This study examines the properties of wealth indices for investments in several asset classes
(real estate, stocks, bonds, and Treasury bills), for several types of real estate (office, retail, …

This study investigates the relationship between market-based measures of risk and foreign
currency contingent claims activity at US commercial banks. Specifically, four types of …

We examine the impacts of economic forces and fundamental variables on REIT returns.
Our models endogenously select breakpoints to distinguish the heterogenous nature of the …

The role of macroeconomic news on interest rates and yield spreads are of great interest to
market observers and policy makers alike. The study investigates the impact of US …

Kadilar and Cingi (2003) have introduced a family of estimators using auxiliary information
in stratified random sampling. In this paper, we propose the ratio estimator for the estimation …

This research examines whether earnings per share (EPS) and dividends per share (DPS)
exhibit a short and long causality. The data employed in this study consist of quarterly EPS …

The increased volatility of precious metals and other commodities has become more
commonplace because of the volatile global economic environment. This study examines the …

This paper examined the Efficient Market Hypothesis (EMH) for seven financial markets located
in the Gulf Cooperative Council (GCC) countries; Bahrain Securities Market (BSE), Qatar…

Hedge funds use different strategies to outperform benchmark indices by undertaking
complex, versatile and dynamic techniques. These strategies may however create alpha …

Determinants of ADR's idiosyncratic risk are examined from the perspective of undiversified
investors. Since ADRs enjoy a unique status, vis-à-vis US companies, we study whether …