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Open access
2026
Post-Covid Dynamics: An Empirical Analysis of Correlation Between Gold Prices and Indian Stock Market Indices
The COVID-19 pandemic has greatly influenced international commerce, including the stock market in India as well as commodity markets such as gold. Although gold has always been considered a safe-haven option during uncertain times, investors have faced both advantages and challenges with gold during the Covid period....
P. Agrawal, Shreya Singh, Shubham Goenka
· International Journal of Man... · 0 citations
Open access
Aug 2026
Costs, Growth and Performance Persistence in Hungarian Equity Mutual Funds: A Quantile Panel Analysis
The value-creation capacity of active asset management remains one of the most debated issues within modern portfolio theory. While the relationship between costs and performance is typically negative in developed markets, in smaller and less liquid markets—where information asymmetry is more pronounced—higher fees may...
László Vancsura, Tibor Tatay, Tivadar Zakár et al.
· Economies · 0 citations
Open access
Jul 2026
Hedges and safe havens: an examination of gold and African equity markets
Using a quantile-on-quantile regression (QQR) methodology, the study investigates the relationship between gold prices and selected African equity markets under various conditions. It tries to find out if the short-, medium-, and long-term links between gold and stock returns change with frequency and are uneven across...
K. Frimpong, Frimpong Siaw
· Future Business Journal · 0 citations
Open access
Aug 2026
Capital Asset Pricing Model (CAPM) and Indian Stock Market: A Study of Relationship between Systematic Risk and Expected Returns
This paper looks at the suitability of CAPM in Indian stock market by evaluating relationship between systematic risk and anticipated returns of the chosen stocks that are listed on Bombay Stock Exchange (BSE). Study uses a sample of leading 30 companies in the index of BSE Sensex among 2019-2025 to analyze the associa...
Jivesh Nandan, Srijan Anant, S. Singh et al.
· International journal of com... · 0 citations
Open access
2026
Improved Model of Capital Assets Pricing on Basis of Disorder Principals
This study examines and develops an enhanced Capital Asset Pricing Model (CAPM) based on anomaly factors. The proposed model aims to analyze the relationship between financial risk and the expected rate of return on assets in the capital market. The research is applied and quantitative in nature, adopting a correlation...
Seyed Saeid Sefidgaran, Mohamad Ali Aghaie, Meysam Arabzadeh et al.
· Economics and Financial Poli... · 0 citations
Open access
Aug 2026
Dissecting Anomalies in Conditional Asset Pricing
This paper introduces a novel methodology for analyzing anomalies in conditional asset pricing models with time-varying risk exposures and premia. Our approach extends the conventional two-pass methodology to include both ordinary and weighted least-squares estimation in a conditional setting. We establish closed-for...
Valentina Raponi, P. Zaffaroni
· Management Sciences · 0 citations