Similar Search Results - EconBiz

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

The risk and return conundrum explained : international evidence

Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521

Persistent link: https://www.econbiz.de/10011987799

Does the quality of governance matter for equity market risk? : evidence from emerging and developed equity markets

Low, Soo Wah; Tee, Lain-Tze; Kew, Si-Roei - In: Journal of business economics and management 16 (2015) 3, pp. 660-674

Persistent link: https://www.econbiz.de/10011516514

Fundamental determinants of national equity market returns : a perspective on conditional asset pricing

Ferson, Wayne E.; Harvey, Campbell R. - 1996

Persistent link: https://www.econbiz.de/10000617696

Global risk premia on international stock and bond markets

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10000621233

The equity risk premium : the long-run future of the stock market

Cornell, Bradford - 1999

Persistent link: https://www.econbiz.de/10000679594

Convergence in global capital markets

Lee, Jinsoo - 2006

Persistent link: https://www.econbiz.de/10003972416

The worldwide equity premium : a smaller puzzle

Dimson, Elroy; Marsh, Paul; Staunton, Mike - In: Handbook of the equity risk premium, (pp. 467-514). 2008

Persistent link: https://www.econbiz.de/10003598755

The high volume return premium : cross-country evidence

Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279

Persistent link: https://www.econbiz.de/10009501397

Momentum in stock market returns : implications for risk premia on foreign currencies

Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560

Persistent link: https://www.econbiz.de/10009750714

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the