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1
Macroeconomic announcements and stock returns in US portfolios formed on operating profitability and investement
Alexiou, Constantinos
;
Vogiazas, Sofoklis
;
Taqvi, Abid
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 68-89
Persistent link: https://www.econbiz.de/10012001322
Saved in:
2
Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks
González Pérez, María de la O
;
Jareño, Francisco
; …
-
2015
Persistent link: https://www.econbiz.de/10010520772
Saved in:
3
The financial crisis impact : an industry level analysis of the US stock market
Barroso, María de la O
;
Jareño, Francisco
;
Skinner, …
- In:
Applied econometrics and international development
17
(
2017
)
2
,
pp. 61-74
Persistent link: https://www.econbiz.de/10011948462
Saved in:
4
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
-
1992
Persistent link: https://www.econbiz.de/10000136635
Saved in:
5
Business conditions and the variation of skewness in asset returns
Alles, Lakshman
;
Kling, John L.
-
1992
Persistent link: https://www.econbiz.de/10000845861
Saved in:
6
Business cycles and the relation between security returns and earnings
Johnson, Marilyn Frances
-
1992
Persistent link: https://www.econbiz.de/10000857547
Saved in:
7
Market returns and macro-economic variables : an investigation on the period from 1970 - 1986
Willey, Thomas Edward
-
1988
Persistent link: https://www.econbiz.de/10000793922
Saved in:
8
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
-
1999
Persistent link: https://www.econbiz.de/10001398325
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9
Multifactor pricing model with macroeconomic variables
Cho, D. C.
- In:
Advances in investment analysis and portfolio …
1
(
1991
),
pp. 25-47
Persistent link: https://www.econbiz.de/10001134298
Saved in:
10
Economic cycles and the monthly effect in the OTC market
Liano, Kartono
- In:
Quarterly journal of business and economics : QJBE
31
(
1992
)
4
,
pp. 41-50
Persistent link: https://www.econbiz.de/10001137688
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