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An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus - In: Applied economics letters 20 (2013) 7/9, pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
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Does long-term disequilibrium in stock price predict future returns?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 753-767
Persistent link: https://www.econbiz.de/10010246376
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The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
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Another look at value and momentum : volatility spillovers
Grobys, Klaus; Vähämaa, Sami - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
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Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus - In: Applied economics letters 23 (2016) 7/9, pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
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Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 261-289
Persistent link: https://www.econbiz.de/10011588318
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Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.; Louca, Christodoulos; Savva, … - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
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Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method
Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476
Persistent link: https://www.econbiz.de/10011854926
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Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He; Jiang, Yonghong; Yang, Baoqing - In: Applied economics letters 25 (2018) 11, pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725