scispace - formally typeset
Search or ask a question
Topic

Stock (geology)

About: Stock (geology) is a research topic. Over the lifetime, 31009 publications have been published within this topic receiving 783542 citations.


Papers
More filters
Journal ArticleDOI
TL;DR: This paper showed that stocks with higher ES ratings have significantly higher returns, lower return volatility, and higher operating profit margins during the COVID-19 pandemic and the subsequent lockdown brought about an exogenous and unparalleled stock market crash The crisis thus provides a unique opportunity to test theories of environmental and social policies.
Abstract: The COVID-19 pandemic and the subsequent lockdown brought about an exogenous and unparalleled stock market crash The crisis thus provides a unique opportunity to test theories of environmental and social (ES) policies This paper shows that stocks with higher ES ratings have significantly higher returns, lower return volatility, and higher operating profit margins during the first quarter of 2020 ES firms with higher advertising expenditures experience higher stock returns, and stocks held by more ES-oriented investors experience less return volatility during the crash This paper highlights the importance of customer and investor loyalty to the resiliency of ES stocks

385 citations

01 Jan 1998
TL;DR: In this paper, the probability distribution of stock price changes is studied by analyzing a database (the Trades and Quotes Database) documenting every trade for all stocks in three major US stock markets, for the two year period January 1994 { December 1995.
Abstract: The probability distribution of stock price changes is studied by analyzing a database (the Trades and Quotes Database) documenting every trade for all stocks in three major US stock markets, for the two year period January 1994 { December 1995. A sample of 40 million data points is extracted, which is substantially larger than studied hitherto. We nd an asymptotic power-law behavior for the cumulative distribution with an exponent3, well outside the L evy regime (0 << 2). PACS. 89.90.+n Other areas of general interest to physicists

384 citations

Posted Content
TL;DR: This article decompose the squared VIX index, derived from US SP options prices, into the conditional variance of stock returns and the equity variance premium, and then examine the predictive power of the VIX and its two components for stock market returns, economic activity and financial instability.
Abstract: We decompose the squared VIX index, derived from US SP options prices, into the conditional variance of stock returns and the equity variance premium We evaluate a plethora of state-of-the-art volatility forecasting models to produce an accurate measure of the conditional variance We then examine the predictive power of the VIX and its two components for stock market returns, economic activity and financial instability The variance premium predicts stock returns while the conditional stock market variance predicts economic activity and has a relatively higher predictive power for financial instability than does the variance premium JEL Classification: C22, C52, G12, E32

384 citations

Journal ArticleDOI
TL;DR: In this paper, the authors used an event study approach to empirically study the market performance and response trends of Chinese industries to the COVID-19 pandemic and found that transportation,...
Abstract: In this article, we use an event study approach to empirically study the market performance and response trends of Chinese industries to the COVID-19 pandemic. The study found that transportation, ...

382 citations

Journal ArticleDOI
TL;DR: In this paper, the authors investigated whether geographic variation in religion-induced gambling norms affects aggregate market outcomes and found that gambling propensity would be stronger in regions with higher concentrations of Catholics relative to Protestants.

381 citations


Network Information
Related Topics (5)
Volatility (finance)
38.2K papers, 979.1K citations
83% related
Portfolio
45K papers, 979.1K citations
83% related
Stock market
44K papers, 1M citations
82% related
Interest rate
47K papers, 1M citations
81% related
Earnings
39.1K papers, 1.4M citations
80% related
Performance
Metrics
No. of papers in the topic in previous years
YearPapers
202237
20211,825
20201,882
20191,697
20181,539
20171,706