Pub Date : 2024-01-04DOI: 10.1007/s12197-023-09657-4
L. Gil‐Alana, E. Abakah, N. Carmona-González, A. Tiwari
{"title":"Consumer sentiments across G7 and BRICS economies: Are they related?","authors":"L. Gil‐Alana, E. Abakah, N. Carmona-González, A. Tiwari","doi":"10.1007/s12197-023-09657-4","DOIUrl":"https://doi.org/10.1007/s12197-023-09657-4","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"50 17","pages":"1-22"},"PeriodicalIF":0.0,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139385800","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-03DOI: 10.1007/s12197-023-09652-9
Beatrice Bertelli, C. Torricelli
{"title":"The trade-off between ESG screening and portfolio diversification in the short and in the long run","authors":"Beatrice Bertelli, C. Torricelli","doi":"10.1007/s12197-023-09652-9","DOIUrl":"https://doi.org/10.1007/s12197-023-09652-9","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"141 8","pages":"1-25"},"PeriodicalIF":0.0,"publicationDate":"2024-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139387530","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-20DOI: 10.1007/s12197-023-09655-6
Walid Mensi, Anoop S. Kumar, X. Vo, Sang Hoon Kang
{"title":"Asymmetric multifractality and dynamic efficiency in DeFi markets","authors":"Walid Mensi, Anoop S. Kumar, X. Vo, Sang Hoon Kang","doi":"10.1007/s12197-023-09655-6","DOIUrl":"https://doi.org/10.1007/s12197-023-09655-6","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"12 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139168884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-11DOI: 10.1007/s12197-023-09656-5
Kevin Krieger, Justin Davis
{"title":"Examining the impact of visibility on market efficiency: lessons from movement in NFL betting lines","authors":"Kevin Krieger, Justin Davis","doi":"10.1007/s12197-023-09656-5","DOIUrl":"https://doi.org/10.1007/s12197-023-09656-5","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"26 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138981208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-27DOI: 10.1007/s12197-023-09653-8
Yixi Ning, Sean Yang, Zhiwen Xiao
{"title":"Manager sentiment, stock return, and the evolving information environment in post-IPO firms","authors":"Yixi Ning, Sean Yang, Zhiwen Xiao","doi":"10.1007/s12197-023-09653-8","DOIUrl":"https://doi.org/10.1007/s12197-023-09653-8","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"355 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139234164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-07DOI: 10.1007/s12197-023-09651-w
Kyle D. Allen, Ahmed Baig, Drew B. Winters
{"title":"The response of money market fund investors and managers to government shutdowns","authors":"Kyle D. Allen, Ahmed Baig, Drew B. Winters","doi":"10.1007/s12197-023-09651-w","DOIUrl":"https://doi.org/10.1007/s12197-023-09651-w","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"56 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135476478","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-03DOI: 10.1007/s12197-023-09650-x
In Jung Song, Inhyuck “Steve” Ha, Won Fy Lee, Minjung Choi
{"title":"An examination of the impact of health insurance enrollment in reducing racial health disparities","authors":"In Jung Song, Inhyuck “Steve” Ha, Won Fy Lee, Minjung Choi","doi":"10.1007/s12197-023-09650-x","DOIUrl":"https://doi.org/10.1007/s12197-023-09650-x","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"11 21","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135818358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-27DOI: 10.1007/s12197-023-09648-5
Claire Greene, Oz Shy
{"title":"Unbanked consumers and how they pay","authors":"Claire Greene, Oz Shy","doi":"10.1007/s12197-023-09648-5","DOIUrl":"https://doi.org/10.1007/s12197-023-09648-5","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"71 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136235262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-27DOI: 10.1007/s12197-023-09649-4
Brian Du, Alejandro Serrano, Andre C. Vianna
{"title":"Are stock and option trades substitutes or complements? evidence from the 2008 short-sale ban","authors":"Brian Du, Alejandro Serrano, Andre C. Vianna","doi":"10.1007/s12197-023-09649-4","DOIUrl":"https://doi.org/10.1007/s12197-023-09649-4","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"193 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136262154","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-23DOI: 10.1007/s12197-023-09646-7
Jörg Döpke, Tim Köhler, Lars Tegtmeier
Abstract ‘Fantasy Sports’ - an internet-based game in which participants chose virtual teams of real professional athletes - has recently gained in popularity. Various firms provide projections regarding athletes’ future performance to help participants choose their virtual teams. We evaluate such forecasts based on 1658 projections regarding NBA basketball of four selected projection providers that were collected in February 2022. We calculate standard measures of forecast quality and find that the use of professional forecasts reduces the errors made in naïve forecasts, but only to a moderate extent. Applying regression-based tests of forecast efficiency, we find that the predictions are inefficient and, in some cases, even biased. Third, pairwise comparisons of the accuracy of the providers suggest notable differences among such providers in the short run. We use a simple optimization algorithm to choose a virtual team for each match day and feed it with the forecasts of the providers. Subsequently, we rank the providers according to the score obtained by these teams. We find small, although in one case significant, long-run differences between the providers, among whom each provides better accuracy than that of a naïve projection based on these athletes’ past performances. Finally, we simulate one-on-one competition among various forecast providers to ascertain the long-term profitability of their services. Given the small magnitude of the detected differences, our results, in brief, raise doubts as to whether the forecasts provided are worth the money.
{"title":"Are they worth it? – An evaluation of predictions for NBA ‘Fantasy Sports’","authors":"Jörg Döpke, Tim Köhler, Lars Tegtmeier","doi":"10.1007/s12197-023-09646-7","DOIUrl":"https://doi.org/10.1007/s12197-023-09646-7","url":null,"abstract":"Abstract ‘Fantasy Sports’ - an internet-based game in which participants chose virtual teams of real professional athletes - has recently gained in popularity. Various firms provide projections regarding athletes’ future performance to help participants choose their virtual teams. We evaluate such forecasts based on 1658 projections regarding NBA basketball of four selected projection providers that were collected in February 2022. We calculate standard measures of forecast quality and find that the use of professional forecasts reduces the errors made in naïve forecasts, but only to a moderate extent. Applying regression-based tests of forecast efficiency, we find that the predictions are inefficient and, in some cases, even biased. Third, pairwise comparisons of the accuracy of the providers suggest notable differences among such providers in the short run. We use a simple optimization algorithm to choose a virtual team for each match day and feed it with the forecasts of the providers. Subsequently, we rank the providers according to the score obtained by these teams. We find small, although in one case significant, long-run differences between the providers, among whom each provides better accuracy than that of a naïve projection based on these athletes’ past performances. Finally, we simulate one-on-one competition among various forecast providers to ascertain the long-term profitability of their services. Given the small magnitude of the detected differences, our results, in brief, raise doubts as to whether the forecasts provided are worth the money.","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135412790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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