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Sources of return in the index futures markets

Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71

The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...

Persistent link: https://www.econbiz.de/10009244093

Limited attention of individual investors and stock performance : evidence from the ChiNext market

Zhang, Bing; Wang, Yudong - In: Economic modelling 50 (2015), pp. 94-104

Persistent link: https://www.econbiz.de/10011439953

When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models

Badunkenko, Oleg; Kumbhakar, Subal - In: European journal of operational research : EJOR 255 (2016) 1, pp. 272-287

Persistent link: https://www.econbiz.de/10011530868

Estimation of firm performance from a MIMIC model

Chaudhuri, Kausik; Kumbhakar, Subal; Sundaram, Lavanya - In: European journal of operational research : EJOR 255 (2016) 1, pp. 298-307

Persistent link: https://www.econbiz.de/10011530871

Forecasting excess stock returns with crude oil market data

Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324

Persistent link: https://www.econbiz.de/10011533825

Investor attention and oil market volatility : does economic policy uncertainty matter?

Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820025

Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

How does corporate investment react to oil prices changes? : evidence from China

Wu, Xi; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820829

Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 72 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012801522

What drives the January seasonality in the illiquidity premium? : evidence from international stock markets

Zaremba, Adam; Cakici, Nusret - In: The journal of investment strategies 10 (2021) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10012805362

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