Similar Search Results - EconBiz

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model

Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013539015

Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries

Hong, Yun; Zhang, Rushan; Zhang, Feipeng - In: International review of financial analysis 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014446987

Geopolitical risks, uncertainty, and stock market performance

Agoraki, Maria-Eleni K.; Kouretas, Georgios P.; … - In: Economic and political studies : EPS 10 (2022) 3, pp. 253-265

Persistent link: https://www.econbiz.de/10013357048

Taming momentum crashes

Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024

Persistent link: https://www.econbiz.de/10014529581

What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - 2015

Persistent link: https://www.econbiz.de/10011327162

Size matters : tail risk, momentum and trend following in international equity portfolios

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015

Persistent link: https://www.econbiz.de/10010531062

The asset growth effect : insights from international equity markets

Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563

Persistent link: https://www.econbiz.de/10009749325

Implied cost of capital investment strategies : evidence from international stock markets

Esterer, Florian; Schröder, David - In: Annals of finance 10 (2014) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10010350383

Equity anomalies and idiosyncratic risk around the world

Fan, Steve; Opsal, Scott; Yu, Linda - In: Multinational finance journal : MF ; quarterly … 19 (2015) 1/2, pp. 33-75

Persistent link: https://www.econbiz.de/10011434193

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