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What drives stock prices? : Identifying the determinants of stock price movements

Balke, Nathan S.; Wohar, Mark E. - In: Southern economic journal 73 (2006) 1, pp. 55-78

Persistent link: https://www.econbiz.de/10003353857

Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?

Decker, Christopher S.; Wohar, Mark E. - In: Applied economics 39 (2007) 4/6, pp. 727-737

Persistent link: https://www.econbiz.de/10003462007

Changes in the oil price-inflation pass-through

Valcarcel, Victory J.; Wohar, Mark E. - In: Journal of economics & business 68 (2013), pp. 24-42

Persistent link: https://www.econbiz.de/10009773805

Abnormal profits and relative strength in mutual fund returns

Volkman, David A. - In: Review of financial economics : RFE 5 (1996) 2, pp. 101-116

Persistent link: https://www.econbiz.de/10001208722

Explaining stock price movements : is there a case for fundamentals?

Balke, Nathan S.; Wohar, Mark E. - In: Economic & financial review (2001) 3, pp. 22-34

Persistent link: https://www.econbiz.de/10001638330

Low-frequency movements in stock prices : a state-space decomposition

Balke, Nathan S.; Wohar, Mark E. - In: The review of economics and statistics 84 (2002) 4, pp. 649-667

Persistent link: https://www.econbiz.de/10001711215

Stock price effects of permanent and transitory shocks

Crowder, William J. - In: Economic inquiry : journal of the Western Economic … 36 (1998) 4, pp. 540-552

Persistent link: https://www.econbiz.de/10001250271

Why are stock prices so high? : Dividend growth or discount factor?

Balke, Nathan S.; Wohar, Mark E. - 2000

Persistent link: https://www.econbiz.de/10001446210

Implied volatility in options markets and conditional heteroscedasticity in stock markets

Choi, Seung-mook S. - In: The financial review : the official publication of the … 27 (1992) 4, pp. 503-530

Persistent link: https://www.econbiz.de/10001143740

Halloween Effect in Developed Stock Markets : A US Perspective

Plastun, Oleksiy - 2019

In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...

Persistent link: https://www.econbiz.de/10012889672