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Jirasakuldech, Benjamas; Dudney, Donna M.; Zorn, Thomas S. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 181-205

Persistent link: https://www.econbiz.de/10009271474

Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets

Choe, Kwang-il; Krausz, Joshua; Nam, Kiseok - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 323-353

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Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis

Choudhry, Taufiq; Jayasekera, Ranadeva - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 213-242

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The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods

Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....

Persistent link: https://www.econbiz.de/10012039605

A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation

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Random walks and market efficiency tests : evidence from emerging equity markets

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Does post-earnings-announcement drift in stock prices reflect a market inefficiency? : A stochastic dominance approach

Bernard, Victor L.; Seyhun, H. Nejat - In: Review of quantitative finance and accounting 9 (1997) 1, pp. 17-34

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Momentum trading, mean reversal and overreaction in Chinese stock market

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Fiscal policy and the US stock market

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