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Using financial markets to estimate the macro effects of monetary policy : an impact-identified FAVAR
Pitschner, Stefan - 2013
In this paper, I use high-frequency financial market estimates to identify the monetary policy shock in a non-recursive 133 variable FAVAR. All restrictions are imposed exclusively on impact, and only on financial market variables. Using the economy's underlying factor structure as the link...
Persistent link: https://www.econbiz.de/10009760371
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A test of Fama's efficient capital market's II position in the Nigerian bourse
Idolor, Eseoghne Joseph; Braimah, Abdulganiyu - In: Indian journal of economics & business : IJEB 14 (2015) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10011452889
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The day-of-the-week effect : evidence from selected Balkan markets
Karanovic, Goran; Karanovic, Bisera - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012127628
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Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria; Plastun, Alex - 2017
Persistent link: https://www.econbiz.de/10011631091
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Influence of news on rational decision making by financial market investors
Shantha Gowri B.; Ram, Vedantam Seetha - In: Investment management and financial innovations 16 (2019) 3, pp. 142-156
Persistent link: https://www.econbiz.de/10012159366
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Bond market response to the collapse of prominent investment banks
Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
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Investor sentiment and stock prices in the subprime mortgage crisis
Wolff, Alexander F. - In: Applied financial economics 23 (2013) 16/18, pp. 1301-1309
Persistent link: https://www.econbiz.de/10010259458
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The sophisticated and the simple: the profitability of contrarian strategies from a portfolio manager's perspective
Giamouridis, Daniel; Montagu, Chris - In: European financial management : the journal of the … 20 (2014) 1, pp. 152-178
Persistent link: https://www.econbiz.de/10010248853
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Do Indian investors also follow the pied piper? : a case for pre- and post-financial crisis
Rani, Neelam; Asija, Aman - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 334-345
Persistent link: https://www.econbiz.de/10011550162
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The persistence of long-run abnormal returns following stock repurchases and offerings
Fu, Fangjian; Huang, Sheng - In: Management science : journal of the Institute for … 62 (2016) 4, pp. 964-984
Persistent link: https://www.econbiz.de/10011460522