Dunedin, 9016
New Zealand
University of Otago New Zealand
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in Total Papers Downloads
COVID-19; 2008 GFC; safe haven assets
COVID-19, 2008 GFC, gold, safe haven, stablecoin, bitcoin
momentum returns, cross-sectional, time-series, market states
sentiment dynamics, cross-section, arbitrage, asset pricing, maximum returns
Investor Sentiment, Overpricing, Underpricing, Stock Market Returns
Investor Sentiment, Return Predictability, Boom and Bust, China
Islamic stocks; Cross-sectional; Time-series; Momentum returns; Market dynamics
Islamic Stocks; Cross-Sectional; Time-Series; Momentum Returns; Market Dynamics
Oil Prices, Stock Market Anomalies, Mispricing Score, Chinese Stock Market
oil prices, stock market anomalies, mispricing score, Chinese stock market
rational bubble, cointegration test, explosiveness trend regression test, explosive unit root test, duration dependence test
momentum; idiosyncratic volatility; market dynamics; arbitrage cost; overconfidence
momentum, market dynamics, A shares, B shares, H shares
Cryptocurrency; Return Predictability; Economic Policy Uncertainty Index; Safe Haven; Speculative Assets
Momentum returns, market states, Global financial crisis, information uncertainty, retail investors, long-term reversal, idiosyncratic volatility
MAX premium, China, attention-grabbing, investor optimism
MAX Premium, China, Attention-Grabbing, Investor Optimism
Momentum Returns, Time-Series, Cross-Sectional, Market States, Idiosyncratic Volatility
Stand-Alone Risk Committee; Corporate Risk-Taking; Firm Value; Australia
bioelectricity; waste biomass; partial equilibrium model; cost competitiveness
Bio-electricity; Waste Biomass; Partial Equilibrium Model; Cost Competitiveness
biodiesel, microalga, chlorella vulgaris, animal feed, partial equilibrium model
Tug of war, China, Overnight returns, Daytime reversal,Individuals, Arbitrageurs
COVID-19, 2008 GFC, Safe haven assets
Size effectJapanFirm characteristicsProfitabilityStock returns
Momentum Returns, Cross-Sectional, Time-Series, China
Rational Speculative Bubbles, Duration Dependence, Emerging Markets, Malaysia
Duration, Dependence, Rational, Speculative Bubbles, Singapore, Indonesia
Momentum returns; market states; market dynamics; China
Momentum returns; Information uncertainty; Cultural differences; Behavioral biases; China