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London vs. Leipzig : price discovery of carbon futures during Phase III of the ETS
Stefan, Martin; Wellenreuther, Claudia - In: Economics letters 188 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012227862
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Testing for explosive bubbles in the presence of non-Gaussian conditions
Feng, Hao - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506229
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Demographic structure and stock prices
Jamal, A. M. M.; Quayes, Shakil - In: Economics letters 84 (2004) 2, pp. 211-215
Persistent link: https://www.econbiz.de/10002116248
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Stock prices-inflation puzzle and the predictability of stock market returns
Boucher, Christophe - In: Economics letters 90 (2006) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10003275848
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Predicting Markov volatility switches using monetary policy variables
Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 95 (2007) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
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Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns
Boucher, Christophe - In: Economics letters 95 (2007) 3, pp. 339-347
Persistent link: https://www.econbiz.de/10003476261
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Does budget deficit lower equity prices in USA?
Quayes, Shakil - In: Economics letters 107 (2010) 2, pp. 155-157
Persistent link: https://www.econbiz.de/10003991900
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Stock prices and demographic structure : a cointegration approach
Bae, Youngsoo - In: Economics letters 107 (2010) 3, pp. 341-344
Persistent link: https://www.econbiz.de/10008648226
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Common stocks as a hedge against inflation : evidence from century-long US data
Kim, Jae H.; Ryoo, Heajin H. - In: Economics letters 113 (2011) 2, pp. 168-171
Persistent link: https://www.econbiz.de/10009375564
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Do investors' sentiment dynamics affect stock returns? : evidence from the US economy
Dergiades, Theologos - In: Economics letters 116 (2012) 3, pp. 404-407
Persistent link: https://www.econbiz.de/10009674317