[HTML][HTML] Information flow from COVID-19 pandemic to Islamic and conventional equities: an ICEEMDAN-induced transfer entropy analysis

A Bossman - Complexity, 2021 - hindawi.com
With the steady growth in the data set on the COVID-19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

[HTML][HTML] COVID-19 as information transmitter to global equity markets: evidence from CEEMDAN-based transfer entropy approach

P Owusu Junior, S Frimpong, AM Adam… - Mathematical …, 2021 - hindawi.com
This study provides an analysis of chaotic information transmission from the COVID-19
pandemic to global equity markets in a novel denoised frequency domain entropy …

Analyzing the relationship between global REITs and exchange rates: fresh evidence from frequency-based quantile regressions

K Ijasan, P Owusu Junior, G Tweneboah… - Advances in Decision …, 2021 - eprints.gla.ac.uk
This paper contributes to knowledge by investigating the asymmetric dependence structure
between the real estate investment trusts (REITs) and currencies from Europe, North …

Similarities among equities returns in multi-frequencies: insights from sustainable responsible investing

E Asafo-Adjei, AM Adam, CL Arthur… - Journal of sustainable …, 2022 - Taylor & Francis
The degree to which corporations benefit from social welfare has induced increasing
attention, enjoining corporations to act in a socially responsible manner. The sustainability …

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic

P Owusu Junior, NT Hung - The Journal of Risk Finance, 2023 - emerald.com
Purpose This paper investigates the probable differential impact of the confirmed cases of
COVID-19 on the equities markets of G7 and Nordic countries to ascertain possible …

[HTML][HTML] Alternatives to the efficient market hypothesis: an overview

K Nyakurukwa, Y Seetharam - Journal of Capital Markets Studies, 2023 - emerald.com
Purpose The authors' goal is to provide an overview and historical context for the various
alternatives to the efficient market hypothesis (EMH) that have emerged over time. The …

[HTML][HTML] Information flow between BRVM and ESG stock returns: A frequency-dependent analysis

CB Kyei, GOA Ampong, PO Junior, KS Ofori… - Research in …, 2024 - Elsevier
This paper seeks to analyze the information flow between the Bourse Régionale des
Valeurs Mobiličres (BRVM) and Environmental, Social, and Governance (ESG) stocks …

Crowded trades: Implications for sector rotation and factor timing

W Kinlaw, M Kritzman… - The Journal of Portfolio …, 2019 - jpm.pm-research.com
Crowded trades are often associated with bubbles. If investors can locate a bubble
sufficiently early, they can profit from the run-up in prices. But to profit from a bubble …

Market Liquidity: An Elusive Variable

RA Schwartz, R Francioni… - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Equity prices depend on risk, expected return, and market liquidity. Market liquidity,
however, is an elusive variable. Prevailing thinking relates primarily to revealed liquidity (eg …

Spoofing: Effective market power building through perception alignment

V Dalko, B Michael, M Wang - Studies in Economics and Finance, 2020 - emerald.com
Purpose This paper aims to show that market power exists in financial markets and analyze
how spoofing is used by a high-frequency trader to build market power by taking advantage …