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Credit rating downgrade risk on equity returns
Brakatsoulas, Periklis; Kukacka, Jiri - 2020
across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger … for a panel of predominantly mid- and large-cap entities. Using credit transition matrices and rating histories from 48 US …
Persistent link: https://www.econbiz.de/10012242861
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Investor beliefs and their impact on financial markets
Hartmann, Carolin - 2021
Persistent link: https://www.econbiz.de/10013343328
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African stock market returns and liquidity premia
Assefa, Tibebe Abebe; Mollick, André Varella - In: Journal of international financial markets, … 32 (2014), pp. 325-342
Persistent link: https://www.econbiz.de/10011299789
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Extreme daily returns and the cross-section of expected returns : evidence from Brazil
Berggrun, Luis; Cardona, Emilio; Lizarzaburu, Edmundo - In: Journal of business research : JBR 102 (2019), pp. 201-211
Persistent link: https://www.econbiz.de/10012103964
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Investor sentiment and its nonlinear effect on stock returns : new evidence from the Chinese stock market based on panel quantile regression model
Ni, Zhong-Xin; Wang, Da-Zhong; Xue, Wen-Jun - In: Economic modelling 50 (2015), pp. 266-274
Persistent link: https://www.econbiz.de/10011440564
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Return predictability in international financial markets and the role of investor sentiment
Kadilli, Anjeza - 2014 - This version: August 31, 2014
Persistent link: https://www.econbiz.de/10010438224
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Stock market reactions to domestic sentiment : panel CS-ARDL evidence
Ahmed, Walid M. A. - In: Research in international business and finance 54 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012550044
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Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei; Jin, Xiu - In: Economic modelling 97 (2021), pp. 298-306
Persistent link: https://www.econbiz.de/10012793454