Journal of Economic Studies: Volume 49 Issue 8

Rent index forecasting through neural networks

Xiaojie Xu, Yun Zhang

Chinese housing market has been growing fast during the past decade, and price-related forecasting has turned to be an important issue to various market participants, including…

The effects of COVID-19 on trade, production, environmental quality and its implications for green economy

Dinkneh Gebre Borojo, Jiang Yushi, Miao Miao

This study examines the effects of COVID-19 on trade, production and environmental quality and provides policy implications on green recovery.

Does the short squeeze lead to market abnormality and antileverage effect? Evidence from the Gamestop case

Evangelos Vasileiou

This study examines the Gamestop (GME) short squeeze in early 2021. Using intraday data for the period 4/1/2021–5/2/2021, the author provides empirical evidence that the GME stock…

Do consumer survey data help improve US vehicle sales forecasts?

Hamid Baghestani

This study is concerned with evaluating the Federal Reserve forecasts of light motor vehicle sales. The goal is to assess accuracy gains from using consumer vehicle-buying…

Does intellectual property rights protection affect UK and US outward FDI and earnings from FDI? A sectoral analysis

Glauco De Vita, Constantinos Alexiou, Emmanouil Trachanas, Yun Luo

Despite decades of research, the relationship between intellectual property rights (IPRs) and foreign direct investment (FDI) remains ambiguous. Using a recently developed patent…

Does the low-risk anomaly exist in the Indian equity market? A test using alternative risk measures

Asgar Ali, K.N. Badhani, Ashish Kumar

This study aims to investigate the risk-return trade-off in the Indian equity market at both the aggregate equity market level and in the cross-sections of stock return using…

Non-linear pricing in E-commerce: an exploration

Dipankar Das, Vivek Sharadadevi Jadhav

To understand the new non-linear pricing in E-commerce. The present paper aims to put forth an idea of using tie-in agreement in the electronic commerce market in the name of…

Impact of COVID-19 on listed European electricity companies: a comparative analysis of investment in renewable and traditional electricity

José Antonio Clemente-Almendros, Florin Teodor Boldeanu, Luis Alberto Seguí-Amórtegui

The authors analyze the impact of COVID-19 on listed European electricity companies and differentiate between renewable and traditional electricity, to show the heterogenous…

How human capital affects labor income share at the sectoral level?: Evidence from the EU-13 countries and the UK

Orkun Çelik

The author investigates the effects of human capital on labor income share in the 15 sectors of the European Union (EU)-13 countries and the United Kingdom (UK) over the period…

Price extremes and asymmetric dependence structures in stock returns: the emerging market evidence

Saji Thazhungal Govindan Nair

Equity research in experimental psychology reveals investors' overreactions to bad news events. This study of asymmetric price structures in equity markets investigates whether…

Which professional skills value more under digital transformation?

Sofia Paklina, Elena Shakina

This study seeks to explore the demand side of the labour market influenced by the digital revolution. It aims at identifying the new composition of skills and their value as…

Market overreaction, firm-specific information and macroeconomic variables in US and Chinese markets during COVID-19

Ooi Kok Loang, Zamri Ahmad

This study examines the impact of firm-specific information and macroeconomic variables on market overreaction of US and Chinese winner and loser portfolio before and during…

Macroeconomic fundamentals, institutional quality and shadow economy in OIC and non-OIC countries

Shabeer Khan, Mohd Ziaur Rehman

The purpose of this paper is to analyze the relationship between macroeconomic fundamentals, intuitional quality and shadow economy.

A broad analysis of short-term overreactions in the market for cryptocurrencies

Tobias Kellner, Dominik Maltritz

The purpose of this study is to analyze market inefficiencies in the market for cryptocurrencies by providing a comprehensive analysis of short-term (over)reactions that follow…