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Time-varying long-term memory in Bitcoin market
Jiang, Yonghong; Nie, He; Ruan, Weihua - In: Finance research letters 25 (2018), pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - 2022
of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market … market efficiency in the case of the cryptocurrencies but not of the stock market indices considered. They also indicate that … cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …
Persistent link: https://www.econbiz.de/10013368898
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Intraday online investor sentiment and return patterns in the U.S. stock market
Renault, Thomas - In: Journal of banking & finance 84 (2017), pp. 25-40
Persistent link: https://www.econbiz.de/10011816834
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Essays in financial economics
Zheng, Yijuan - 1996
Persistent link: https://www.econbiz.de/10000970243
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Stock market volatility and the business cycle
Shawky, Hany A. - In: Research in finance 15 (1997), pp. 137-168
Persistent link: https://www.econbiz.de/10001226619
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Time-varying risk : the case of the American computer industry
González-Rivera, Gloria - In: Journal of empirical finance 2 (1996) 4, pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
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A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
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Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras; Li, Junye; Yu, Jun - In: The review of financial studies 28 (2015) 3, pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico (contributor) - 2003
Persistent link: https://www.econbiz.de/10001756374