Studies in Economics and Finance: Volume 40 Issue 1

Glassdoor best places to work: how do they work for shareholders?

Greg Filbeck, Xin Zhao

This research explores whether Glassdoor's annual rankings of the Best Places to Work provide meaningful information to shareholders in identifying companies with the potential…

Bitcoin, uncertainty and internet searches

Matin Keramiyan, Korhan K. Gokmenoglu

This paper aims to examine the predictive power of the volume of Economic Uncertainty Related Queries and the Macroeconomic Uncertainty Index on the Bitcoin returns.

Bubble contagion effect between the main precious metals

Aktham Maghyereh, Hussein Abdoh

This study examines the extent to which gold and silver bubbles are correlated and which metal’s bubble spills over to the other. In addition, the overlap in bubble-like episodes…

Modeling the volatilities of globally listed private equity markets

Lars Tegtmeier

This paper aims to analyze the characteristics of stochastic volatility processes in globally listed private equity (LPE) markets, which are represented by nine global, regional…

The study of renewable energy and economic development

Jo-Hui Chen, Yun-Chen Cheng

This paper aims to examine the factors influencing renewable energy output.

Constrained optimization algorithms for the computation of investable portfolios analytics: evaluation of economic-capital parameters for performance measurement and improvement

Mazin A.M. Al Janabi

This paper aims to empirically test, from a regulatory portfolio management standpoint, the application of liquidity-adjusted risk techniques in the process of getting optimum and…

Determinants of SMEs liquidation: board heterogeneity and applicability of survival models

Ba Hung Nguyen, Nhat Bao Quyen Pham, Thi Hong Ha Do

As small and medium-size enterprises (SMEs) rely on board heterogeneity to raise capital and establish credit relationships with suppliers, it is crucial to investigate the board…

Bank-specific, industry-specific and macroeconomic determinants of bank profitability: evidence from the UK

Michael O’Connell

The purpose of this study is to examine the effect of bank-specific, industry-specific and macroeconomic determinants of bank profitability amongst domestic UK commercial banks.

Backtesting the evaluation of Value-at-Risk methods for exchange rates

Tomáš Mrkvička, Martina Krásnická, Ludvík Friebel, Tomáš Volek, Ladislav Rolínek

Small- and medium-sized enterprises can be highly affected by losses caused by exchange rate changes. The aim of this paper was to find the optimal Value-at-Risk (VaR) method for…

Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? Evidence from the US and UK

Ghulame Rubbaniy, Ali Awais Khalid, Abiot Tessema, Abdelrahman Baqrain

The purpose of the paper is to investigate co-movement of major implied volatility indices and economic policy uncertainty (EPU) indices with both the health-based fear index and…