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What drives the January seasonality in the illiquidity premium? : evidence from international stock markets

Zaremba, Adam; Cakici, Nusret - In: The journal of investment strategies 10 (2021) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10012805362

Technological revolutions and speculative finance : evidence from the British bicycle mania

Quinn, William A. - 2016

Technological revolutions are often accompanied by substantial stock price reversals, but previous literature has produced competing explanations for why this is the case. This paper brings new evidence to this debate using data from the innovation-driven British Bicycle Mania of 1895-1900, in...

Persistent link: https://www.econbiz.de/10011563105

Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program

Liu, Clark; Wang, Shujing; Wei, K. C. John - In: Journal of banking & finance 126 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012820326

Demand Shock, Speculative Beta, and Asset Prices : Evidence from the Shanghai-Hong Kong Stock Connect Program

Liu, Clark - 2020

three months. The results support the speculative nature of beta and the multiplier effect of speculation on demand shocks …

Persistent link: https://www.econbiz.de/10012855747

Technological revolutions and speculative finance : evidence from the British Bicycle Mania

Quinn, William A. - In: Cambridge journal of economics 43 (2019) 2, pp. 271-294

Persistent link: https://www.econbiz.de/10012102394

Anomalies, risk adjustment and seasonality : Australian evidence

Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218

Persistent link: https://www.econbiz.de/10010530242

Seasonality in the cross section of stock returns : advanced markets versus emerging markets

Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281

Persistent link: https://www.econbiz.de/10012117746

Factor seasonalities : international and further evidence

Mercik, Aleksander; Cupriak, Daniel; Zaremba, Adam - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014581028

Risk factors for the Swiss stock market

Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 144 (2008) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10003671500

Risk factors for the Swiss stock market

Ammann, Manuel (contributor); Steiner, Michael (contributor) - 2008

Persistent link: https://www.econbiz.de/10003674158

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