This study examines whether environmental, social, and governance (ESG) disclos
This study evaluates naïve and advanced prediction models when applied to style rotation strategi
The paper investigates seasonal effects in seventeen indices on nine African stock markets using reg
Background: The challenge of forecasting stock prices in the capital markets of developing countries
Stock data offers invaluable insights into the world of finance. It encourages investment and saving
This paper analyzes volatility models and their risk forecasting abilities with the p