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The behaviour of small cap vv. large cap stocks in recessions and recoveries : empirical evidence for the United States and Canada
Switzer, Lorne N. - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10009267819
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Spillovers of currency carry trade returns, market risk sentiment, and US market returns
Lee, Hsiu-chuan; Chang, Shu-lien - In: The North American journal of economics and finance : a … 26 (2013), pp. 197-216
Persistent link: https://www.econbiz.de/10010364814
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Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun; Xiao, Binuo; Huang, Yilong; Zhou, Li - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan; Gupta, Rangan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
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The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami; Ur Rehman, Mobeen; Ahmad, Nasir; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013413448