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Liquidity and asset pricing : evidence on the role of investor holding period
Næs, Randi; Ødegaard, Bernt Arne - 2007
Persistent link: https://www.econbiz.de/10003622125
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Investor Co-Attention and Stock Market Comovement
Symitsi, Efthymia - 2017
proxy, "co-attention", that measures the correlation in demand for market-wide information across stock markets approximated … by the Google Search Volume Index (SVI). Our results reveal significant co-attention driven to some extent by correlated … news supply on stock markets, lending support to the idea that information demand governs investing decisions. Co …
Persistent link: https://www.econbiz.de/10012941907
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The use of the recognition heuristic as an investment strategy in European stock markets
Lobão, Júlio; Pacheco, Luís; Pereira, Carlos - In: Journal of economics, finance & administrative science 22 (2017) 43, pp. 207-223
Purpose: People often face constraints such as a lack of time or information in taking decisions, which leads them to … depict its viability during different market conditions. This analysis could provide additional information about a …
Persistent link: https://www.econbiz.de/10011875260
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The moderating effect of financial literacy on the relationship between decision-making tools and equity returns in the Indian secondary equity market
Isidore, R. Renu; Arun, Chockalingam Joe - In: Revista finanzas y política económica 15 (2023) 1, pp. 185-211
Persistent link: https://www.econbiz.de/10014308172
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010407524
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Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises
Al Rababa'a, Abdel Razzaq - 2018
We use wavelet analysis to examine the impact of macro-news announcements on the stock-bond correlation. Significant announcement effects appear after controlling for the recent financial crisis, with a link between the speed of reaction and the timing of announcements, with early released news...
Persistent link: https://www.econbiz.de/10012919223
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Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25
, notably in the case of the world equity risk premium. Finally, long-run risks are detected in all asset portfolios including … the Chinese stock market index. Overall, this empirical evidence is of interest for researchers, financial risk managers …
Persistent link: https://www.econbiz.de/10012486245
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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries
Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23
Persistent link: https://www.econbiz.de/10011740671