Finance & Economics: Recent submissions
Now showing items 221-240 of 419
-
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 ... -
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 ... -
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 ... -
How Do Bank Features and Global Crises Affect Scale Economies? Evidence from the Banking Sectors of Oil-Rich GCC Emerging Markets
( Routledge , 2021 , Article)This study investigates the types of scale economies (SE) for the exchange-listed banks of the Gulf Cooperation Council (GCC) countries over the 2000-2016 period, using the stochastic frontier for modeling banking technology ... -
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
( Elsevier , 2020 , Article)This study used hourly data to examine the dynamic conditional correlations and hedging strategies in the main cryptocurrency markets: Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), and Ripple (XRP). Multivariate generalized ... -
Does openness enhance financial sector development? The experience of the arab world
( Emerald Group Holdings Ltd. , 2014 , Article)Purpose - The purpose of this paper is to examine if the simultaneous openness to trade and capital account can promote financial sector development. Design/methodology/approach - Based on a sample of 12 Arab countries ... -
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 ... -
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, ... -
Online peer-to-peer lending: A review of the literature
( Elsevier , 2021 , Article)This study reviews the literature of online peer-to-peer (P2P) lending from 2008 until 2020 as an emergent but fast spreading phenomenon in the context of digital finance. Previous literature is geographically skewed towards ... -
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
( Elsevier , 2021 , Article)In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ... -
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
( Elsevier , 2021 , Article)Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ... -
Co-movement across european stock and real estate markets
( Elsevier , 2020 , Article)This study questions the reliability of securitized real estate investment trusts (REITs) for reducing risk in European stock investment portfolio during the global and European crisis periods. It considers co-movement and ... -
Does investors' fear gauge in a mature market matter? Evidence from the MENA region
( Institutional Investor, Inc , 2018 , Article)This article examines the notion that less developed markets may be deemed safe havens for international investors. It tests the effect of mature markets' fear on risk and return in less developed markets. The study employs ... -
Hedging UK stock portfolios with gold and oil: The impact of Brexit
( Elsevier , 2022 , Article)The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each of gold and crude oil futures markets, during ... -
Terrorism and capital flows: the missed impact of terrorism in big cities
( Routledge , 2021 , Article)This study investigates the effects of four types of terrorist attacks on three types of capital flow. We extend the literature by introducing a new measure of terrorist attacks, namely 'attacks in big cities' and empirically ... -
The influence of CEO departure and board characteristics on firm performance
( CLUTE Institute , 2015 , Article)This paper uses panel data from 271 U.S. firms to empirically examine the relationship between the departure of a firm's CEO and that firm's performance. Results of our analysis reveal a significant relationship between ... -
The impact of economic development and social-political factors on ecological footprint: A panel data analysis for 15 MENA countries
( Elsevier , 2017 , Article Review)This paper extends the work of Al-Mulali and Ozturk (2015) [1] by re-investigating the Environment Kuznets Curve (EKC) hypothesis for 15 MENA (Middle East and North African) countries using the Ecological Footprint (EF) ... -
Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs
( Elsevier , 2022 , Article)This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles overlapping the examined cryptoassets. We also uncover ... -
Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy
( Elsevier , 2020 , Article)The aim of this paper is to explore the short- and long-run asymmetric impact of oil prices shocks and oil and gas revenues changes on the total real GDP, and the level of economic diversification of the Qatar economy. To ... -
The effects of financial inclusion and the business environment in spurring the creation of early-stage firms and supporting established firms
( Elsevier , 2022 , Article)This study investigates the role of financial inclusion and the institutional environment in promoting entrepreneurship. Using the panel vector autoregressive model for a sample of 43 countries over the period from 2001 ...
