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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? : a quantiles-based analysis
Mokni, Khaled - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 65-73
Persistent link: https://www.econbiz.de/10012655187
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Short selling in extreme events
Geraci, Marco Valerio; Garbaravičius, Tomas; Veredas, David - In: Journal of financial stability 39 (2018), pp. 90-103
Persistent link: https://www.econbiz.de/10012159719
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Quantile dependence of oil price movements and stock returns
Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 54 (2016), pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
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Time-varying risk aversion and the profitability of carry trades : evidence from the cross-quantilogram
Demirer, Rıza; Gupta, Rangan; Hassani, Hossein; Huang, Xu - In: Economies : open access journal 8 (2020) 1/18, pp. 1-12
This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the … cross-quantilogram methodology. Our analysis yields significant evidence of directional predictability from risk aversion to … of risk aversion is found to be stronger during periods of moderate to high risk aversion and largely concentrated on …
Persistent link: https://www.econbiz.de/10012237397
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Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model
Siddiqui, Saif; Roy, Preeti - In: Decision 46 (2019) 3, pp. 239-252
Persistent link: https://www.econbiz.de/10012116134
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Voluntary lock-up provisions and performance of IPOs : effects of information asymmetry
Rasidah Mohd-Rashid; Abdul-Rahim, Ruzita; Norliza Che Yahya - In: Journal of economic cooperation & development 38 (2017) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10011917774
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Dynamic return-volume relations in the Saudi stock market : evidence from quantiles regressions
Alwagdani, Othman - In: International journal of economics and finance 7 (2015) 11, pp. 84-93
Persistent link: https://www.econbiz.de/10011401211
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How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei; Alagidede, Paul - In: Economic modelling 60 (2017), pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
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Stock returns, trading volume, and volatility : the case of African stock markets
Ngene, Geoffrey M.; Mungai, Ann Nduati - In: International review of financial analysis 82 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013426476