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71
Oil prices and stock returns : nonlinear links across sectors
Pinho, Carlos
;
Madaleno, Mara
- In:
Portuguese economic journal
15
(
2016
)
2
,
pp. 78-97
Persistent link: https://www.econbiz.de/10011556449
Saved in:
72
Herd behavior and idiosyncratic
volatility
Huang, Teng-Ching
;
Lin, Bing-huei
;
Yang, Tung-Hsiao
- In:
Journal of business research : JBR
68
(
2015
)
4
,
pp. 763-770
Persistent link: https://www.econbiz.de/10010505007
Saved in:
73
Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
3
,
pp. 382-392
Persistent link: https://www.econbiz.de/10010492635
Saved in:
74
Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément
;
Rey, Serge
;
Viala, Jean-Renaud
- In:
Economic modelling
41
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
Saved in:
75
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
76
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
77
Studies of equity returns in emerging markets : a literature review
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Simsek, Koray D.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
4
,
pp. 757-773
Persistent link: https://www.econbiz.de/10011404567
Saved in:
78
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
79
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
80
Correlated Beliefs, Returns, and Stock Market
Volatility
David, Joel
-
2015
findings have implications for market-wide
volatility
- the model-implied correlations alone can explain 44% of the cross …-section of aggregate
volatility
. The results are robust to controlling for a number of alternative factors put forth by the …
Persistent link: https://www.econbiz.de/10013017087
Saved in:
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