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Does ethics improve stock market resilience in times of instability?
16 references·8 citing·28 second hop
Does ethics improve stock market resilience in times of instability? (2018)Does ethics improve stock market resilien…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyMeasuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Modelling the persistence of conditional variances (1986)Modelling the persistence of …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review (2022)The conceptualization of envi…COVID-19 and connectedness between Sustainable and Islamic equity markets (2022)COVID-19 and connectedness be…The Policy Responses towards Contemporary Islamic Capital Market in Indonesia: The Dynamics and Challenges (2021)The Policy Responses towards …Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis (2021)Socially Responsible Investin…From dotcom to Covid-19: A convergence analysis of Islamic investments (2021)From dotcom to Covid-19: A co…Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance? (2020)Faith‐based versus value‐base…Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange (2020)Do ‘Shariah’ indices surpass …Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index (2019)Does It Pay to Invest in Japa…ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Econometric Analysis of Cross Section and Panel Data (2001)Advances in prospect theory: Cumulative representation of uncertainty (1992)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
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  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 1986Modelling the persistence of conditional variances2,068 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited

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2005
A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
1,783 cited

Cited by

  • 2022The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review43 cited
  • 2019Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index34 cited
  • 2022COVID-19 and connectedness between Sustainable and Islamic equity markets32 cited
  • 2020Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange26 cited
  • 2021From dotcom to Covid-19: A convergence analysis of Islamic investments26 cited
  • 2021Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis22 cited
  • 2020Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?20 cited
  • 2021The Policy Responses towards Contemporary Islamic Capital Market in Indonesia: The Dynamics and Challenges18 cited