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How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
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Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun; Chen, Dongqiao; Huang, Jialiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux; Herrerias, Renata; Vasquez, Aurelio - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
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Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis
Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619
Persistent link: https://www.econbiz.de/10012038364
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Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan; Lahyani, Rahma - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
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Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu; Zhao, An; Liu, Li - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-cheng; Fang, Hao; Nieh, Chien-chung - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10009629085
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How prior realized outcomes affect portfolio decisions
Duxbury, Darren; Hudson, Robert; Keasey, Kevin; Zhishu Yang - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 611-629
Persistent link: https://www.econbiz.de/10010246419
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Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62
Persistent link: https://www.econbiz.de/10011539669