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Impact of return and volatility spillover from banking industry to other industries : an evidence from Pakistan
Mir, Fahad Waqas; Bhutta, Nousheen Tariq - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1680-1695
Persistent link: https://www.econbiz.de/10014533304
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Learning by doing or catering : firm-specific experience and analyst forecast accuracy
Ji, Xu; Wu, Shanhui; Dong, Yan; Yang, Xiaoqi - In: Emerging markets review 60 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014533618
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Inventory productivity and stock returns in manufacturing networks
Agrawal, Deepak; Osadchiy, Nikolay - In: Manufacturing & service operations management : M & SOM 26 (2024) 2, pp. 573-593
Persistent link: https://www.econbiz.de/10014533638
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Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao; Zhang, Wei - In: Pacific-Basin finance journal 84 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
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Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong; Jiang, Jiajie; Zhang, Yaojie - In: Pacific-Basin finance journal 84 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
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Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia; Chuang, Hui-Ching; Wang, Zixuan; Xu, Jin - In: Pacific-Basin finance journal 84 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
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An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon; Min, Byoung-Kyu; Xiao, Yucaho - In: Pacific-Basin finance journal 84 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
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Geopolitical risks, investor sentiment and industry stock market volatility in China : evidence from a quantile regression approach
Guo, Peng; Shi, Jing - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014534821
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Can real-time investor sentiment help predict the high-frequency stock returns? : evidence from a mixed-frequency-rolling decomposition forecasting method
Cai, Yi; Tang, Zhenpeng; Chen, Ying - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014534832
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Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail : further evidence from equity market
Huang, Yirong; Luo, Yi - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014534834