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Geopolitical risk affects stock markets differently by regime
Study reveals geopolitical risk impacts stock returns asymmetrically: negatively in bullish markets, positively in downturns. Emerging markets may hedge geopolitical shocks.
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Geopolitical risk is linked to lower stock returns in Vietnam
Study analyzes geopolitical risk's negative impact on stock returns in Vietnam's emerging market, finding that firms sensitive to political uncertainty demand higher expected returns.
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Stock splits and reverse splits had opposite return effects in Indonesia
Event study analysis shows stock splits boost returns on Indonesian exchanges while reverse splits trigger negative reactions, reflecting divergent investor signals in emerging markets.
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Brexit sentiment was linked to weaker UK markets
Analysis of social media sentiment regarding Brexit and its significant negative impacts on GBP exchange rates and FTSE-100 performance using time-series sentiment analysis methods.
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REIT models differ between income and asset-value approaches
Comparative analysis of income-driven and NAV-driven REIT approaches in developed markets with assessment of organizational frameworks for Ukrainian real estate market development.
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Market-capitalization regret variables predict future stock returns
Study reveals market capitalization as a key psychological reference point for investor regret, with stronger predictive power for stock returns than traditional return-based regret measures in.
