Table of contents - Special Issue: Uncertainty and Asset Prices: Evidence at Times of COVID-19 and Beyond
Guest Editors: Thomas C. Chiang, Yi Tang
Disagreement in economic forecasts and equity returns: risk or mispricing?
Turan G. Bali, Stephen J. Brown, Yi TangThis paper investigates the role of economic disagreement in the cross-sectional pricing of individual stocks. Economic disagreement is quantified with ex ante measures of…
The changing investor demographics of an emerging IPO market during the COVID-19 pandemic
Lokman TutuncuThe last two years are characterized by record numbers of initial public offerings (IPOs), foreign investor abstinence and rising retail investor appetite in the Turkish stock…
Uncertainty governance in the stock market during the COVID-19: evidence of the strictest economies in the world
Sakine Owjimehr, Hooman Hasanzadeh DastfrooshAccording to the Government Response tracker (oxCGRT) index, the strictest policy responses to the coronavirus pandemic from January 2020 to May 2022 belong to Italy, China, Hong…
The impact of the COVID-19 pandemic on bank systemic risk: some cross-country evidence
Yuanyun Yan, Bang Nam Jeon, Ji WuThis study tends to investigate how the outbreak of the coronavirus disease 2019 (COVID-19) pandemic has affected banks' contribution to systemic risk. In addition, the authors…
Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications
Oumayma Gharbi, Yousra Trichilli, Mouna BoujelbéneThe main objective of this paper is to analyze the dynamic volatility spillovers between the investor's behavioral biases, the macroeconomic instability factors and the value at…
The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences
Sutap Kumar Ghosh, Md. Naiem Hossain, Hosneara KhatunThis study analyses the impact of economic and trade policy uncertainty on US and Chinese stock markets. Also, this study examines the hedge and safe-haven properties of US and…
The COVID-19 pandemic, economic policy uncertainty and the hedging role of cryptocurrencies: a global perspective
Muhammad Aftab, Inzamam Ul Haq, Mohamed AlbaityThe COVID-19 pandemic has led to global economic policy uncertainty, which has increased the need to investigate ways to mitigate the uncertainty. This study aims to examine the…
Pandemic, risk-adaptation and household saving: evidence from China
Yixing Zhang, Xiaomeng Lu, Haitao Yin, Rui ZhaoScholars have not agreed with each other on how people would behave after experiencing a catastrophic event. They could save more as a precautionary action for future difficulties…
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li