Review of Behavioral Finance: Volume 12 Issue 4

Abnormal trading around common factor pricing models

Jiexin Wang, Xue Han, Emily J. Huang, Christopher Yost-Bremm

The purpose of this paper is to investigate the impact of factor-based trading strategies on pricing and volume.

Influence of economic freedom and its subcomponents on risk-taking behavior: Evidence from dual banking system of Malaysia

Rafik Harkati, Syed Musa Alhabshi, Salina Kassim

The purpose of this paper is to investigate the influence of economic freedom and six relevant subcomponents of it on the risk-taking behavior of banks in the Malaysian dual…

Dynamics of credit decision-making: a taxonomy and a typological matrix

Candauda Arachchige Saliya

The purpose of this paper is to broaden understanding as to how certain social/personal dynamics influence credit decisions in Sri Lanka, elucidating them through a taxonomy and a…

Do momentum and reversal strategies work in commodity futures? A comprehensive study

Hanxiong Zhang, Andrew Urquhart

Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the…

Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets

Spyros Spyrou

This paper examines the impact of macroeconomic and risk factors on the profitability and volatility of professional momentum portfolios for the US, the UK, Japan and Germany, for…

Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India

Madhumita Chakraborty, Sowmya Subramaniam

The study examines the cross-sectional and asymmetric relationship of investor sentiment with the stock returns and volatility in India.