This fully updated third edition is devoted to the analysis of various Stochastic Dominance
(SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the …

This paper investigates the connectedness between the COVID-19 outbreak and major
financial markets within a time-frequency framework. Wavelet coherency analysis unveils …

Wavelet based multi-scale analysis of financial time series has attracted much attention,
lately, from both the academia and practitioners from all around the world. The unceasing …

The purpose of this research is to explore gender differences in financial risk tolerance using
a large, nationally representative dataset, the Survey of Consumer Finances. The impact of …

Evidence shows alarming numbers of US workers nearing retirement insufficiently save for
this next life stage. Moreover, many women invest too conservatively. This finding is of …

Previous studies have suggested that women are more risk averse than men, leading
women to choose more conservative investments. This study used a sample of one person …

Purpose This paper aims to analyze the connectedness between Gulf Cooperation Council
(GCC) stock market index and cryptocurrencies. It investigates the relevant impact of …

This paper tests the random walk hypothesis on a new set of monthly data for the Swedish
stock market, 1919–1990. We use both the variance ratio test and the test of autoregressions …

To test for arbitrage opportunities and market efficiency in the Hong Kong money, stock, and
real estate markets, we find that the money market stochastically dominates both the stock …

More and more defined contribution (DC) plans are offering lifecycle funds as investment
options to their participants Page 1 1 Portfolio Size Effect in Retirement Accounts: What Does It …