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Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran; Beljid, Makram; Chaibi, Anis; Ajlouni, … - In: Pacific-Basin finance journal 73 (2022), pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
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A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng; Yang, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
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Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao; Xing, Ruina; Liu, Jiajun; Shao, Yifei - In: Pacific-Basin finance journal 82 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
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Stock returns, mutual fund flows and spillover shocks
Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162
Persistent link: https://www.econbiz.de/10010493980
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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Do Chinese mutual funds time the market?
Yi, Li; Liu, Zilan; Lei, He; Qin, Zilong; Gan, Shunli - In: Pacific-Basin finance journal 47 (2018), pp. 1-19
Persistent link: https://www.econbiz.de/10012028001
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Return dispersion and conditional momentum returns : international evidence
Docherty, Paul; Hurst, Gareth - In: Pacific-Basin finance journal 50 (2018), pp. 263-278
Persistent link: https://www.econbiz.de/10012033806
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Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513