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Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Applied economics 56 (2024) 37, pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
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Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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The COVID-19 pandemic and ethical stock markets : further evidence of moral shock
Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi - In: Applied economics 54 (2022) 42, pp. 4874-4885
Persistent link: https://www.econbiz.de/10013411051
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Time-series residual momentum strategies
Kim, Saejoon - In: Applied economics 54 (2022) 5, pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
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The influence of Taiwan's stock market on Bitcoin's price under Taiwan's monetary policy threshold
Yang, Lori Tzu-Yi - In: Applied economics 52 (2020) 45, pp. 4967-4975
Persistent link: https://www.econbiz.de/10012306523
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Profit persistence and stock returns
Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
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ETFs and information asymmetry of underlying securities : evidence on the volume-conditioned return autocorrelation
Kang, Moonsoo - In: Applied economics 55 (2023) 46, pp. 5434-5450
Persistent link: https://www.econbiz.de/10014335213
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Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773
Persistent link: https://www.econbiz.de/10011847162
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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Applied economics 48 (2016) 55/57, pp. 5329-5339
Persistent link: https://www.econbiz.de/10011742064