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Stock return predictability in China : power of oil price trend

Cao, Zhen; Han, Liyan; Zhang, Qunzi - In: Finance research letters 47 (2022) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10013457289

Climate risks and market efficiency

Hong, Harrison G.; Li, Frank Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281

Persistent link: https://www.econbiz.de/10012144990

Tail risk and expected stock returns around the world

Long, Huaigang; Zhu, Yanjian; Chen, Lifang; Jiang, Yuexiang - In: Pacific-Basin finance journal 56 (2019), pp. 162-178

Persistent link: https://www.econbiz.de/10012169574

International tail risk and world fear

Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - 2017

We examine the pricing of tail risk in international stock markets. We find that the tail risk of different countries … mainly driven by global tail risk rather than local tail risk. World fear is also priced in the crosssection of stock returns …

Persistent link: https://www.econbiz.de/10011751251

Exploration risk in international oil and gas shareholder returns

Misund, Bård; Mohn, Klaus; Sikveland, Marius - In: The journal of energy markets 10 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011999465

Global tail risk and oil return predictability

Qian, Lihua; Zeng, Qing; Lu, Xinjie; Ma, Feng - In: Finance research letters 47 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013553904

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Climate Sin Stocks : stock price reactions to global climate strikes

Stefano, Ramelli; Elisa, Ossola; Michela, Rancan - 2020

The first Global Climate Strike on March 15, 2019 has represented a historical turn in climate activism. We investigate the cross-section of European stock price reactions to this event. Looking at a large sample of European firms, we find that the unanticipated success of this event caused a...

Persistent link: https://www.econbiz.de/10012299288

The illusion of oil return predictability : the choice of data matters!

Conlon, Thomas; Cotter, John; Eyiah-Donkor, Emmanuel - In: Journal of banking & finance 134 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013400116

Stock market return predictability revisited : evidence from a new index constructing the oil market

Chen, Wang; Chevallier, Julien; Wang, Jiqian; Zhong, Juandan - In: Finance research letters 49 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013478846

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