Narrow search
Showing 1 - 10 of 17,405
Cover Image
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
Cover Image
Taming momentum crashes
Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024
Persistent link: https://www.econbiz.de/10014529581
Cover Image
The cross section of country equity returns : a review of empirical literature
Zaremba, Adam - In: Journal of risk and financial management : JRFM 12 (2019) 4/165, pp. 1-26
The last three decades brought mounting evidence regarding the cross-sectional predictability of country equity returns. The studies not only documented country-level counterparts of well-established stock-level anomalies, such as size, value, or momentum, but also demonstrated some unique...
Persistent link: https://www.econbiz.de/10012171448
Cover Image
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Cover Image
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
Cover Image
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
Cover Image
Skewness-based market integration : a systemic risk measure across international equity markets
Jian, Zhihong; Li, Xupei - In: International review of financial analysis 74 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012803812
Cover Image
Common risk factors in international stock markets
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - In: Financial markets and portfolio management 33 (2019) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10012427778
Cover Image
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier; Reboredo, Juan Carlos - In: Economic modelling 114 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Cover Image
The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Fang, Libing; Chen, Baizhu; Yu, Honghai; Xiong, Cheng - In: Finance research letters 24 (2018), pp. 56-63
Persistent link: https://www.econbiz.de/10011982466