{"title":"Analyzing and Explaining the Forecasting Bias that Occurred on Initial Public Offerings that Took Place in Brazil","authors":"Estevao Seccatto Rocha, Anderson Dias Brito","doi":"10.12691/jfe-12-3-2","DOIUrl":"https://doi.org/10.12691/jfe-12-3-2","url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":" 6","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141830641","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}
{"title":"Research about Influencing Factors of Volunteer Stay Intention in Charity Organizations in East Asian Countries","authors":"Chih-Hsing Hung, Wen-Pin Huang","doi":"10.12691/jfe-12-2-3","DOIUrl":"https://doi.org/10.12691/jfe-12-2-3","url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":"123 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140669669","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}
{"title":"Major Factors Affecting Shanghai Shipping Freight Rates during the Covid-19 Pandemic: Inspecting and Ranking by Grey Relational Analysis","authors":"Hsiang-Hsi Liu, Fu-Hsiang Kuo, Guan-Ting Liu","doi":"10.12691/jfe-12-2-2","DOIUrl":"https://doi.org/10.12691/jfe-12-2-2","url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":" 7","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140382227","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}
In the last two decades there has been a significant increase in obesity in the United States of America. In this study, we examine the performance of firms directly related to the obesity trend; fast food restaurants such as McDonalds, soft drink companies such as the Coca-Cola company, and candy manufacturers such as the Hershey’s company. Particularly, we examine the risk-return profiles as well as the Buy-and-Hold Abnormal Returns (BHAR) of these stocks in relation to the economic cycle. We find that junk foods’ stocks have higher monthly returns and are riskier than the average stock. Additionally, junk foods’ stocks report positive abnormal returns, and this return is higher during economic recessions. However, we also find a decline in Sharpe ratios of junk foods’ stocks during recessions, indicating that Junk foods’ stocks offer lower risk-adjusted returns during recessions.
{"title":"Obesity Related Stocks Risk and Return","authors":"Frederick Adjei, M. Adjei","doi":"10.12691/jfe-12-2-1","DOIUrl":"https://doi.org/10.12691/jfe-12-2-1","url":null,"abstract":"In the last two decades there has been a significant increase in obesity in the United States of America. In this study, we examine the performance of firms directly related to the obesity trend; fast food restaurants such as McDonalds, soft drink companies such as the Coca-Cola company, and candy manufacturers such as the Hershey’s company. Particularly, we examine the risk-return profiles as well as the Buy-and-Hold Abnormal Returns (BHAR) of these stocks in relation to the economic cycle. We find that junk foods’ stocks have higher monthly returns and are riskier than the average stock. Additionally, junk foods’ stocks report positive abnormal returns, and this return is higher during economic recessions. However, we also find a decline in Sharpe ratios of junk foods’ stocks during recessions, indicating that Junk foods’ stocks offer lower risk-adjusted returns during recessions.","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":"14 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140265808","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}
{"title":"Univariate and Multivariate Volatility Models for Portfolio Value at Risk","authors":"Jingyi Xiao, Siqi Mao, Xufeng Niu, Yixin Kang","doi":"10.12691/jfe-12-1-1","DOIUrl":"https://doi.org/10.12691/jfe-12-1-1","url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":"10 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139893313","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}
{"title":"Univariate and Multivariate Volatility Models for Portfolio Value at Risk","authors":"Jingyi Xiao, Siqi Mao, Xufeng Niu, Yixin Kang","doi":"10.12691/jfe-12-1-1","DOIUrl":"https://doi.org/10.12691/jfe-12-1-1","url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":"14 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139897123","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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