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Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012203966
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Reputational concerns and price comovements
Sami, Maryam; Brusco, Sandro - 2014
Persistent link: https://www.econbiz.de/10011313862
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; … - 2024
Persistent link: https://www.econbiz.de/10014521306
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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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Stock markets and exchange rate : impacts of equity markets on Euro-Dollar exchange rate
Heimonen, Kari - 2002
Persistent link: https://www.econbiz.de/10001728128
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004
specifiy the conditional variances of VECM residuals with the Constant Conditional Correlation (CCC) multivariate GARCH model … of Bollerslev (1990) and the Dynamic Conditional Correlation (DCC) multivariate GARCH model of Engle (2002). The within …
Persistent link: https://www.econbiz.de/10011603089
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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Global oil market and the US stock returns
Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015
This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...
Persistent link: https://www.econbiz.de/10011391816