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Global integration and emerging stock market excess returns

Donadelli, Michael - In: Macroeconomics and finance in emerging market economies 6 (2013) 2, pp. 244-279

Persistent link: https://www.econbiz.de/10010203948

Asian stock markets, US economic policy uncertainty and US macro-shocks

Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10011405080

Matching the BRIC equity premium : a structural approach

Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick - In: Emerging markets review 22 (2015), pp. 65-75

Persistent link: https://www.econbiz.de/10011304190

Emerging stock premia : some evidence from industrial stock market data

Donadelli, Michael; Lucchetta, Marcella - 2013

This paper studies the behavior of emerging stock excess returns in an industry-by-industry context. We examine stock market performance for 23 countries and ten industries over 17 years from 1995 to 2012 – a period that includes major changes in capital market regulations, the removal of...

Persistent link: https://www.econbiz.de/10009755648

On the role of liquidity in emerging markets stock prices

Donadelli, Michael; Prosperi, Lorenzo - In: Research in economics : an international review of economics 66 (2012) 4, pp. 320-348

Persistent link: https://www.econbiz.de/10009690258

Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?

Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220

Persistent link: https://www.econbiz.de/10010461957

The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index

Donadelli, Michael; Gufler, Ivan; Pellizzari, Paolo - In: Economics letters 197 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012511031

Tornado activity, house prices, and stock returns

Donadelli, Michael; Jüppner, M.; Paradiso, A.; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012654849

Investor sentiment and sectoral stock returns : evidence from world cup games

Curatola, Giuliano; Donadelli, Michael; Kizys, Renatas; … - In: Finance research letters 17 (2016), pp. 267-274

Persistent link: https://www.econbiz.de/10011596554

Global risks, the macroeconomy, and asset prices

Costola, Michele; Donadelli, Michael; Gerotto, Luca; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2357-2388

Persistent link: https://www.econbiz.de/10013440484