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Dynamic return-volume relation...
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Börsenkurs
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83
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67
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61
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61
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47
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37
Madura, Jeff
37
Karolyi, G. Andrew
35
Subrahmanyam, Avanidhar
35
Diebold, Francis X.
34
Lakonishok, Josef
34
Pástor, Ľuboš
34
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33
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32
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31
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31
Chordia, Tarun
30
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30
Poterba, James M.
30
Guo, Hui
29
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29
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29
Lettau, Martin
28
Schwartz, Robert A.
28
Schwert, George William
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27
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26
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26
Bekaert, Geert
25
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24
Lamont, Owen A.
24
Lo, Andrew W.
24
McAleer, Michael
24
Pierdzioch, Christian
24
Sarkar, Asani
24
Veronesi, Pietro
24
Ang, Andrew
23
Bollerslev, Tim
23
Grammig, Joachim
23
Prescott, Edward C.
23
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Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
555
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1
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
2
International stock return predictability under model uncertainty
Schrimpf, Andreas
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
Saved in:
3
International stock return predictability under model uncertainty
Schrimpf, Andreas
(
contributor
)
-
2008
excess
returns
weakens substantially, once model uncertainty is accounted for. We document notable differences in the degree …
Persistent link: https://www.econbiz.de/10003728591
Saved in:
4
An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a
quantile
regression
approach
Ampofo, Richard T.
;
Aidoo, Eric N.
;
Ntiamoah, Bernard O.
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 517-540
Persistent link: https://www.econbiz.de/10014252698
Saved in:
5
Infectious diseases tracking and sectoral stock market
returns
: a
quantile
regression
analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
6
The US stock market at sector level : inflation news, 1990-2013
Jareño, Francisco
;
Tolentino, Marta
;
González Pérez, …
- In:
Applied econometrics and international development
18
(
2018
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10012000540
Saved in:
7
Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk
;
Lach, Łukasz
;
Wójtowicz, Tomasz
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 405-425
Persistent link: https://www.econbiz.de/10011582475
Saved in:
8
An examination of the relationship between the disposition effect and stock return, volatility, and trading
volume
: the evidence in US stock markets
Afi, Hatem
- In:
International journal of managerial and financial accounting
9
(
2017
)
3
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
Saved in:
9
Common factors in prices, order flows and liquidity
Hasbrouck, Joel
;
Seppi, Duane J.
-
1999
Persistent link: https://www.econbiz.de/10001378828
Saved in:
10
Persistent patterns in stock
returns
, stock volumes, and accounting data in the US capital markets
Nigrini, Mark John
- In:
Journal of accounting, auditing & finance
30
(
2015
)
4
,
pp. 541-557
Persistent link: https://www.econbiz.de/10011382663
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