1 - 5 of 5 articles
We undertake a broad-based study of the effect of the equity incentives of Chief Executive Officers (CEOs) and Chief Financial Officers (CFOs) on decisions relating to corporate policies and find that the risk-taking incentives of acquirer CEOs have a greater impact on the probability that firms...
A modified CSAD model is utilised in this research to detect herding in the developing market prior to and during the COVID-19 epidemic. From July 2019 through June 2021, we evaluate the outcomes of the NSE's twelve sectoral indices. We find considerable intentional herding before to the...
This study provides early evidence on the performance of Hedged Exchange Traded Funds (HETFs), which were introduced around 2006. These securities track and enable retail investors to access two hedge fund strategies: global macro and long/short equity. Using monthly data of HETFs that survived...
This study presents an investor sentiment proxy with a greater explanatory power in determining price changes in the Korean futures market and examines the effect of investor sentiment on futures price changes. We also consider how investor-trading behaviour affects the association between...
The Black–Litterman (BL) model allows investors to apply their subjective views to asset allocation optimisation. In this study, we construct a multi-asset allocation portfolio of iShares exchange traded funds (ETFs) using mean–variance (MV) and BL models. Two investment strategies, namely...
Read and print from thousands of top scholarly journals.
Continue with Facebook
Log in with Microsoft
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.