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Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
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The impact of demand and price volatility in Pakistan : co integration approach for compensation hypothesis
Mujahid, Hira; Alam, Shaista - In: International journal of applied business and economic … 12 (2014) 1, pp. 39-49
Persistent link: https://www.econbiz.de/10010376584
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The behaviour of noise traders : empirical evidence on purchases of business magazines
Czarnitzki, Dirk; Stadtmann, Georg - 2000
, demand for financial advise should be high in a bull market and low in a bear market. Thus, we test the hypothesis whether … the demand for business magazines is somehow related to the performance of the stock market. It turns out that the sales …
Persistent link: https://www.econbiz.de/10011445202
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When Chronobiology Met Economics - Seasonal Affective Impact on the Demand for IPOs
Kliger, Doron - 2009
, documenting seasonal affective impact on investors' demand for Initial Public Offerings (IPOs). We find that seasonal mood …
Persistent link: https://www.econbiz.de/10013154954
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Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819833
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Get Home Safely : Do Shifts in the U.S. Demand for Stocks Abroad Impact the Performance of U.S. Stocks at Home?
Wynter, Matthew - 2015
This paper studies the pricing impact of aggregate shifts in the U.S. demand for foreign stocks on the cross-section of … periods when the demand for foreign equity is likely to fall, i.e. following reduced wealth, increased uncertainty, and …
Persistent link: https://www.econbiz.de/10013018175
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Local demand shocks, excess comovement and return predictability
Broman, Markus S. - In: Journal of banking & finance 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
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Which oil shocks really matter in equity markets?
Clements, Adam; Shield, Cody; Thiele, Stephen - In: Energy economics 81 (2019), pp. 134-141
Persistent link: https://www.econbiz.de/10012172674
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Information demand density matters : evidence from the post-earnings announcement drift
Chu, Gang; Dowling, Michael; Shen, Dehua; Zhang, Yongjie - In: International review of financial analysis 86 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248312
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The behaviour of noise traders : empirical evidence on purchases of business magazines
Czarnitzki, Dirk - 2000
, demand for financial advise should be high in a bull market and low in a bear market. Thus, we test the hypothesis whether … the demand for business magazines is somehow related to the performance of the stock market. It turns out that the sales …
Persistent link: https://www.econbiz.de/10013428355