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An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy

Grobys, Klaus - In: Applied economics letters 20 (2013) 7/9, pp. 921-924

Persistent link: https://www.econbiz.de/10009763253

Momentum, sovereign credit ratings and global equity markets

Grobys, Klaus - In: Applied economics letters 21 (2014) 16/18, pp. 1288-1292

Persistent link: https://www.econbiz.de/10010467472

Momentum in global equity markets in times of troubles : does the economic state matter?

Grobys, Klaus - In: Economics letters 123 (2014) 1, pp. 100-103

Persistent link: https://www.econbiz.de/10010399032

Idiosyncratic volatility and global equity markets

Grobys, Klaus - In: Applied economics letters 22 (2015) 4/6, pp. 402-405

Persistent link: https://www.econbiz.de/10010506718

On survivor stocks in the S&P 500 stock index

Grobys, Klaus - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24

This paper investigates the performance and characteristics of survivor stocks in the S&P 500 index. Using both in-sample and out-of-sample comparisons, survivor stocks outperformed this market index by a considerable margin. Relative to other S&P 500 index companies, survivor stocks tend to be...

Persistent link: https://www.econbiz.de/10012888297