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Applied economics letters
International journal of forecasting
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ECONIS (ZBW)
485
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1
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
Saved in:
2
Intraday return and order imbalance relation in NASDAQ speculative new highs
Su, Yong-chern
;
Tseng, Weiling
;
Chen, Peiwen
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 863-869
Persistent link: https://www.econbiz.de/10003855349
Saved in:
3
Bitcoins as an investment or speculative vehicle? : a first look
Baek, C.
;
Elbeck, Matthew A.
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 30-34
Persistent link: https://www.econbiz.de/10010482094
Saved in:
4
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
Saved in:
5
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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6
Identifying periods of market inefficiency for return predictability
Mitra, Subrata Kumar
;
Chattopadhyay, Manojit
;
Charan, …
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 668-671
Persistent link: https://www.econbiz.de/10011714120
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7
A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.
;
Pantou, G.
;
Nikolopoulos, K.
;
Pagourtzi, E.
; …
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
Saved in:
8
Does the day-of-the-week effect on volatility improve the volatility forecasts?
Charles, Amélie
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 257-262
Persistent link: https://www.econbiz.de/10003946570
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9
Predictive content of the stock market for output revisited
Bondt, Gabe J. de
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1289-1294
Persistent link: https://www.econbiz.de/10003894129
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10
Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
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