...Ali Eray Bulut; Mei Wang Purpose This study examines whether increases in preannouncement attention can predict increases in stock returns or decreases in future volatility around monetary, inflation and employment announcements in the Turkish stock market. Design/methodology/approach We...

... on portfolios and different periods. Rational factors usually explain the volatility of the return to a greater extent than irrational factors. Moreover, during a financial crisis, the irrational factors remarkably increase their importance in explaining returns, especially for the ETF portfolios...

...Spyros Spyrou Purpose This paper examines the impact of macroeconomic and risk factors on the profitability and volatility of professional momentum portfolios for the US, the UK, Japan and Germany, for the period 1998–2018. Many of the factors employed, such as energy price changes and economic...

... market indicators like risk premium, market return and volatility using time series regression. Findings – The findings indicate that the Indian equity market has been predominantly pessimistic from the period 2006 to 2011. The interaction of this bias with market indicators also unveils some...