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Financial constraints and stock returns

Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - 1997

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The effect of income smoothing on stock price

Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96

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Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68

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The impact of the 1986 tax reform on ex-dividend day volume and price behavior

Wu, Chunchi - In: National tax journal 49 (1996) 2, pp. 177-192

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Daily market news sentiment and stock prices

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015

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The booms and busts of beta arbitrage

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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

. For the USA, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures …

Persistent link: https://www.econbiz.de/10011658757

The booms and busts of beta arbitrage

Huang, Shiyang; Lou, Dong; Polk, Christopher - 2016

Persistent link: https://www.econbiz.de/10011550863

Daily market news sentiment and stock prices

Allen, David E.; McAleer, Michael; Singh, Abhay K - 2015

In recent years there has been a tremendous growth in the influx of news related to traded assets in international financial markets. This financial news is now available via print media but also through real-time online sources such as internet news and social media sources. The increase in the...

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Connecting VIX and stock index ETF

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