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Firm size, book-to-market ratio and the macroeconomic environment : theory and test
Mossman, Charles E.
;
Rakhmayil, Sergiy
- In:
Applied economics
43
(
2011
)
19/21
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pp. 2417-2431
Persistent link: https://www.econbiz.de/10009379723
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Private information of the Fed and predictability of stock returns
Tas, Bedri Kamil Onur
- In:
Applied economics
43
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2011
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19/21
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pp. 2381-2398
Persistent link: https://www.econbiz.de/10009379729
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Oil prices and UK industry-level stock returns
Xu, Bing
- In:
Applied economics
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2015
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pp. 2608-2627
Persistent link: https://www.econbiz.de/10010519651
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
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2014
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7/9
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pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Applied economics
48
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2016
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1/3
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pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
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Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
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pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
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pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
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Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen
;
Xiao, Shisong
;
Ma, Zonggang
- In:
Applied economics
50
(
2018
)
50
,
pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
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Return predictability in emerging equity market sectors
Shynkevich, Andrei
- In:
Applied economics
49
(
2017
)
5
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pp. 433-445
Persistent link: https://www.econbiz.de/10011810671
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Predicting stock return correlations with brief company descriptions
Ibriyamova, Feriha
;
Kogan, Samuel
;
Salganik-Shosahn, Galla
- In:
Applied economics
51
(
2019
)
1
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pp. 88-102
Persistent link: https://www.econbiz.de/10012160089
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