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European business cycles and stock return predictability
Zhu, Yanjian; Zhu, Xiaoneng - In: Finance research letters 11 (2014) 4, pp. 446-453
Persistent link: https://www.econbiz.de/10011300431
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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Spatial modeling of stock market comovements
Fernández-Avilés, Gema; Montero, Jose-María; Orlov, … - In: Finance research letters 9 (2012) 4, pp. 202-212
Persistent link: https://www.econbiz.de/10009689316
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu, Shue-Jen; Lee, Wei-Ming - In: Finance research letters 13 (2015), pp. 196-204
Persistent link: https://www.econbiz.de/10011552511
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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256
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Discovering and disentangling effects of US macro-announcements in European stock markets
Rühl, Tobias R.; Stein, Michael - 2014
In this study, we analyze the effect of US macroeconomic announcements on European stock returns, return volatility and bid-ask spreads using intraday data. We find that certain announcements are generally more important to the European stock market than others, and that the direction of news is...
Persistent link: https://www.econbiz.de/10010399276