Narrow search
Showing 1 - 10 of 597
Cover Image
Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
Cover Image
Rise and fall of calendar anomalies over a century
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 181-205
Persistent link: https://www.econbiz.de/10012269177
Cover Image
Seasonality and momentum across national equity markets
Song, Jian; Balvers, Ronald J. - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449367
Cover Image
Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
Cover Image
Bubbles in health care : evidence from the U.S., U.K., and German stock markets
Chen, Mei-Ping; Lin, Yu-Hui; Tseng, Chun-Yao; Chen, Wen-Yi - In: The North American journal of economics and finance : a … 31 (2015), pp. 193-205
Persistent link: https://www.econbiz.de/10011514211
Cover Image
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
Cover Image
NAFTA and North American stock market linkages : an empirical note
Ewing, Bradley T.; Payne, James E.; Sowell, Clifford B. - In: The North American journal of economics and finance : a … 10 (1999) 2, pp. 443-451
Persistent link: https://www.econbiz.de/10001508350
Cover Image
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
Cover Image
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Cover Image
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao; Qian, Huanhuan; Pérez Rodríguez, Jorge V. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654918