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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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International stock return predictability : on the role of the United States in bad and good times
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 10/12, pp. 771-773
Persistent link: https://www.econbiz.de/10011714201
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Variability of realized stock returns and trading volume
Dodonova, Anna - In: Applied economics letters 23 (2016) 7/9, pp. 674-677
Persistent link: https://www.econbiz.de/10011628325
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Does online investor sentiment impact stock returns? : evidence from the Chinese stock market
Lv, Yanzhao; Piao, Jingzhe; Li, Boning; Yang, Meijuan - In: Applied economics letters 29 (2022) 15, pp. 1434-1438
Persistent link: https://www.econbiz.de/10013412199
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Investor sentiment, stock returns, and the dependence between their quantiles : evidence from G7 countries
Anh Tram Luong; Thai Hong Le; Thanh Trung Le; Hai Nam Nguyen - In: Applied economics letters 31 (2024) 16, pp. 1578-1583
Persistent link: https://www.econbiz.de/10015075523