This study examines the effects of foreign direct investment (FDI) and equity foreign portfolio
investment (EFPI) on economic growth using data on 80 countries from 1979 through 1998 …

We examine the robustness of size and book-to-market effects in 35 emerging equity
markets during 1985–2000. Mean returns for high book-to-market firms significantly exceed …

There is a growing stream of empirical research that endeavors to identify the influential
variables contributing to the price formation of cryptocurrencies and, in particular, Bitcoin …

The WHO Commission on the Social Determinants of Health set out an impressive collection
of policy proposals on the social determinants of health. However, a serious weakness for …

Some studies have argued that monetary policy affects stock market performance over
monthly or quarterly horizons, which has important implications for both investors and …

This paper identifies a subset of emerging markets that have higher than average expected
returns and studies risk properties of this subset by investment simulations. It is found that:(1) …

Do institutions help explain macroeconomic performance? This article addresses two
issues. First, especially given the practical implications of the literature, measurement of …

The literature on anomalies in developed stock markets produces no consensus on
specification. This study uses extreme bound analysis (EBA) to evaluate the robustness of …

To better explain the connection between hedge funds and sovereign risk in the Eurozone
and to shed light on hedge fund dynamics relative to the surge in sovereign spreads, the …

One of the best-known and largest hedge fund failures was the 2006 failure of Amaranth
Advisors, LLC. The authors use detailed, trader-level data to examine the role of speculators …