Studies in Economics and Finance: Volume 35 Issue 4

Beyond market timing theory

Subramanian Iyer, Siamak Javadi

This study aims to examine the behavior of cash raised through market timing efforts and the success of such efforts in creating value to shareholders.

Quantile forecasts using the Realized GARCH-EVT approach

Samit Paul, Prateek Sharma

This study aims to implement a novel approach of using the Realized generalized autoregressive conditional heteroskedasticity (GARCH) model within the conditional extreme value…

Population composition and financial markets: evidence from Japan

Hiroyuki Kawakatsu, Mikiko Oliver

This study aims to examine the relation between population composition and financial market variables in post-war Japan.

Competition and exposure of returns to the C-CAPM

Hussein Abdoh, Oscar Varela

This study aims to investigate the effect of product market competition on the exposure of firms’ returns to consumption fluctuations (C-CAPM beta).

A territorial perspective of SME’s default prediction models

Linda Gabbianelli

The purpose of this paper is to test whether the qualitative variables regarding the territory and the firm–territory relationship can improve the accuracy rates of small business…