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Cross-sectional stock return analysis using support vector regression

Liu, Jie; Hu, Zaixia; Tan, Shaohua - In: Applied economics letters 17 (2010) 1/3, pp. 71-74

Persistent link: https://www.econbiz.de/10003946039

Does speculation Granger cause return in Chinese commodity markets?

Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297

Persistent link: https://www.econbiz.de/10011430469

Measuring alpha in the fund management industry : do female managers perform better?

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013

. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently …. However, perverse market timing manifests itself mainly in female managed funds and in the left tail of the returns …

Persistent link: https://www.econbiz.de/10009752997

Revisiting the question : does corporate headquarters location matter for stock returns?

Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508

Persistent link: https://www.econbiz.de/10009232940

Is there a pattern in how COVID-19 has affected Australia’s stock returns?

Narayan, Paresh Kumar; Gong, Qiang; Ali Ahmed, Huson Joher - In: Applied economics letters 29 (2022) 3, pp. 179-182

Persistent link: https://www.econbiz.de/10012803472

Is It worth it? : on the returns to holding political office

Berg, Heléne - 2018

This paper estimate causal effects of being elected in a local election on monetary returns. The claim for causality can be made thanks to a research design where the income of some candidate who just barely won a seat is compared to that of some other candidate who was close to winning a seat...

Persistent link: https://www.econbiz.de/10011942829

Building growth and value hybrid valuation model with errors-in-variables regression

Kong, Derick; Lin, Cheng-Ping; Yeh, I.-Cheng; Chang, Wei - In: Applied economics letters 26 (2019) 5, pp. 370-386

Persistent link: https://www.econbiz.de/10012204216

Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach

Floro, Danvee - In: Applied economics letters 25 (2018) 17, pp. 1255-1260

Persistent link: https://www.econbiz.de/10012135374

Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?

Auer, Benjamin R.; Rottmann, Horst - 2018

significantly decreased exploitable returns of capital market anomalies in the US. Using a novel international dataset of arbitrage … between anomalies in market returns and liquidity. Thus, this proxy of arbitrage activity does not appear to be a key factor …

Persistent link: https://www.econbiz.de/10011897589

Nonlinear causality relationship between stock and real-estate returns in PIGS countries : wealth effect or credit-price effect

Lou, Tienwei - In: Applied economics letters 24 (2017) 10/12, pp. 736-741

Persistent link: https://www.econbiz.de/10011714177