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Journal articles on the topic 'Market exposure'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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1

Brooks, Robert. "Managing Market Exposure." CFA Digest 27, no. 2 (1997): 57–59. http://dx.doi.org/10.2469/dig.v27.n2.72.

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2

Litterman, Robert B., and Kurt D. Winkelmann. "Managing Market Exposure." Journal of Portfolio Management 22, no. 4 (1996): 32–48. http://dx.doi.org/10.3905/jpm.1996.409564.

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3

Rodriguez, Javier. "The forecasting ability of world mutual funds." Studies in Economics and Finance 31, no. 2 (2014): 130–40. http://dx.doi.org/10.1108/sef-11-2012-0126.

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Purpose – The paper aims to empirically examine the forecasting ability of US-based world mutual funds during the 2001-2007 time period. Design/methodology/approach – World mutual funds are treated as portfolios composed of two sets of securities, i.e. domestic and foreign and two methodologies are used to measure forecasting ability: domestic differential exposure and assertion rates. Domestic differential exposure is based on the difference between each fund exposure to the domestic market when it is the outperforming market and the portfolio exposure to the domestic market when the foreign

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4

Goeree, Jacob K., and Luke Lindsay. "The Exposure Problem and Market Design." Review of Economic Studies 87, no. 5 (2019): 2230–55. http://dx.doi.org/10.1093/restud/rdz048.

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Abstract Markets have an exposure problem when getting to the optimal allocation requires a sequence of transactions which if started but not completed leaves at least one trader with losses. We use laboratory experiments to evaluate the effect of the exposure problem on alternative market mechanisms. The continuous double auction performs poorly: efficiency is only 20% when exposure is high and 55% when it is low. A package market effectively eliminates the exposure problem: in low and high-exposure treatments efficiency is 82% and 89%, respectively. Building on stability notions from matchin

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Du, Ding, Ou Hu, and Hong Wu. "Emerging market currency exposure: Taiwan." Journal of Multinational Financial Management 28 (December 2014): 47–61. http://dx.doi.org/10.1016/j.mulfin.2014.10.001.

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6

Chue, Timothy K., and David Cook. "Emerging market exchange rate exposure." Journal of Banking & Finance 32, no. 7 (2008): 1349–62. http://dx.doi.org/10.1016/j.jbankfin.2007.11.005.

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7

Chira, Inga, Jeff Madura, and Ariel M. Viale. "Bank exposure to market fear." Journal of Financial Stability 9, no. 4 (2013): 451–59. http://dx.doi.org/10.1016/j.jfs.2013.06.004.

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8

Aysun, Uluc, and Melanie Guldi. "Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure." Emerging Markets Finance and Trade 47, no. 6 (2011): 46–67. http://dx.doi.org/10.2753/ree1540-496x470603.

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Horton, Lindsey M., Mary E. Mortensen, Yulia Iossifova, Marlena M. Wald, and Paula Burgess. "What Do We Know of Childhood Exposures to Metals (Arsenic, Cadmium, Lead, and Mercury) in Emerging Market Countries?" International Journal of Pediatrics 2013 (2013): 1–13. http://dx.doi.org/10.1155/2013/872596.

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Arsenic, cadmium, lead, and mercury present potential health risks to children who are exposed through inhalation or ingestion. Emerging Market countries experience rapid industrial development that may coincide with the increased release of these metals into the environment. A literature review was conducted for English language articles from the 21st century on pediatric exposures to arsenic, cadmium, lead, and mercury in the International Monetary Fund's (IMF) top 10 Emerging Market countries: Brazil, China, India, Indonesia, Mexico, Poland, Russia, South Korea, Taiwan, and Turkey. Seventy-

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Yerger, David, and Gary David Sawchuk. "Assessing shifts in Canada's competitive exposure in its home markets." Competitiveness Review: An International Business Journal 18, no. 3 (2008): 275–86. http://dx.doi.org/10.1108/10595420810906037.

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PurposeThe paper's aim is to analyze changes in the relative importance of Canada as a supplier for its home markets; and, the rising importance of China versus other Canadian trading partners.Design/methodology/approachThe market overlap measure (MOM) statistic, developed by Sawchuk and Yerger is used to analyze the Canadian home market shares for Canada and every other nation with sales in the Canadian market for each of 61 different NAIC sectors (56 at the four‐digit NAIC level and five at the three‐digit NAIC level).FindingsThe USA remains the most important foreign supplier to Canadian ma

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11

Lambie, Ross, Nicole Thomas, and David Whitelaw. "Implications of LNG exposure on the competitiveness of Australia." APPEA Journal 56, no. 2 (2016): 589. http://dx.doi.org/10.1071/aj15095.

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Australia’s eastern gas market has historically been one of low prices and stable, long-term contracts. The development of coal seam gas (CSG) and the construction of Queensland’s three CSG to LNG projects is driving a tripling of gas production in eastern Australia and changes to historical patterns and directions of gas flows throughout the market. This transition from an isolated market to one linked to international LNG markets, coinciding with the unwinding of many legacy contracts, is leading to unprecedented change and will have profound effects on all participants. This extended abstra

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12

Sepadi, Maasago Mercy, and Vusumuzi Nkosi. "Personal PM2.5 Exposure Monitoring of Informal Cooking Vendors at Indoor and Outdoor Markets in Johannesburg, South Africa." International Journal of Environmental Research and Public Health 20, no. 3 (2023): 2465. http://dx.doi.org/10.3390/ijerph20032465.

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Air pollutants of concern include particulate matter (PM) in fine size fractions. Thus far, a few studies have been conducted to study the adverse health effects of environmental and occupational air pollutants among informal vendors in big cities in South Africa. Informal vendors in these cities may experience higher exposure to road dust, cooking fumes, and air pollution. This exposure assessment was part of a health risk assessment study of vendors. The objective of this exposure assessment was to determine the differences between outdoor and indoor informal vendors’ personal PM2.5 exposure

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13

Chen, Yan, Changyu Hu, Wenjie Zhang, and Qing Li. "CEO Exposure, Media Influence, and Stock Returns." Journal of Global Information Management 29, no. 6 (2021): 1–19. http://dx.doi.org/10.4018/jgim.20211101.oa43.

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Media-aware stock movements are well acknowledged by the behavioral finance. As the soul of a firm, CEO’s media behavior is critical to the operation of a firm. CEO’s exposure could have captured the investors’ attention and enhanced the media effect in the stock market in terms of the “eyeball economics”, or CEO’s overexposure could have attracted more attention than firm-specific news, which attenuate the media effect in the stock market due to the investors’ limited attention. This study systematically explores the role and the moderating effect of CEO’s media behavior on the relationship b

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14

Decker, Ryan A., Pablo N. D'Erasmo, and Hernan Moscoso Boedo. "Market Exposure and Endogenous Firm Volatility over the Business Cycle." American Economic Journal: Macroeconomics 8, no. 1 (2016): 148–98. http://dx.doi.org/10.1257/mac.20130011.

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We propose a theory of endogenous firm-level risk over the business cycle based on endogenous market exposure. Firms that reach a larger number of markets diversify market-specific demand shocks at a cost. The model is driven only by total factor productivity shocks and captures the observed countercyclity of firm-level risk. Using a panel of US firms we show that, consistent with our theoretical model, measures of market reach are procyclical, and the counter-cyclicality of firm-level risk is driven by those firms that adjust their market exposure, which are larger than those that do not. (JE

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15

Karadagli, E. C. "Economic exposure of emerging market firms." Актуальні проблеми економіки, no. 4 (178) (2015): 67–74.

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Jha, Saumitra, Moses Shayo, and Chagai M. Weiss. "Financial market exposure increases generalized trust." Journal of Public Economics 242 (February 2025): 105303. https://doi.org/10.1016/j.jpubeco.2025.105303.

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17

Fabra, Natalia, and Imelda. "Market Power and Price Exposure: Learning from Changes in Renewable Energy Regulation." American Economic Journal: Economic Policy 15, no. 4 (2023): 323–58. http://dx.doi.org/10.1257/pol.20210221.

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Given the critical role of renewable energies in current and future electricity markets, it is important to understand how they affect firms’ pricing incentives. We study whether the price-depressing effect of renewables depends on their degree of market price exposure. Paying renewables with fixed prices, rather than market-based prices, is more effective at curbing market power when the dominant firms own large shares of renewables, and vice versa. Our empirical short-lived changes to renewables regulation in the Spanish market and shows that switching from full-price exposure to fixed price

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18

Rothschild, David, and Rajiv Sethi. "Trading Strategies and Market Microstructure: Evidence from a Prediction Market." Journal of Prediction Markets 10, no. 1 (2016): 1–29. http://dx.doi.org/10.5750/jpm.v10i1.1179.

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We examine transaction-level data from Intrade's 2012 presidential winner market for the entire two-year period for which trading occurred. The data allow us to compute key statistics, including volume, transactions, aggression, directional exposure, holding duration, margin, and profit for each of 6,300 unique trader accounts. We identify a diverse set of trading strategies that constitute a rich market ecology. These range from arbitrage-based strategies with low and fleeting directional exposure to strategies involving large accumulated positions in one of the two major party candidates. Mo

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19

Molele, Mashukudu Hartley, and Janine Mukuddem-Petersen. "Emerging market currency risk exposure: evidence from South Africa." Journal of Risk Finance 21, no. 2 (2020): 159–79. http://dx.doi.org/10.1108/jrf-07-2019-0123.

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Purpose The purpose of this paper is to examine the level of foreign exchange exposure of listed nonfinancial firms in South Africa. The study spans the period January 2002 and November 2015. Foreign exchange risk exposure is estimated in relation to the exchange rate of the South African Rand relative to the US$, the Euro, the British Pound and the trade-weighted exchange rate index. Design/methodology/approach The study is based on the augmented-market model of Jorion (1990). The Jorion (1990) is a capital asset pricing model-inspired framework which models share returns as a function of the

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20

Zhang, Heather, and Michael R. Smith. "Exposure to Global Markets, Internal Labour Markets, and Worker Compensation: Evidence from Canadian Microdata." Canadian Journal of Sociology 35, no. 3 (2010): 371–98. http://dx.doi.org/10.29173/cjs6818.

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Because of the fact that globalization seems, in aggregate, to be associated with rising inequality, much of the sociological literature treats the process very critically. Our results suggest a more nuanced approach. Prolonged exposure to export markets is associated with higher pay and both prolonged exposure to export markets and foreign ownership are associated with higher total compensation. Pay is substantially tied to productivity, probably through exposure to international best practices. At the same time, the presence of internal labour market traits is also associated with higher pay

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21

Danjuma Dan-Adam Maza, Grace Olubumi Akinlade, Rebecca Boluwatife Adeleke, and Raphael Olamide Adesina. "Assessment of Background Ionizing Radiation Levels in Selected Markets in Ile-Ife and Modakeke: A Public Health Perspective." International Journal of Latest Technology in Engineering Management & Applied Science 13, no. 12 (2025): 186–90. https://doi.org/10.51583/ijltemas.2024.131215.

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Abstract: This study assessed background ionizing radiation (BIR) levels in six markets across Ile-Ife and Modakeke, Southwestern Nigeria, to evaluate potential health risks. Annual effective dose rates (AEDR) were measured and analyzed using a handheld Geiger Counter. Results showed AEDR values ranging from 0.67 mSv/y at Texaco Market to 2.52 mSv/y at Sabo Market. The average AEDR across all markets was below the global population average exposure of 2–3 mSv/y. The findings suggest that BIR exposure in these markets is primarily due to naturally occurring radionuclides in the soil and rocks,

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22

Phengpis, Chanwit, and Peggy E. Swanson. "iShares and the US Market Risk Exposure." Journal of Business Finance & Accounting 36, no. 7-8 (2009): 972–86. http://dx.doi.org/10.1111/j.1468-5957.2009.02150.x.

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23

Hooy, Chee-Wooi, and Kim-Leng Goh. "TRADING BLOC EXPOSURE IN INTERNATIONAL ASSET PRICING: THE CASE OF AFTA, CER AND NAFTA." Labuan Bulletin of International Business and Finance (LBIBF) 3 (April 17, 2014): 49–63. http://dx.doi.org/10.51200/lbibf.v3i.1427.

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This paper shows that the resurgence of trade regionalism has a significant impact on stock market returns of the member countries in the ASEAN Free Trade Area (AFTA), Australia-New Zealand Closer Economic Relations Trade Arrangement (CER) and North American Free Trade Area (NAFTA). A trading bloc international capital asset pricing model (ICAPM) is proposed and we find that the trading bloc factor increases the explanatory power of the conventional ICAPM for AFTA and CER. Evidence indicates that returns of the markets in AFTA and CER are highly exposed to the trading bloc factor. At the same

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24

Mwanja, Sisimonda Kinya. "Effect of operational and market risk exposures on financial performance of DT-Saccos in Kenya." International Journal of Research in Business and Social Science (2147- 4478) 10, no. 5 (2021): 107–18. http://dx.doi.org/10.20525/ijrbs.v10i5.1282.

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The main aim of the investigation was to analyze the effect of operational and market risk exposures on the financial performance of DT-SACCOs in Kenya. The specific objectives of the study were to; assess the effect of operating expense risk exposure on the financial performance of DT-SACCOs in Kenya; To establish the effect of operation efficiency risk exposure on the financial performance of DT-SACCOs in Kenya; Effect of interest rate risk exposure on the financial performance of DT-SACCOs in Kenya; Effect of foreign exchange rate risk exposure on the financial performance of DT-SACCOs in K

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25

Masala, Giovanni, Marco Micocci, and Andrea Rizk. "Hedging Wind Power Risk Exposure through Weather Derivatives." Energies 15, no. 4 (2022): 1343. http://dx.doi.org/10.3390/en15041343.

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We introduce the industrial portfolio of a wind farm of a hypothetical company and its valuation consistent with the financial market. Next, we propose a static risk management policy originating from hedging against volumetric risk due to drops in wind intensity and we discuss the consequences. The hedging effectiveness firstly requires adequate modeling calibration and an extensive knowledge of these atypical financial (commodity) markets. In this hedging experiment, we find significant benefits for weather-sensitive companies, which can lead to new business opportunities. We provide a new f

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26

Korhonen, Marko. "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?" Global Economy Journal 15, no. 2 (2015): 241–56. http://dx.doi.org/10.1515/gej-2014-0057.

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There is twofold contribution in this paper. First, by using monthly data for 16 industrialized countries for the period 1973–2011 we find evidence of time-varying cointegration relationship between effective exchange rates and national stock market indices. Second, we present that the cointegration relationship affects exchange rate exposure. We propose that the exchange rate exposure effect changes when the connection between the exchange rate and stock market emerges. This is a new result and reflects importance of these markets’ joint role in international risk sharing.

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Beer, Francisca, Mohamad Watfa, and Mohamed Zouaoui. "Is Sentiment Risk Priced By Stock Market?" Journal of Applied Business Research (JABR) 28, no. 4 (2012): 683. http://dx.doi.org/10.19030/jabr.v28i4.7052.

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This study tests if the financial markets price the investors sentiment risk. We construct portfolios based upon the stock returns exposure to sentiment. Our results show that the portfolio returns are positively correlated with the exposure of stocks to sentiment. The strategy that consists of buying stocks with the highest exposure to sentiment and selling stocks with the lowest exposure to sentiment generates a significant raw profit. Exploring the sources of profit, we find that neither the traditional risk factors nor the momentum factor can account for the profit. However, we find that t

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EL HAJJAJI, OMAR, and ALEXANDER SUBBOTIN. "CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING." International Journal of Theoretical and Applied Finance 18, no. 03 (2015): 1550017. http://dx.doi.org/10.1142/s021902491550017x.

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We propose a Credit Value Adjustment (CVA) model capturing the Wrong Way Risk (WWR) that is not product-specific and is suitable for large-scale computations. The model is based on a doubly stochastic default process with the default intensities proxied by credit spreads. For different exposure structures, we show how credit–market correlation affects the CVA level, its sensitivities to credit and market factors, its volatility and the quality of hedging. The WWR is most significant for exposures highly sensitive to the market volatility in a situation when credit spreads are at moderate level

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Sundstrup, Emil, Åse Marie Hansen, Erik Lykke Mortensen, et al. "Retrospectively assessed physical work environment during working life and risk of sickness absence and labour market exit among older workers." Occupational and Environmental Medicine 75, no. 2 (2017): 114–23. http://dx.doi.org/10.1136/oemed-2016-104279.

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ObjectiveTo determine the prospective association between retrospectively assessed physical work environment during working life and prospectively assessed sickness absence and labour market exit among older workers.MethodsUsing Cox regression analyses we estimated the 4-year to 6-year prospective risk of register-based long-term sickness absence (LTSA), disability pension, early retirement and unemployment from exposure to different physical work environmental factors during working life among 5076 older workers (age 49–63 at baseline) from the Copenhagen Aging and Midlife Biobank cohort.Resu

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30

Fissel, Gary S., Lawrence Goldberg, and Gerald A. Hanweck. "Bank portfolio exposure to emerging markets and its effects on bank market value." Journal of Banking & Finance 30, no. 4 (2006): 1103–26. http://dx.doi.org/10.1016/j.jbankfin.2005.05.013.

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31

Czeczeli, Vivien, and Gábor Kutasi. "Risk from Prosperity: Eurodollar Market and Emerging Markets." Pénzügyi Szemle = Public Finance Quarterly 71, no. 1 (2025): 31–48. https://doi.org/10.35551/pfq_2025_1_2.

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The Eurodollar market is out of US monetary targets, but favorite ﬁnancing item of emerging markets. Global economic prosperity raise the demand for Eurodollar loans but Fed’s dollar supply is not linked to the Eurodollar market. This generate an increasing risk in the emerging markets in proportion with their demand for Eurodollar ﬁnancing. This can have an unwanted backslash on both emerging markets risk premium. After an extensive explanation of the risk mechanism, the paper analyze the linkage between US interest rates as a proxy of business cycle and the CDS premia of emerging countries b

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32

Rodriguez, Javier, and Herminio Romero. "Diversification and market risk exposure of single-listed versus dual-listed ADRs." Managerial Finance 42, no. 11 (2016): 1125–35. http://dx.doi.org/10.1108/mf-02-2016-0043.

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Purpose The purpose of this paper is to contrast market risk exposure and diversification of single-listed American depository receipts (“ADRs”) with those of dual-listed ADRs from the same geographical region during 2004-2012. Design/methodology/approach The study uses orthogonal returns in two-factor models to infer exposure to the US and ADRs’ home markets. Findings The authors found that both ADR types provide no diversification and are significantly exposed to US market risk. The authors also found that portfolios of both single- and dual-listed ADRs behave significantly differently than

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HuiChen, Chiang, Tsaih YihChing, and Nguyen Cong Thuan Mai. "The Study of Foreign Exchange Exposure of Vietnamese' Companies." International Journal of Social Science And Human Research 06, no. 08 (2023): 5120–22. https://doi.org/10.5281/zenodo.8276275.

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Most of previous studies about exchange rate exposure focus on big international and trading companies in developed markets that are proved to exist. This paper uses Vietnam as a developing market and examines a sample of domestic companies to see whether they are influenced by exchange rate risks. As expected, Vietnamese domestic companies are influenced by exchange rate exposure with the fluctuations of USD, EUR and JPY during the period 2011-2018 with significant relationship with EUR, JPY and no relationship with USD. No industry effect is shown in this study. The results have useful impli

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34

Angelov, Svetoslav. "EMERGING MARKETS AND INVESTMENT OPPORTUNITIES." Global and Regional Dimensions of International Economic Relations, no. 1 (November 8, 2024): 129–39. https://doi.org/10.58861/tae.grdier.2024.13.

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Emerging markets offer a compelling investment argument, combining growth potential, risk mitigation, exposure to interesting opportunities, and currency diversification. Emerging market growth equities can be an extraordinary investment opportunity, offering exposure to the potential of emerging markets, its demographics, growing wealth, and transition from manufacturing to services. Investors should consider their risk tolerance, investment horizon, and objectives when constructing a diversified portfolio that includes emerging market equities. Among the 71 developing economies analyzed, 18

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35

Haar, Lawrence, and Andros Gregoriou. "Regulation and De-Risking: Theoretical and Empirical Insights." Risks 11, no. 6 (2023): 104. http://dx.doi.org/10.3390/risks11060104.

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The purpose of the Bank for International Settlements regulatory agenda, as implemented by financial regulators globally, has been to make banks safer and reduce the likelihood of systemic events. Using an original model of bank profit maximisation under a regulatory constraint, we statistically examine how market risk exposure has interacted with financial performance and capital structure, to see if the Basel regulatory agenda concerning the quantity, quality and liquidity of capital, has prompted changes in banking behaviour as measured by exposure to market risk. Breaking new ground, we em

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LEE, Ming-Te, Shew-Huei KUO, and Ming-Long LEE. "REAL ESTATE EXPOSURE OF US BANKING INDUSTRY STOCK RETURNS: EVIDENCE FROM COMMERCIAL AND RESIDENTIAL MARKETS." International Journal of Strategic Property Management 24, no. 1 (2018): 12–23. http://dx.doi.org/10.3846/ijspm.2018.319.

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This study is the first to address the exposure of banking industry stock returns to both the commercial and residential real estate markets. The empirical findings show that U.S. banking industry stock returns are significantly sensitive to real estate market returns after controlling for stock market, interest rate, and exchange rate effects. Moreover, the commercial and residential real estate markets have very different effects on banking industry stock returns. Furthermore, the effects on banking industry stock returns are state-dependent. The findings have valuable implications for inves

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37

Corcoran, Patrick J. "A Credit Market Approach to Managing Currency Exposure." Journal of Investing 2, no. 1 (1993): 51–58. http://dx.doi.org/10.3905/joi.2.1.51.

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38

Füss, Roland, and Daniel Ruf. "Bank systemic risk exposure and office market interconnectedness." Journal of Banking & Finance 133 (December 2021): 106311. http://dx.doi.org/10.1016/j.jbankfin.2021.106311.

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Jimenez, Alfredo, and Dirk Michael Boehe. "How do political and market exposure nurture ambidexterity?" Academy of Management Proceedings 2016, no. 1 (2016): 15700. http://dx.doi.org/10.5465/ambpp.2016.15700abstract.

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Yuan, Elaine J. "Measuring diversity of exposure in Guangzhou's television market." Asian Journal of Communication 18, no. 2 (2008): 155–71. http://dx.doi.org/10.1080/01292980802021913.

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41

Hall, Jason, Matthew Pinnuck, and Matthew Thorne. "Market risk exposure of merger arbitrage in Australia." Accounting & Finance 53, no. 1 (2011): 185–215. http://dx.doi.org/10.1111/j.1467-629x.2011.00453.x.

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42

Franco, Carmine De, Bruno Monnier, and Ksenya Rulik. "Factor Exposure of Alternative Beta Strategiesacross Market Regimes." Journal of Index Investing 7, no. 1 (2016): 78–91. http://dx.doi.org/10.3905/jii.2016.7.1.078.

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43

Jiménez, Alfredo, and Dirk Boehe. "How do political and market exposure nurture ambidexterity?" Journal of Business Research 89 (August 2018): 67–76. http://dx.doi.org/10.1016/j.jbusres.2018.03.016.

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44

Copestake, Alexander. "Banks’ Joint Exposure to Market and Run Risk." IMF Working Papers 2023, no. 200 (2023): 1. http://dx.doi.org/10.5089/9798400253966.001.

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45

Tolkacheva, Olga. "State Regulation of the Labor Market and Its Impact on Economic Security." Vestnik Volgogradskogo gosudarstvennogo universiteta. Ekonomika, no. 3 (October 2023): 27–38. http://dx.doi.org/10.15688/ek.jvolsu.2023.3.3.

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The negative impact of the labor market on the economic security of the country is determined and reasoned on the basis of statistical analysis methods. The threats generated by inefficiency (“failures”) are identified in the labor market. Regression models reflecting the dependence of indicators characterizing crime and indicators characterizing the labor market are constructed. A comparative analysis of the state of the labor market in Russia in 2022 compared to 2017 was carried out. Conclusions are drawn about the dynamics of labor force indicators, unemployment, informal employment, the le

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46

Al-Gasaymeh, Anwar S., Thair A. Kaddumi, and Ghazi M. Qasaimeh. "Measuring risk exposure in the banking sectors: evidence from Gulf Cooperation countries." Journal of Financial Economic Policy 13, no. 4 (2021): 491–501. http://dx.doi.org/10.1108/jfep-01-2020-0008.

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Purpose Using capital asset pricing model (CAPM) and the Z-risk index based on weekly data, this study aims to estimate yearly unsystematic, total, three systematic and insolvency risks in the Gulf Cooperation Council (GCC) countries for the period 2010–2018. The findings of CAPM show positive systematic market risk exposure in all GCC countries for all years, which support the contribution of stock markets to bank prices and returns. The mixed signs of systematic interest rate and exchange rate risks in GCC countries provide hedging opportunities, diversification strategies and regional coope

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Avramov, Doron, Si Cheng, and Allaudeen Hameed. "Time-Varying Liquidity and Momentum Profits." Journal of Financial and Quantitative Analysis 51, no. 6 (2016): 1897–923. http://dx.doi.org/10.1017/s0022109016000764.

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A basic intuition is that arbitrage is easier when markets are most liquid. Surprisingly, we find that momentum profits are markedly larger in liquid market states. This finding is not explained by variation in liquidity risk, time-varying exposure to risk factors, or changes in macroeconomic condition, cross-sectional return dispersion, and investor sentiment. The predictive performance of aggregate market illiquidity for momentum profits uniformly exceeds that of market return and market volatility states. While momentum strategies have been unconditionally unprofitable in the United States,

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Kariel, Joel, Jakob Schneebacher, and Mike Walker. "Competition policy and labour market power: new evidence and open questions." Oxford Review of Economic Policy 40, no. 4 (2025): 787–807. https://doi.org/10.1093/oxrep/grae042.

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Abstract Emerging evidence on pervasive and rising market power in US labour markets has led some competition agencies to wonder if the prevailing focus on product market power is too narrow. We survey existing competition enforcement in labour markets and the empirical evidence on the extent and impact of labour market power, with a particular focus on the UK. We find that in contrast to the US, labour market power in the UK has not risen substantially. Nonetheless, workers vary in their exposure and, for some, labour market power has significant economic costs. Labour market power also appea

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Ray, Russ. "Currency Futures: Some Implications For International Financial Management." Journal of Applied Business Research (JABR) 3, no. 3 (2011): 62. http://dx.doi.org/10.19030/jabr.v3i3.6516.

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This paper tests the contemporary currency futures market for interest-rate parity, purchasing-power parity, market efficiency, and hedging effectiveness. The study finds that the currency futures markets is a highly efficient, hedging-effective market exhibiting significant degrees of interest-rate parity and (longer-term) purchasing-power parity. Finally, the study infers from such findings some practicable policy tools for international cash management, multi-country capital budgeting, currency forecasting, and the risk management of foreign exchange exposure.

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Nishiura, Hiroshi, Natalie M. Linton, and Andrei R. Akhmetzhanov. "Initial Cluster of Novel Coronavirus (2019-nCoV) Infections in Wuhan, China Is Consistent with Substantial Human-to-Human Transmission." Journal of Clinical Medicine 9, no. 2 (2020): 488. http://dx.doi.org/10.3390/jcm9020488.

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Reanalysis of the epidemic curve from the initial cluster of cases with novel coronavirus (2019-nCoV) in December 2019 indicates substantial human-to-human transmission. It is possible that the common exposure history at a seafood market in Wuhan originated from the human-to-human transmission events within the market, and the early, strong emphasis that market exposure indicated animal-to-human transmission was potentially the result of observer bias. To support the hypothesis of zoonotic origin of 2019-nCoV stemming from the Huanan seafood market, the index case should have had exposure hist

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