-COVID-19 studies that concentrated on industries found that the hotel industry in Taiwan (Chen...

... therefore augment the CAPM with these factors and estimate the so-called Fama and French (1993) three-factor model: Performance measurement Mutual funds Active management Portfolio holdings G11 G23 The New Zealand (NZ) mutual fund industry has grown considerably over the past...

... Tracking error G11 C23 Although there is a large volume of literature focusing on ETFs in the US and other markets, to date, there is no research that focuses on the New Zealand market. Studies that have focused on the global ETF market also have not included New Zealand-based ETFs...

... across financial and non-financial sectors in the Vietnamese equity market. Vietnam Banking regulation Abnormal returns Diamond risk G1 G11 G56 The effects of financial regulatory announcements on risk and return have been studied extensively in developed markets. For instance...

... is the corresponding author and can be contacted at: h.abouelsood@foc.cu.edu.eg © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Emerging markets Financial crisis Asset-liability management (ALM) Islamic banks (IBs) G32 G21 G11 M41 G01...

... strategy G11 G23 E ( R T + 1 ) = S M   [ ( 1 + g ) + ( 1 + g ) 2 + …… + ( 1 + g ) T − M   ( 1 + E ( g f ) ) ] ( 0.065 ) The equation for R_T+2 differs only in having an extra year’s...