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Interactions between housing market and stock market in the United States : a Markov switching approach
Chiang, Ming-Chu; Sing, Tien-foo; Wang, Long - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 552-571
Persistent link: https://www.econbiz.de/10012414465
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Testing integration effects between the CEE and U.S. stock markets during the 2007-2009 Global Financial Crisis
Olbryś, Joanna; Majewska, Elżbieta - In: Folia oeconomica Stetinensia : FOS 15 (2015) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10011625501
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Public reaction to stock market volatility : evidence from the ATUS
Payne, Patrick; Browning, Chris; Kalenkoski, Charlene - In: Applied economics letters 23 (2016) 16/18, pp. 1197-1200
Persistent link: https://www.econbiz.de/10011701845
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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Do ETFs increase volatility?
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2014
Persistent link: https://www.econbiz.de/10010360081
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2014
Persistent link: https://www.econbiz.de/10010239958
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Stock liquidity and corporate cash holdings
Nyborg, Kjell G.; Wang, Zexi - 2013
Persistent link: https://www.econbiz.de/10009784719
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Regression discontinuity and the price effects of stock market indexing
Chang, Yen-cheng; Hong, Harrison G.; Liskovich, Inessa - 2013
Persistent link: https://www.econbiz.de/10009788196
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2013
Across numerous asset classes, momentum strategies have historically generated high Sharpe ratios and strong positive alphas relative to standard asset pricing models. However, the returns to momentum strategies are negatively skewed: they experience infrequent but strong and persistent strings...
Persistent link: https://www.econbiz.de/10010257503