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Information demand density matters : evidence from the post-earnings announcement drift
Chu, Gang; Dowling, Michael; Shen, Dehua; Zhang, Yongjie - In: International review of financial analysis 86 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248312
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Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …
Persistent link: https://www.econbiz.de/10013369139
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Anomalies and multi-factor model for stock pricing in Indian market
Lal, Saurabh; Shukla, Parth; Singh, Prakash - In: Praj̄nȧn : journal of social and management sciences 43 (2014) 2, pp. 175-206
Persistent link: https://www.econbiz.de/10010479674
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Macroeconomic variables and Indian stock market returns : an empirical analysis
Gautam, Ritu; Singh, Ankita; Fouzdar, Akanksha Singh - In: Mudra : journal of finance and accounting 6 (2019) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10012139462
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Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita; Singh, Pardeep - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
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Speed of price adjustment in Indian stock market : a paradox
Kayal, Parthajit; Mondal, Sayanti - In: Asia Pacific financial markets 27 (2020) 4, pp. 453-476
Persistent link: https://www.econbiz.de/10012390325
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Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer; Gulhane, Rutvik Digambar - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
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Measuring stock market uncertainty
Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162
Persistent link: https://www.econbiz.de/10014485211
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The impact of demand and price volatility in Pakistan : co integration approach for compensation hypothesis
Mujahid, Hira; Alam, Shaista - In: International journal of applied business and economic … 12 (2014) 1, pp. 39-49
Persistent link: https://www.econbiz.de/10010376584
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When Chronobiology Met Economics - Seasonal Affective Impact on the Demand for IPOs
Kliger, Doron - 2009
Standard economic theory presumes invariant preferences. We refute this presumption on chronobiological grounds …, documenting seasonal affective impact on investors' demand for Initial Public Offerings (IPOs). We find that seasonal mood …
Persistent link: https://www.econbiz.de/10013154954