Similar Search Results - EconBiz

The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry

Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 24 (2017) 1/3, pp. 45-48

Persistent link: https://www.econbiz.de/10011703810

Terrorism, investor sentiment, and stock market reaction : evidence from the British and the French markets

Arfaoui, Nadia; Naoui, Kamel - In: Finance research letters 46 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013342660

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

Del Negro, Marco - 2005

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks there is substantial dispersion in these exposures, which is partly explained by...

Persistent link: https://www.econbiz.de/10014400963

Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators

Wu, Shue-Jen; Lee, Wei-Ming - In: Finance research letters 13 (2015), pp. 196-204

Persistent link: https://www.econbiz.de/10011552511

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

Time-varying expected returns : evidence from the United States and the United Kingdom

Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416

Persistent link: https://www.econbiz.de/10009630715

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach

Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485169

Bank excess returns and unconventional monetary policy

Yu, Sherry X. - In: Applied economics letters 26 (2019) 13, pp. 1067-1071

Persistent link: https://www.econbiz.de/10012204548

Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets

Huang, Wei-Qiang; Liu, Peipei - In: Applied economics letters 29 (2022) 9, pp. 780-784

Persistent link: https://www.econbiz.de/10013411772

Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?

Naifar, Nader - In: Applied economics letters 30 (2023) 7, pp. 875-883

Persistent link: https://www.econbiz.de/10014303590

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