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Heterogeneous investor attention and post earnings announcement drift : evidence from China
Chen, Xing; Diao, Xundi; Wu, Chongfeng - In: Economic modelling 110 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013348263
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Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei; Song, Wuqi; Dong, Minyi - In: Economic modelling 128 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
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Impact of investor trust on public firms' stock price efficiency and cost of capital : insights from a firm-level measure for investor trust
Lin, Lin; Ngou Teng Pun; Sun, Ping-Wen - In: Economic modelling 138 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014549242
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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How do central banks react to wealth composition and asset prices?
Sousa, Ricardo M.; Castro, Vítor - In: Economic modelling 29 (2012) 3, pp. 641-653
Persistent link: https://www.econbiz.de/10009544866
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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Modelling stock return volatility dynamics in selected African markets
King, Daniel; Botha, Ferdi - In: Economic modelling 45 (2015), pp. 50-73
Persistent link: https://www.econbiz.de/10011334173
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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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Bull, bear or any other states in US stock market?
Jiang, Yu; Fang, Xianming - In: Economic modelling 44 (2015), pp. 54-58
Persistent link: https://www.econbiz.de/10011326294
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Common persistence in conditional variance : a reconsideration
Li, Chang-shuai - In: Economic modelling 29 (2012) 5, pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096