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Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping; Liu, Xiaoxing - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
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Time-varying causality between stock prices and macroeconomic fundamentals : connection or disconnection?
Fromentin, Vincent - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478631
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah - In: The review of financial studies 7 (1994) 3, pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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Estimation of the bid-ask spread and its components : a new approach
George, Thomas J. - In: The review of financial studies 4 (1991) 4, pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
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Commonality in liquidity : effects of monetary policy and macroeconomic announcements
Sensoy, Ahmet - In: Finance research letters 16 (2016), pp. 125-131
Persistent link: https://www.econbiz.de/10011655140
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Investor protection and asset prices
Başak, Suleyman; Chabakauri, Georgy; Yavuz, Mehmet Deniz - In: The review of financial studies 32 (2019) 12, pp. 4905-4946
Persistent link: https://www.econbiz.de/10012135513
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Market systemic risk, predictability and macroeconomics news
Wang, Cindy Shin Huei; Fan, Rui; Xie, Yiqiang - In: Finance research letters 56 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014473685