Studies in Economics and Finance: Volume 36 Issue 1

Guest editorial

Terry Marsh, Rand Low

Fair premium rate of the deposit insurance system based on banks’ creditworthiness

Naoyuki Yoshino, Farhad Taghizadeh-Hesary, Farhad Nili

Deposit insurance is a key element in modern banking, as it guarantees the financial safety of deposits at depository financial institutions. It is necessary to have at least a…

Investment performance and emotions: an international study

Guy Kaplanski, Haim Levy

The purpose of this paper is to expand the peer effect analysis to investments in the stock market, where neither direct competition nor interaction with other investors exists.

Stock market stress from the central counterparty’s perspective

Barbara Dömötör, Kata Váradi

The purpose of this paper is to investigate the possibility of monitoring stress on stock markets from the perspective of a central counterparty (CCP). Due to their balanced…

Relative efficiency, industry concentration and average stock returns

Giao X. Nguyen, Wikrom Prombutr, Chanwit Phengpis, Peggy E. Swanson

Previous research has found that industry concentration and firm efficiency affect stock returns. However, it is not clear if concentration is a byproduct of efficiency and hence…

New methods of modeling and estimating preferences

Moawia Alghalith

This paper aims to quantify preferences without having to have any utility data.

Analyzing precious metals returns using a Kalman smoother approach

Marco Erling

This paper aims to analyze the sensitivity of different external factors to the returns of the precious metals of gold, silver, platinum and palladium. The goal is to find…