Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar; Barunik, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Cover Image
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen; Kok Haur Ng; Thanakorn … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Cover Image
The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Cover Image
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
Cover Image
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
Cover Image
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca; Viroli, Cinzia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011705723