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Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hong, Hui; Chen, Naiwei; O'Brien, Fergal; Ryan, James - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 132-142
Persistent link: https://www.econbiz.de/10012034528
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Common stochastic trends in Pacific Rim stock markets
Chung, Pin Johnny - In: The quarterly review of economics and finance : journal … 34 (1994) 3, pp. 241-259
Persistent link: https://www.econbiz.de/10001164613
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Covariance risk, consumption risk, and international stock market returns
Lee, Wai - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 491-510
Persistent link: https://www.econbiz.de/10001226132
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Chinese Lunar New Year effect in Asian stock markets : 1999 - 2012
Yuan, Tian; Gupta, Rakesh - In: The quarterly review of economics and finance : journal … 54 (2014) 4, pp. 529-537
Persistent link: https://www.econbiz.de/10010533391
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Oil shocks and stock return volatility
Bachmeier, Lance J.; Nadimi, Soheil R. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012034495
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Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Institutions and return predictability in oil-exporting countries
Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Shugarman, … - In: The quarterly review of economics and finance : journal … 71 (2019), pp. 14-26
Persistent link: https://www.econbiz.de/10012175820
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Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 870-883
Persistent link: https://www.econbiz.de/10003873643