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Liquidity and stock returns : evidence from international markets

Chiang, Thomas C.; Zheng, Dazhi - In: Global finance journal 27 (2015), pp. 73-97

Persistent link: https://www.econbiz.de/10011478050

The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Forecasting stock returns : do commodity prices help?

Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639

Persistent link: https://www.econbiz.de/10011282841

Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach

Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284

Persistent link: https://www.econbiz.de/10011792493

Asymmetric return patterns : evidence from 33 international stock market indices

Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779

Persistent link: https://www.econbiz.de/10003854963

Sources of time-varying exchange rate exposure

Pierdzioch, Christian; Kizys, Renatas - In: International economics and economic policy : IEEP 7 (2010) 4, pp. 371-390

Persistent link: https://www.econbiz.de/10008695331

Sum of the parts stock return forecasting : international evidence

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845

Persistent link: https://www.econbiz.de/10009232515

Consumption and stock prices : evidence from a small international panel

McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88

Persistent link: https://www.econbiz.de/10009751139

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880