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Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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Corruption and stock market development : developing vs. developed economies
Chowdhury, Md Shahedur R.; Khraiche, Maroula; Boudreau, … - In: International review of financial analysis 89 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014467253
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Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
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A global perspective of market reaction to environmental quality : evidence from dynamic panel approach
Yahya, Farzan; Huy Pham; Waqas, Muhammad - In: International journal of green economics : IJGE 14 (2020) 4, pp. 366-385
Persistent link: https://www.econbiz.de/10012510879
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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10010223077
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Stock markets, banks and long run economic growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - In: De economist : Netherlands economic review ; quarterly … 162 (2014) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10010393608
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Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market
Huang, Xiao - 2018
This paper studies estimation in linear dynamic panel data models with multiple interactive effects when both N and T … are large. We derive the bias term in an order p dynamic panel data model and the limiting distribution of the estimator … between 2000 and 2015 shows dynamic panel data model is an effective method to produce effective trading strategies …
Persistent link: https://www.econbiz.de/10012938610
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The foreign exchange and stock market nexus : new international evidence
Xie, Zixiong; Chen, Shyh-Wei; Wu, An-chia - In: International review of economics & finance : IREF 67 (2020), pp. 240-266
Persistent link: https://www.econbiz.de/10012485915
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The effects of global excess liquidity on emerging stock market returns : evidence from a panel threshold model
Brana, Sophie; Prat, Stéphanie - In: Economic modelling 52 (2016), pp. 26-34
Persistent link: https://www.econbiz.de/10011645528