Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries

F Chau, R Deesomsak, J Wang - Journal of International Financial Markets …, 2014‏ - Elsevier
This paper examines the impact of political uncertainty (caused by the civil uprisings in the
Arab World ie,“Arab Spring”) on the volatility of major stock markets in the MENA region. Our …

The impact of terrorist attacks on international stock markets

D Brounen, J Derwall - European Financial Management, 2010‏ - Wiley Online Library
We examine the effects of terrorist attacks on stock markets, using a dataset that covers all
significant events and that directly relate to the major economies of the world. Our event …

R&D investments and high-tech firms' stock return volatility

S Gharbi, JM Sahut, F Teulon - Technological Forecasting and Social …, 2014‏ - Elsevier
The empirical evidence suggests that firms in high-tech industries exhibit high stock return
volatility. In this paper, we conceive of the R&D investment intensity as a possible …

Herding in a concentrated market: a question of intent

P Holmes, V Kallinterakis… - European Financial …, 2013‏ - Wiley Online Library
While considerable evidence exists that institutions herd, the issue of why herding takes
place remains unresolved. Using monthly holdings data for Portugal, we find clear evidence …

Dynamic relations between stock returns and exchange rate changes

AC Inci, BS Lee - European Financial Management, 2014‏ - Wiley Online Library
We re‐examine the relation between stock returns and exchange rate changes in five major
European countries (France, Germany, Italy, Switzerland, and the UK), the USA, Canada …

Does idiosyncratic volatility matter in emerging markets? Evidence from China

GV Nartea, J Wu, Z Liu - … of International Financial Markets, Institutions and …, 2013‏ - Elsevier
We investigate the time series behavior of idiosyncratic volatility and its role in asset pricing
in China. We find no evidence of a long-term trend in the time series behavior of …

[کتاب][B] Portfolio diversification

FS Lhabitant - 2017‏ - books.google.com
Portfolio Diversification provides an update on the practice of combining several risky
investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book …

Idiosyncratic volatility, institutional ownership, and investment horizon

DC Chichernea, A Petkevich… - European Financial …, 2015‏ - Wiley Online Library
This paper reevaluates the cross‐sectional effect of institutional ownership on idiosyncratic
volatility by conditioning on institutions' investment horizon. Prior literature establishes a …

Idiosyncratic risk in emerging markets

T Angelidis - Financial Review, 2010‏ - Wiley Online Library
In this study, I examine the properties and portfolio management implications of value‐
weighted idiosyncratic volatility in 24 emerging markets. This paper provides evidence …

Multinational country risk: Exposure to asset holding risk and operating risk in international business

SZ Deligonul - Journal of World Business, 2020‏ - Elsevier
We address the phenomenon of country total risk, confounded by the risk of holding assets
abroad and operating them in the foreign market. The findings point to deep differences in …