Similar Search Results - EconBiz

Momentum profits and macroeconomic risk

Liu, Laura Xiaolei; Warner, Jerold B.; Zhang, Lu - 2005

Persistent link: https://www.econbiz.de/10003020819

Momentum Profits and Macroeconomic Risk

Liu, Laura X.L. - 2005

Previous work shows that the growth rate of industrial production is a common macroeconomic risk factor in the cross-section of expected returns. We demonstrate the connection between momentum profits and shifts in factor loadings on this macroeconomic variable. Winners have temporarily higher...

Persistent link: https://www.econbiz.de/10012467199

Do zero-cost portfolios have the ability to predict economic growth? : evidence from Hong Kong, South Korea and Taiwan

Davison, Freddy; Marsden, Alastair; Veeraraghavan, Madhu - In: International review of financial analysis 17 (2008) 5, pp. 1012-1028

Persistent link: https://www.econbiz.de/10003792374

Global and country-specific business cycle risk in time-vaying excess returns on asset markets

Nitschka, Thomas - 2012

Persistent link: https://www.econbiz.de/10009674033

Does the stock market predict real activity? : Time series evidence from the G-7 countries

Choe, Chong-mu; Hauser, Shmuel; Kopecky, Kenneth J. - In: Journal of banking & finance 23 (1999) 12, pp. 1771-1792

Persistent link: https://www.econbiz.de/10001428990

Insiders' market timing and real activity : evidence from an emerging market

Wisniewski, Tomasz P. - 2003

Persistent link: https://www.econbiz.de/10001737980

Causal relations among stock returns, inflation, real activity, and interest rates : evidence from Japan

Najand, Mohammad - In: Global finance journal 9 (1998) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10001249652

A threshold autoregressive analysis of stock returns and real economic activity

Domian, Dale L. - In: International review of economics & finance : IREF 6 (1997) 2, pp. 167-179

Persistent link: https://www.econbiz.de/10001225828

Crude oil prices, exchange rates, stock markets and industrial production relationships in emerging markets

Soylu, Sibel; Şendeniz-Yüncü, Ilkay; Soytaş, Uǧur - In: Applications in Energy Finance : The Energy Sector, …, (pp. 55-83). 2022

Persistent link: https://www.econbiz.de/10013282726

Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets

Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410

Persistent link: https://www.econbiz.de/10003765132

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