This study uses the numerical changes of the systematic skewness factors to reflect investors’ preferences for the systematic skewness of stocks. As systematic skewness describes the correlation betwe
This study uses the numerical changes of the systematic skewness factors to reflect investors’ preferences for the systematic skewness of stocks. As systematic skewness describes the correlation betwe
This study examined the co-movement between New York and Shanghai stock markets, and twelve African stock markets, before, during, and after the COVID-19 pandemic. Daily composite indices from January
This article examines the dynamic interdependencies among the negativity and the positivity in news and user-generated content about safety in a firm’s products (or the lack thereof) and the firm’s pr
