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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg; Sutter, Daniel - In: Applied economics letters 31 (2024) 2, pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
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Threshold cointegration and nonlinear adjustment between stock prices and dividends
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied economics letters 17 (2010) 4/6, pp. 405-410
Persistent link: https://www.econbiz.de/10003979504
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Testing for linear and nonlinear granger causality in the stock price-volume relation : Korean evidence
Silvapulle, Paramsothy; Choi, Jong-seo - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001433858
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Analysts and sentiment : a causality study
Kaplanski, Guy; Levy, Haim - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 315-327
Persistent link: https://www.econbiz.de/10011792067
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Conditional heteroskedasticity adjusted market model and an event study
Corhay, Albert - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 529-538
Persistent link: https://www.econbiz.de/10001214224
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Low and high frequency macroeconomic forces in asset pricing
Bjornson, Bruce; Kim, Hong Shik; Lee, Kiseok - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 77-100
Persistent link: https://www.econbiz.de/10001433862
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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
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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