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Overreaction to intra-industry information transfers?
Thomas, Jacob; Zhang, X. Frank - In: Journal of accounting research 46 (2008) 4, pp. 909-940
Persistent link: https://www.econbiz.de/10003838965
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Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel - 2007
Persistent link: https://www.econbiz.de/10003591346
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Bubbles in health care : evidence from the U.S., U.K., and German stock markets
Chen, Mei-Ping; Lin, Yu-Hui; Tseng, Chun-Yao; Chen, Wen-Yi - In: The North American journal of economics and finance : a … 31 (2015), pp. 193-205
Persistent link: https://www.econbiz.de/10011514211
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Four essays on energy prices and resource markets
Berk, Istemi - 2014
-sector endogenous growth model and tested the findings empirically using panel ARDL approach on data for sixteen OECD countries. We find …
Persistent link: https://www.econbiz.de/10010460834
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The value spread
Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - 2001
Persistent link: https://www.econbiz.de/10001578184
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The value spread
Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 609-641
Persistent link: https://www.econbiz.de/10001750583
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A Closer Look at Return Predictability of the US Stock Market : Evidence from a Panel Variance Ratio Test
Kim, Jae H. - 2013
-to-market ratio, and industry. A novel panel variance ratio test is proposed and employed to evaluate time-varying return …
Persistent link: https://www.econbiz.de/10013086798
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Economic Freedom and Share Prices. A Panel Data Analysis for EU, Japan and USA
Georgiou, Miltiades N. - 2015
In the present paper it will be econometrically shown that economic freedom has a positive impact on share prices. Our data cover for the period 2000-2012 many countries of EU as well as Japan and the United States. Data are taken from Eurostat and World Economic Freedom Indicators. Eviews...
Persistent link: https://www.econbiz.de/10013024125
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Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation
Ebadi, Esmaeil - 2021
This paper elucidates the influence of stock market volatility on U.S. consumption using pooled mean group (PMG) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock market volatility on consumption are robust to the lag...
Persistent link: https://www.econbiz.de/10012661246
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A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min; Jung, Hojin; Yang, Brian - In: Applied economics letters 29 (2022) 8, pp. 750-754
Persistent link: https://www.econbiz.de/10013171048