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Global oil market and the US stock returns
Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015
This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...
Persistent link: https://www.econbiz.de/10011391816
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Thinking outside the borders : investors' underreaction to foreign operations information
Huang, Xing - In: The review of financial studies 28 (2015) 11, pp. 3109-3152
Persistent link: https://www.econbiz.de/10011401443
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Dividend yields, dividend growth, and return predictability in the cross section of stocks
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 33-60
Persistent link: https://www.econbiz.de/10011348008
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Firm characteristics and empirical factor models : a data-mining experiment
Kogan, Leonid; Tian, Mary - 2012
Persistent link: https://www.econbiz.de/10009698084
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Liquidity risk and stock returns around the world
Xin Liang, Samuel; Wei, John K. C. - In: Journal of banking & finance 36 (2012) 12, pp. 3274-3288
Persistent link: https://www.econbiz.de/10009660495
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Stock return volatility, operating performance and stock returns : international evidence on drivers of the "low volatility" anomaly
Dutt, Tanuj; Humphrey-Jenner, Mark - In: Journal of banking & finance 37 (2013) 3, pp. 999-1017
Persistent link: https://www.econbiz.de/10009708722
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009713744
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Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu; Chaibi, Anissa - In: The journal of applied business research 30 (2014) 2, pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
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The effects of analyst forecast properties and country-level institutions on the cost of debt
Boubakri, Narjess; El Ghoul, Sadok; Guedhami, Omrane; … - In: The journal of financial research 38 (2015) 4, pp. 461-493
Persistent link: https://www.econbiz.de/10011440749