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Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
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Risk-return trade-off, information diffusion, and U.S. stock market predictability
Xie, Haibin; Wang, Shouyang - In: International journal of financial engineering 2 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011493115
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Revisiting the price effect in US stocks
Geertsema, Paul; Lu, Helen - In: Finance research letters 30 (2019), pp. 139-144
Persistent link: https://www.econbiz.de/10012420322
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A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
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Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
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Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
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Evaporating liquidity
Nagel, Stefan - 2012
Persistent link: https://www.econbiz.de/10009502427
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Reuters sentiment and stock returns
Uhl, Matthias W. - 2011
We examine the statistical power of fundamental and behavioural factors with regards to stock returns of the Dow Jones Industrials Index. With a novel sentiment dataset from over 3.6 million Reuters news articles, we find significant correlations between Reuters sentiment and stock returns. We...
Persistent link: https://www.econbiz.de/10009303761
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256