This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

We extend earlier studies and present new evidence on the benefits of adding precious
metals to US equity portfolios. We report five major findings related to the potential benefits …

This study investigates the association between overnight and daytime-trading session
returns in US equity markets over the last 14 years and interprets it using the overreaction …

This paper examines the performance of different sector rotation strategies for the US and
European market spanning the period 1999–2019. By utilising three different strategies, we …

Financial assets exhibit dependence structures, ie, movements of their prices or returns
show various correlations. Knowledge of assets' price dependencies can help investors to …

This study examines the multiscale links between economic policy uncertainty (EPU) and
sectoral stock returns in China, India, the UK, and the US. We find that the impact of …

Cochrane and Piazzesi [Cochrane, JH, Piazzesi, M., 2005. Bond risk premia. American
Economic Review 95, 138–160] use forward rates to forecast future bond returns. We extend …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

In this paper, we investigate the risk-adjusted performance of US sector portfolios and sector
rotation strategy using the alphas from the Fama–French five-factor model. We find that five …

Project complexity is usually considered as one of the main causes of cost overruns,
resulting in poor performance and thus project failure. However, empirical studies focused …