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Combining value and momentum : evidence from the Nordic equity market
(Taylor & Francis, 2019-02-22)
- article
This is the first article that explores the recently proposed average ranking approach for the value and momentum strategy in the Nordic equity market offering an exceptional experimental environment. Our results indicate ...
Investor attention and portfolio performance : what information does it pay to pay attention to?
(Routledge, 2021-05-06)
- article
We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate what individual characteristics ...
Multiple owners and productivity : evidence from family firms
(Routledge, 2021-12-12)
- article
We investigate the productivity of family owned small- and medium-sized enterprises (SMEs). Specifically, we examine whether productivity is influenced by the number of family owners and by family member involvement in ...
Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks : Evidence From the Cryptocurrency Market
(SAGE Publications, 2021-07-06)
- article
We provide an empirical analysis of herding behavior in cryptocurrency markets during COVID-19 and periods of cyber-attacks, differentiating between fundamental and nonfundamental herding. The results show that herding ...
Can real estate regulatory policies constrain real estate risks to banks? Evidence from China
(Taylor & Francis, 2021-01-04)
- article
This study investigates the effects of real estate regulatory policies on the real estate risks to banks in China. The study shows that real estate control policies issued by the policy makers in China cannot constrain the ...
On the stability of stablecoins
(Elsevier, 2021-09-17)
- article
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law ...
Forecasting realized volatility : New evidence from time-varying jumps in VIX
(Wiley, 2022-08-04)
- article
Given that jumps in the implied volatility index (VIX) lead to rapid changes in the level of volatility, they may contain significant predictive information for the realized variance (RV) of stock returns. Against this ...
The effect of limiting statutory auditors’ civil liability on financial reporting quality : Empirical evidence on liability caps and earnings management in Europe
(Nordic Journal of Business, 2015)
- article
The European Commission has recommended that EU member states limit the civil liability of statutory auditors. This paper examines the effect of the existence of a liability cap on financial reporting quality, which is ...
How Does Selling Capability Impact Firm Value? The Moderating Roles of Relative Strategic Emphasis, Market Volatility, and Technological Volatility
(Wiley, 2022-10-17)
- article
Firms develop and deploy selling capability to create and sustain a competitive advantage. Previous studies have focused predominantly on static, input-based selling capability, paying little attention to dynamic, ...
Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework
(Elsevier, 2022-11-09)
- article
This study explores the theoretical possibility of co-movement and causality between crude oil implied volatility (OVX) and financial stress in a wavelet framework. The paper contributes to the existing literature in at ...