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Asymmetric volatility and conditional expected returns: Evidence from emerging market sectors
(
Emerald Group Publishing Ltd.
, 2017 , Article)
Purpose: The risk-return relationship is one of the most widely investigated topics in finance, yet this relationship remains one of the most controversial topics. The purpose of this paper is to investigate the asymmetric ...
Impact of global health crisis and oil price shocks on stock markets in the GCC
(
Elsevier
, 2022 , Article)
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, ...
Capital structure, tax effect, financial crisis and default risk: Evidence from emerging market
(
Inderscience Publishers
, 2017 , Article)
The central objective of this study is to investigate the effect of capital structure on corporate failure in the emerging market, in particular Jordan, using a panel data analysis sample representative of 180 Jordanian ...
Does minority management affect a firm's capital structure? Evidence from Japan
(
Elsevier
, 2022 , Article)
This study evaluates the effect of minority management (MG) on capital structure for a sample of listed Japanese companies over three sectors. We used a dynamic panel, threshold-based model that can control for endogeneity ...
The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar
(
Elsevier
, 2021 , Article)
In this study, we investigate the dynamic linkages between the real estate and stock markets in Qatar. Using monthly data over the period 2006-2020, the nonlinear model of Enders and Siklos (2001) and the linear and nonlinear ...