Matches in SemOpenAlex for { <https://semopenalex.org/work/W4360948791> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W4360948791 endingPage "50" @default.
- W4360948791 startingPage "46" @default.
- W4360948791 abstract "Empirical finance is about building an understanding of security prices and financial markets so as to foster better decision making while avoiding anecdote biases. Successful investors are often cognisant of their risk exposures coupled with extreme discipline and leverage. Therefore, the aim of this study was to explore the concept of joint market hypothesis in five international stock indexes. This study used the Taleb’s ratio which is an extension of the Parkinson model. The financial distress periods were the financial crisis (December 1, 2007 to June 30, 2009) and the Covid-19 pandemic (January 1, 2020 to December 31, 2021). Joint hypothesis was evident in the JSE, CAC 40, the DAX and the Nikkei 225 while the Nasdaq displayed high levels of market efficiencies. Allocating more capital to the JSE, CAC 40, the DAX and the Nikkei 225 during periods of financial distress in conjunction with the Fama French five factor model will generate higher returns. As per the author’s knowledge, this study is the first to explore the concept of joint market hypothesis during periods of distress" @default.
- W4360948791 created "2023-03-26" @default.
- W4360948791 creator A5082013835 @default.
- W4360948791 date "2023-03-25" @default.
- W4360948791 modified "2023-09-30" @default.
- W4360948791 title "Investigating Joint Market Hypothesis during Periods of Financial Distress and its Implications" @default.
- W4360948791 doi "https://doi.org/10.32479/ijefi.13932" @default.
- W4360948791 hasPublicationYear "2023" @default.
- W4360948791 type Work @default.
- W4360948791 citedByCount "0" @default.
- W4360948791 crossrefType "journal-article" @default.
- W4360948791 hasAuthorship W4360948791A5082013835 @default.
- W4360948791 hasBestOaLocation W43609487911 @default.
- W4360948791 hasConcept C10138342 @default.
- W4360948791 hasConcept C106159729 @default.
- W4360948791 hasConcept C119857082 @default.
- W4360948791 hasConcept C139719470 @default.
- W4360948791 hasConcept C143910263 @default.
- W4360948791 hasConcept C151730666 @default.
- W4360948791 hasConcept C153083717 @default.
- W4360948791 hasConcept C162118730 @default.
- W4360948791 hasConcept C162324750 @default.
- W4360948791 hasConcept C19244329 @default.
- W4360948791 hasConcept C2778300220 @default.
- W4360948791 hasConcept C2780299701 @default.
- W4360948791 hasConcept C2780762169 @default.
- W4360948791 hasConcept C2984760201 @default.
- W4360948791 hasConcept C41008148 @default.
- W4360948791 hasConcept C73283319 @default.
- W4360948791 hasConcept C86803240 @default.
- W4360948791 hasConceptScore W4360948791C10138342 @default.
- W4360948791 hasConceptScore W4360948791C106159729 @default.
- W4360948791 hasConceptScore W4360948791C119857082 @default.
- W4360948791 hasConceptScore W4360948791C139719470 @default.
- W4360948791 hasConceptScore W4360948791C143910263 @default.
- W4360948791 hasConceptScore W4360948791C151730666 @default.
- W4360948791 hasConceptScore W4360948791C153083717 @default.
- W4360948791 hasConceptScore W4360948791C162118730 @default.
- W4360948791 hasConceptScore W4360948791C162324750 @default.
- W4360948791 hasConceptScore W4360948791C19244329 @default.
- W4360948791 hasConceptScore W4360948791C2778300220 @default.
- W4360948791 hasConceptScore W4360948791C2780299701 @default.
- W4360948791 hasConceptScore W4360948791C2780762169 @default.
- W4360948791 hasConceptScore W4360948791C2984760201 @default.
- W4360948791 hasConceptScore W4360948791C41008148 @default.
- W4360948791 hasConceptScore W4360948791C73283319 @default.
- W4360948791 hasConceptScore W4360948791C86803240 @default.
- W4360948791 hasIssue "2" @default.
- W4360948791 hasLocation W43609487911 @default.
- W4360948791 hasOpenAccess W4360948791 @default.
- W4360948791 hasPrimaryLocation W43609487911 @default.
- W4360948791 hasRelatedWork W1534277876 @default.
- W4360948791 hasRelatedWork W2070437839 @default.
- W4360948791 hasRelatedWork W2181936292 @default.
- W4360948791 hasRelatedWork W2258880884 @default.
- W4360948791 hasRelatedWork W2387949468 @default.
- W4360948791 hasRelatedWork W2736549248 @default.
- W4360948791 hasRelatedWork W2758270145 @default.
- W4360948791 hasRelatedWork W3124368567 @default.
- W4360948791 hasRelatedWork W3212182218 @default.
- W4360948791 hasRelatedWork W4319711066 @default.
- W4360948791 hasVolume "13" @default.
- W4360948791 isParatext "false" @default.
- W4360948791 isRetracted "false" @default.
- W4360948791 workType "article" @default.