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~isPartOf:"Journal of banking & finance"
~subject:"Oil price"
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Search: subject_exact:"Abnormal return"
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Oil price
Stock market
Capital market returns
46
Kapitalmarktrendite
46
Capital income
39
Kapitaleinkommen
39
Börsenkurs
25
Share price
25
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22
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22
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16
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16
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14
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14
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12
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11
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Cross-section of stock returns
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Wang, Yudong
2
Angelidis, Timotheos
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Beilo, Robbert
1
Christoffersen, Peter F.
1
Conlon, Thomas
1
Cotter, John
1
DeLisle, R. Jared
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Delatte, Anne-Laure
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Driessen, Joost
1
Eyiah-Donkor, Emmanuel
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Ferguson, Michael F.
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Guo, Hui
1
Jiang, Kunliang
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Jiang, Xiaowen
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Kassa, Haimanot
1
Kuiper, Ivo Theodorus Jacqueline
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Li, Weiping
1
Li, Yan
1
Liu, Li
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Londono, Juan M.
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Lopez, Claude
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Luu, Mong Ngoc
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Lyon, John D.
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Nazlıben, Kamil Korhan
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Pan, Xuhui
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Rey, Clément
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Rey, Serge
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Sakkas, Athanasios
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Wu, Chongfeng
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Ye, Wuyi
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Zaynutdinova, Gulnara R.
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Economic modelling
Journal of banking & finance
Energy economics
24
Finance research letters
16
International review of financial analysis
12
Applied economics
11
Journal of international financial markets, institutions & money
11
Discussion paper / Centre for Economic Policy Research
10
International Journal of Energy Economics and Policy : IJEEP
9
Pacific-Basin finance journal
9
Emerging markets, finance and trade : EMFT
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NBER working paper series
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International review of economics & finance : IREF
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NBER Working Paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of investing
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The review of financial studies
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific journal of financial studies
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Australian journal of management
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Financial innovation : FIN
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HEC Paris research paper series
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ECONIS (ZBW)
15
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1
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
Saved in:
2
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
Firm-specific investor sentiment for the Chinese stock market
Li, Yan
;
Li, Weiping
- In:
Economic modelling
97
(
2021
),
pp. 231-246
Persistent link: https://www.econbiz.de/10012793415
Saved in:
5
Hazard stocks and expected returns
DeLisle, R. Jared
;
Ferguson, Michael F.
;
Kassa, Haimanot
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
Saved in:
6
Aggregate distress risk and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
7
Oil price increases and the predictability of equity premium
Wang, Yudong
;
Pan, Zhiyuan
;
Liu, Li
;
Wu, Chongfeng
- In:
Journal of banking & finance
102
(
2019
),
pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
Saved in:
8
Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
9
Bad bad contagion
Londono, Juan M.
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224755
Saved in:
10
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
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