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Stock returns, real activity, and money : causality testing using a multiple hypothesis testing approach
Fletcher, Roy A. - In: Review of quantitative finance and accounting 3 (1993) 4, pp. 429-445
Persistent link: https://www.econbiz.de/10001154161
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A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation
Khil, Jaeuk; Lee, Bong-Soo - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 383-404
Persistent link: https://www.econbiz.de/10001677090
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US common stock prices, 1871 - 1970 : playing with dummies
Newbold, Paul - In: Review of quantitative finance and accounting 2 (1992) 2, pp. 215-220
Persistent link: https://www.econbiz.de/10001138010
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Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang; Li, Steven; Wen, Fenghua - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
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The dynamic relation between options trading, short selling, and aggregate stock returns
DeLisle, R. Jared; Lee, Bong-soo; Mauck, Nathan - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 645-671
Persistent link: https://www.econbiz.de/10011595696
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Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
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Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios; Payne, James E. - In: Review of quantitative finance and accounting 56 (2021) 2, pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
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The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li; Chen, Mei-ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394
Persistent link: https://www.econbiz.de/10003600297