This paper proposes a novel integrated approach combining structural vector
autoregression model, impulse response function with event study to examine the …

This paper examines the asymmetric effect of overconfidence on the contagion of crises in
developed and emerging markets, using the NARDL model, for the period from January …

Excessive trading patterns refers to a tendency of trading more than what is usually seen as
rational, due to accompanied transaction costs, reducing the profits. It is one of the most well …