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Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
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Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
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Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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Oil prices and UK industry-level stock returns
Xu, Bing - In: Applied economics 47 (2015) 25/27, pp. 2608-2627
Persistent link: https://www.econbiz.de/10010519651
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Applied economics 55 (2023) 56, pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
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Quantile dependence between investor attention and cryptocurrency returns : evidence from time and frequency domain analyses
Su, Xianfang; Zhan, Wenqiang; Li, Yong - In: Applied economics 53 (2021) 55, pp. 6439-6471
Persistent link: https://www.econbiz.de/10012697921
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Short term response of Chinese stock markets to the outbreak of COVID-19
Liu, Haiyue; Wang, Yile; He, Dongmei; Wang, Changyu - In: Applied economics 52 (2020) 53, pp. 5859-5872
Persistent link: https://www.econbiz.de/10012308335
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Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir; Shehzad, Choudhry Tanveer; Umar, Zaghum - In: Applied economics 51 (2019) 15, pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579