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Assessing the impact of energy-related uncertainty on G20 stock market returns : a decomposed contemporaneous and lagged R2 connectedness approach
Li, Hailing; Yang, Yimin; Zhang, Hua - In: Energy economics 132 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015047706
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Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
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Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang; Wu, Haifeng; Ma, Yu - In: Energy economics 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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Long range dependence in Stock market returns
Christodoulou-Volos, Christos; Siokis, Fotios M. - In: Applied financial economics 16 (2006) 18, pp. 1331-1338
Persistent link: https://www.econbiz.de/10003397226
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Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
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The financial structure of nonlisted firms
Hol, Suzan; Wijst, Nico van der - In: Applied financial economics 18 (2008) 7/9, pp. 559-568
Persistent link: https://www.econbiz.de/10003739220
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Time-variation in the value premium and the CAPM : evidence from European markets
Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914
Many previous studies document a robust premium for value versus growth stocks in international markets. We show that this premium is driven by few years where High Minus Low (HML) returns are high and significant. For instance, for 12 European markets the HML return is statistically...
Persistent link: https://www.econbiz.de/10003921102
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The impact of mandatory IFRS adoption on the earnings–returns relation
Kang, Wensheng - In: Applied financial economics 23 (2013) 13/15, pp. 1137-1143
Persistent link: https://www.econbiz.de/10010204795